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The financial strength anomaly in the UK : information uncertainty or liquidity?
Kumsta, René; Vivian, Andrew - In: The European journal of finance 26 (2020) 10, pp. 925-957
Persistent link: https://www.econbiz.de/10012207343
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Spillover and comovement : the contagion mechanism of systemic risks between the US and Chinese stock markets
Liu, Yaqing; Ouyang, Hongbing - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 109-121
Persistent link: https://www.econbiz.de/10010465130
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Sup-ADF-style bubble-detection methods under test
Monschang, Verena; Wilfling, Bernd - 2019
In this paper we analyze the performance of supremum augmented Dickey-Fuller (SADF), generalized SADF (GSADF), and backward SADF (BSADF) tests, as introduced by Phillips et al. (International Economic Review 56:1043-1078, 2015) for detecting and date-stamping financial bubbles. In Monte Carlo...
Persistent link: https://www.econbiz.de/10012287533
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Phase transition in the S&P stock market
Raddant, Matthias; Wagner, Friedrich - In: Journal of economic interaction and coordination : JEIC 11 (2016) 2, pp. 229-246
Persistent link: https://www.econbiz.de/10011700964
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Efficient market hypothesis in China stock markets
Yuan, Kechen - In: Proceedings of the 5th International Conference on …, (pp. 788-800). 2022
Persistent link: https://www.econbiz.de/10013355174
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Linear governance : the new economy versus old production
Gâf-Deac, Ioan I.; Radu, Sorin Mihai; Scutelnicu, Ioan … - 2021
Persistent link: https://www.econbiz.de/10013254672
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The effects of monetary policy on stock market bubbles : some evidence
Galí, Jordi; Gambetti, Luca - In: American economic journal : a journal of the American … 7 (2015) 1, pp. 233-257
Persistent link: https://www.econbiz.de/10010517071
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Stock market spread trading : Argentina and Brazil stock indexes
Batten, Jonathan A.; Szilágyi, Péter G.; Wong, … - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 61-76
Persistent link: https://www.econbiz.de/10010465142
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Financial behavior of investors : long-run overreaction phenomenon in Euronext stock exchange
Aleknevičienė, Vilija; Aleksandravičiūtė, Inga - In: Eurasian economic perspectives : proceedings of the …, (pp. 69-85). 2020
The research investigates the long-run overreaction phenomenon in EURONEXT stock exchange. Data of EURONEXT stock exchange for the period of 2000-2017 were employed for the winner and the loser portfolio formation and systemic risk adjustment with the CAPM. Robustness was checked with t-test...
Persistent link: https://www.econbiz.de/10012793028
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Kalecki and Cambridge
Marcuzzo, Maria Cristina - In: Review of political economy 32 (2020) 4, pp. 500-510
Persistent link: https://www.econbiz.de/10012425492