Similar Search Results

Macroeconomic variables and stock market performance : a PMG/ARDL approach for BRICS economies

Lone, Umer Mushtaq; Darzi, Mushtaq Ahmad; Ul Islam, Khalid - In: Macroeconomics and finance in emerging market economies 16 (2023) 2, pp. 300-325

Persistent link: https://www.econbiz.de/10014319836

Modelling stock market volatility using asymmetric GARCH models : evidence from BRICS stock markets

Siddiqui, Ayesha; Shamim, Mohd - In: Global business & economics review 30 (2024) 1, pp. 107-127

Persistent link: https://www.econbiz.de/10014491085

Frequency spillover effects and cross-quantile dependence between crude oil and stock markets : evidence from BRICS and G7 countries

Zhu, Huiming; Huang, Xi; Ye, Fangyu; Li, Shuang - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10014491952

Commonality in BRICS stock markets' reaction to global economic policy uncertainty : evidence from a panel GARCH model with cross sectional dependence

Mamman, Suleiman O.; Wang, Zhanqin; Iliyasu, Jamilu - In: Finance research letters 55 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014473256

Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 139-157

Persistent link: https://www.econbiz.de/10014461547

A time-varying copula approach to investigate the dependence structures of BRICS stock markets before and after Covid-19

Karadag, Tugay; Golbasi Simsek, Gulhayat - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 5, pp. 1475-1486

Persistent link: https://www.econbiz.de/10014289696

Symmetric and asymmetric volatility spillover among BRICS countries' stock markets

Joo, Bashir Ahmad; Ghulam, Younis Ahmed; Mir, Simtiha Ishaq - In: Decision : official journal of Indian Institute of … 50 (2023) 4, pp. 473-488

Persistent link: https://www.econbiz.de/10014519043

Investor reaction to information on final dividend payouts on the Warsaw Stock Exchange : an event study analysis

Szomko, Natalia - In: International journal of management and economics 45 (2015), pp. 127-146

Persistent link: https://www.econbiz.de/10011417609

Stock-market behavior on ex-dates : new insights from German stocks with tax-free dividend

Kreidl, Felix - In: International Journal of Financial Studies : open … 8 (2020) 3/58, pp. 1-21

We examine stock prices and the number of stocks traded around ex-dividend dates of German stocks with tax …-free dividend. Tax-free dividends are temporarily tax-exempt, as they reduce the initial purchasing price of a stock. With our … empirical results indicate that ex-date prices decline, on average, by the amount of the dividend. We do not find a significant …

Persistent link: https://www.econbiz.de/10012291925

A multivariate Markov chain stock model

D'Amico, Guglielmo; De Blasis, Riccardo - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 272-291

Persistent link: https://www.econbiz.de/10012262736