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National cultures and the asset growth effect

Chou, Robin K.; Ko, Kuan-Cheng; Rhee, S. Ghon - In: Journal of derivatives and quantitative studies 31 (2023) 4, pp. 278-308

overinvestment hypothesis in explaining the asset growth anomaly around the world. …

Persistent link: https://www.econbiz.de/10014429292

International commodity market and stock volatility predictability : evidence from G7 countries

Wang, Jiashun; Wang, Jiqian; Ma, Feng - In: International review of economics & finance : IREF 90 (2024), pp. 62-71

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Forecasting international equity market volatility : a new approach

Liang, Chao; Li, Yan; Ma, Feng; Zhang, Yaojie - In: Journal of forecasting 41 (2022) 7, pp. 1433-1457

Persistent link: https://www.econbiz.de/10013465704

Oil price uncertainty shocks and global equity markets : evidence from a GVAR model

Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-26

This paper examines the propagation of oil price uncertainty shocks to real equity prices using a large-scale Global Vector Autoregressive (GVAR) model of 26 advanced and emerging stock markets. The GVAR framework allows us to capture the transmission of local and global shocks, while...

Persistent link: https://www.econbiz.de/10013380496

Does culture play a role in the stock market's response to uncertainty?

Xu, Jingjing - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2530-2548

Persistent link: https://www.econbiz.de/10013184905

On the relationship between economic policy uncertainty, geopolitical risk and stock market returns in South Korea : a quantile causality analysis

Adebayo, Tomiwa Sunday; Akadiri, Seyi; Rjoub, Husam - In: Annals of financial economics 17 (2022) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10013189195

Time-frequency nexus between COVID-19, economic policy uncertainty and China's stock market during the COVID-19 period

Ngo Thai Hung - In: Journal of Chinese economic and business studies 22 (2024) 1, pp. 61-85

Persistent link: https://www.econbiz.de/10014513801

Time-varying impacts of oil price shocks on China’s stock market under economic policy uncertainty

Liu, Zhenhua; Zhu, Tingting; Duan, Zhaoping; Xuan, Shanqi; … - In: Applied economics 55 (2023) 9, pp. 963-989

Persistent link: https://www.econbiz.de/10013498965

Impact of economic policy uncertainty on Indian stock market returns : evidence from large-cap, mid-cap and small-cap stocks

Faniband, Muhammadriyaj Munna; Jadhav, Pravin - In: International Journal of Financial Markets and … 9 (2023) 4, pp. 250-266

Persistent link: https://www.econbiz.de/10015064450

The role of national culture in stock volatility : evidence from international stock markets

Baig, Wajeeha; Rao, Zia-ur-Rehman; Fatima, Mahnoor; … - In: Global business & economics review 31 (2024) 1, pp. 44-61

Persistent link: https://www.econbiz.de/10015060891