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Persistent link: https://www.econbiz.de/10012665099

Stock market response to elections : an event study method

Chavali, Kavita; Alam, Mohammad; Rosario, Shireen - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 5, pp. 9-18

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Firm fundamentals and stock prices in emerging Asian stock markets : some panel data evidence

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To what extent are stock returns driven by mean and volatility spillover effects? : evidence from eight European stock markets

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Dynamic stock return-volume relation : evidence from emerging Asian markets

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Return and volatility spillovers among CIVETS stock markets

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Asymmetry in Volatility : A Comparison of Developed and Transition Stock Markets

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ARCH modelling framework of Engle (1982) and its GARCH generalization of Bollerslev (1986) gave a huge impetus to econometric model building in the field of financial time series with time-varying variance. The main idea of the models was to describe the most typical features of capital markets...

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Predicting the performance of equity anomalies in frontier emerging markets : a Markov switching model approach

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Sustainable investing based on momentum strategies in emerging stock markets : a case study for Bombay Stock Exchange (BSE) of India

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Information transmission between mature and emerging equity markets during normal and crisis periods : an empirical examination

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