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An investigation of return and volatility linkages among stock markets : a study of emerging Asian and selected developed countries

Bhowmik, Roni; Wang, Shouyang - In: Journal of international trade & commerce 14 (2018) 4, pp. 1-29

Persistent link: https://www.econbiz.de/10011948776

Estimating Turkish stock market returns with APT model : cointegration and vector error correction

Alp, Ozge Sezgin; Gökgöz, Fazıl; Küçükkocaoğlu, … - In: Economic review : journal of economics & business 14 (2016) 1, pp. 7-19

Multifactor financial models are of great importance in analyzing practical asset prices. As an alternative to CAPM, Arbitrage Pricing Theory (APT), developed by Ross (1976), describes the expected returns on any financial asset with respect to macroeconomic factors. There are limited researches...

Persistent link: https://www.econbiz.de/10012012458

The effect of US stock market uncertainty on emerging market returns

Sarwar, Ghulam; Khan, Walayet - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1796-1811

Persistent link: https://www.econbiz.de/10011824764

Do extreme returns matter in emerging markets? : evidence from the Chinese stock market

Nartea, Gilbert V.; Kong, Dongmin; Wu, Ji - In: Journal of banking & finance 76 (2017), pp. 189-197

Persistent link: https://www.econbiz.de/10011814322

Momentum in stock returns : evidence from an emerging stock market

Khan, Mostafa Saidur Rahim; Rabbani, Naheed - In: Macroeconomics and finance in emerging market economies 10 (2017) 1/3, pp. 191-204

Persistent link: https://www.econbiz.de/10011904817

Rational-irrational investor sentiments and emerging stock market returns : a comparison from Turkey

Bayram, Sidika Gulfem - In: Journal of emerging market finance 16 (2017) 3, pp. 219-245

Persistent link: https://www.econbiz.de/10011925269

(Ab)normal returns in an emerging stock market : international investor perspective

Roszkowska, Paulina; Langer, Lukasz K. - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 12, pp. 2809-2833

Persistent link: https://www.econbiz.de/10012211039

The January barometer in emerging markets : new evidence from the Gulf Cooperation Council stock exchanges

Siriopoulos, Costas; Youssef, Layal - In: Investment management and financial innovations 16 (2019) 4, pp. 61-71

Persistent link: https://www.econbiz.de/10012177631

Stock market reaction to terrorist attacks and political uncertainty : empirical evidence from the Tunisian stock exchange

Ben Moussa, Fatma; Talbi, Mariem - In: International journal of economics and financial issues … 9 (2019) 3, pp. 48-64

Persistent link: https://www.econbiz.de/10012149495

An empirical examination of the dissemination of equity price innovations between the emerging markets of Nordic-Baltic states and major advanced markets

Ajayi, Richard A.; Mehdian, Seyed M.; Stoica, Ovidiu - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 642-660

Persistent link: https://www.econbiz.de/10012123345