The paper examines the long-run relationship between banking sector development, stock market development and economic growth in 26 ASEAN regional forum (ARF) countries for the period 1961-2012. Using principal component analysis for the construction of development indices and panel vector...

Modeling and forecasting the volatility of stock markets has been one of the major topics in financial econometrics in recent years. Based on the daily closing value of 23 years data, an average of 5,605 observations, for both Sensex and Shanghai Stock Exchange Composite Index, this paper makes...

This study investigates the influence of the US financial crisis on the relationship between ownership holdings and stock performance by assessing asymmetries in the effects of insider and institutional ownership before, during and after the US financial crisis. This study considers NIFTY...