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Macroeconomic variables and market expectations : Indian stock market

Gupta, Neha; Kumar, Arya - In: Theoretical and applied economics : GAER review 27 (2020) 3/624, pp. 161-178

Persistent link: https://www.econbiz.de/10012671909

Markov regime-switching autoregressive model of stock market returns in Nigeria

Adejumo, Oluwasegun A.; Albert, Seno; Asemota, Omorogbe J. - In: CBN journal of applied statistics 11 (2020) 2, pp. 65-83

This study is designed to model and forecast Nigeria's stock market using the AllShare Index (ASI) as a proxy. By employing the Markov regime-switching autore-gressive (MS-AR) model with data from April 2005 to September 2019, the studyanalyzes the stock market volatility in three distinct...

Persistent link: https://www.econbiz.de/10012513279

The impact of COVID-19 on stock market returns in Vietnam

Đao Van Hùng; Thi Minh Hue Nguyen; Thuy Duong Vu - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-15

This paper studies the impacts of COVID-19 on the performance of the Vietnamese Stock Market-a rapidly growing emerging market in a country that has to date successfully controlled the disease outbreak. The study uses a random-effect model (REM) on panel data of stock returns of 733 listed...

Persistent link: https://www.econbiz.de/10012628531

Testing the Overreaction Hypothesis on the Bist30 Index and Dow Jones : the case of the 2008 financial crisis

Özen, Ercan; Tetik, Metin - In: Contemporary issues in business economics and finance, (pp. 217-234). 2020

Persistent link: https://www.econbiz.de/10012630001

Japan's stock market performance : evidence from Toda-Yamamoto and Dolado-Lutkepohl tests for multivariate granger causality

Guru-Gharana, Kishor Kumar; Rahman, A. K. M. Matiur; … - In: International journal of economics and financial issues … 11 (2021) 3, pp. 107-122

Persistent link: https://www.econbiz.de/10012610557

CEO exposure, media influence, and stock returns

Chen, Yan; Hu, Changyu; Zhang, Wenjie; Li, Qing - In: Journal of global information management 29 (2021) 6, pp. 1-19

Persistent link: https://www.econbiz.de/10012614584

Friday the 13th effect on Indian stock market

Sikarwar, Tarika Singh; Shrivastava, Karuna; Jadon, Pratibha - In: International journal of financial engineering 7 (2020) 2, pp. 1-30

Persistent link: https://www.econbiz.de/10012602945

Does time-varying illiquidity matter for the Indian stock market? : evidence from high-frequency data

Bhattacharya, Mousumi; Bhattacharya, Sharad Nath; Jha, … - In: Australian journal of management 47 (2022) 2, pp. 251-272

Persistent link: https://www.econbiz.de/10013268142

Holiday effect in select Asian stock markets

Agarwal, Anuradha; Dahiya, Krishan Lal; Gupta, Poonam - In: Business analyst : a refereed journal of Shri Ram … 40 (2019) 2, pp. 3-18

Persistent link: https://www.econbiz.de/10013177238

Oil price shocks against stock return of oil- and gas-related firms in the economic depression : a new evidence from a copula approach

Thu Thuy Nguyen; Nguyen Van Chien; Tran Trong Nguyen - In: Cogent economics & finance 8 (2020) 1, pp. 1-20

This research examines the influence of world crude oil price shocks on the financial performance of Vietnamese oil- and gas-related firms. Based on copula approach and the sample data of domestic giant oil- and gas firms from 2009 to 2019, in particular in the situation of oil price steadily...

Persistent link: https://www.econbiz.de/10013179488