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Was financial market contagion the source of economic crisis in Asia? Evidence using a multivariate VAR model

Khalid, Ahmed M; Kawai, Masahiro - 2003

have sparked and induced contagion. This study further extends the existing research by identifying and testing three … financial market variables to trace the alleged origin and the subsequent path of the contagion during the 1997 Asian Crisis … currency, stock and money markets, respectively. We use a sample of nine East Asian countries, including Japan, construct a VAR …

Persistent link: https://www.econbiz.de/10009441798

Performance measurement in the Australian online securities marketplace

Dubelaar, Chris; Tsarenko, Yelena; Gabbott, Mark - 2003

This study examines performance measurement in on-line securities companies in the Australian marketplace. Marketing managers of seven on-line stock brokerage companies in Australian capital cities were interviewed and their on-line strategies and approaches were systematically reviewed and...

Persistent link: https://www.econbiz.de/10009441650

Why Are the First Day Returns of China’s IPOs So High?

Ma, S. - 2005

We investigate the causes of the high first day returns of Chinese firms making an initial public offering (IPO) of A-shares from 1991 to 2003 on Shanghai and Shenzhen stock exchanges. Our results show an average underpricing of 175.21 percent. We argue that the IPO underpricing is an...

Persistent link: https://www.econbiz.de/10009457414

Essays On Political Economy

Murgo, Daniel O - 2010

The first chapter analizes conditional assistance programs. They generate conflicting relationships between international financial institutions (IFIs) and member countries. The experience of IFIs with conditionality in the 1990s led them to allow countries more latitude in the design of their...

Persistent link: https://www.econbiz.de/10009460484

Seasonal Affective Disorder and the Pricing of IPOs

Dolvin, Steven D.; Pyles, Mark K. - 2007

Purpose - It has been found that stock market returns vary seasonally with the amount of daylight, and they attribute this effect to seasonal affective disorder (SAD), which is a psychological condition that causes depression and heightened risk aversion during the fall and winter months. The...

Persistent link: https://www.econbiz.de/10009462182

Financial market contagion: evidence from the Asian crisis using a multivariate GARCH approach

Khalid, Ahmed M.; Rajaguru, Gulasekaran - 2007

increased during and after the crisis. However, we found weak support for contagion in the pre-crisis period. …

Persistent link: https://www.econbiz.de/10009441578

Stock market contagion in the early stages of the global financial crisis: the experience of the GCC countries

Moosa, Imad - 2010

This study examines stock market contagion from the United States to the markets of the GCC countries during the period … that the collapse of the GCC stock markets did not result purely from contagion, in the sense that these markets did not …

Persistent link: https://www.econbiz.de/10009441584