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The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market
Wang, Yuenan; Di Iorio, Amalia - In: Review of quantitative finance and accounting 29 (2007) 2, pp. 181-203
Persistent link: https://www.econbiz.de/10003600124
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The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets
Öztek, Mehmet Fatih; Öcal, Nadir - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 317-360
Persistent link: https://www.econbiz.de/10011453995
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Geopolitical risks, investor sentiment and industry stock market volatility in China : evidence from a quantile regression approach
Guo, Peng; Shi, Jing - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014534821
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Long memory in returns and integration : the case of emergent stock markets
Todea, Anita - In: Review of economic studies and research Virgil Madgearu 11 (2018) 1, pp. 97-113
Persistent link: https://www.econbiz.de/10011977829
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Econometric analysis of integration of selected new eu member cee stock markets with global stock market and eurozone : impact of global financial crisis
Sucháček, Jan; Koutský, Jaroslav; Caridad y López … - In: Amfiteatru economic : an economic and business research … 23 (2021) 58, pp. 824-842
The period of the global financial crisis can be characterized by the spillover of negative innovations among stock markets worldwide. Stock markets in Central Europe were not excluded as they are not isolated from global stock markets. Recently published scientific studies dealing with this...
Persistent link: https://www.econbiz.de/10012939609
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Convergence in global capital markets
Lee, Jinsoo - 2006
Persistent link: https://www.econbiz.de/10003972416
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Testing the differences of world stock markets (1975-2009)
Tambosi Filho, Elmo; Carcia, Fábio Gallo; Moreiras, … - In: International journal of economics and accounting : IJEA 1 (2010) 4, pp. 349-359
Persistent link: https://www.econbiz.de/10008906171
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Does beta explain global equity market volatility : some empirical evidence
Kurach, Radoslaw - In: Contemporary economics 7 (2013) 2, pp. 55-66
The purpose of this study is to assess the diversification benefits resulting from international asset allocation. In this study, we examine Capital Asset Pricing Model (CAPM) in its international context (ICAPM) using the monthly equity returns for 26 countries (18 developed and 8 emerging...
Persistent link: https://www.econbiz.de/10009770247
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Long-term return reversal : evidence from international market indices
Malin, Mirela; Bornholt, Graham - In: Journal of international financial markets, … 25 (2013), pp. 1-17
Persistent link: https://www.econbiz.de/10009762817
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Global integration and emerging stock market excess returns
Donadelli, Michael - In: Macroeconomics and finance in emerging market economies 6 (2013) 2, pp. 244-279
Persistent link: https://www.econbiz.de/10010203948