Purpose –The purpose of this paper is to determine how an index of agribusiness stocks performs relative to the S&P 500 particularly in times of recession. Design/methodology/approach - Using value-weighted indexes of agribusiness stocks, large cap US stocks, and copula estimation, the paper...

This paper examines the relationship of stock return patterns on the Bombay Stock Exchange (BSE) with those of the New York Stock Exchange (NYSE). It also examines investment opportunities for international investors. The data include daily closing values of the BSE and SSP 500 Indexes for the...

This study provides empirical evidence regarding the effect of annual accounting earnings announcements on investors' trading behaviour in the Korean Stock Market.