Similar Search Results - EconBiz

Are Asian exchanges outliers? : a market quality criterion

Chakravarty, Ranjan R.; Pani, Sudhanshu - In: Investment management and financial innovations 18 (2021) 2, pp. 64-78

Persistent link: https://www.econbiz.de/10012698120

Foreign exchange market pressure and stock market dynamics in emerging Asia

Aftab, Muhammad; Ali, Abid; Hegerty, Scott W. - In: International economics and economic policy 18 (2021) 4, pp. 699-719

Persistent link: https://www.econbiz.de/10012665363

Is there a Friday the 13th effect in ermerging Asian stock markets?

Auer, Benjamin R.; Rottmann, Horst - 2013

In this article, we revisit the Friday the 13th effect discussed by Kolb and Rodriguez (1987) that has received increased interest in recent research. Using a dummy-augmented GARCH model, we investigate whether the occurrence of this superstitious calendar day has significant impact on the...

Persistent link: https://www.econbiz.de/10010188011

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

Rahman, M. Arifur; Hassan, M. Kabir - In: Review of quantitative finance and accounting 41 (2013) 3, pp. 463-487

Persistent link: https://www.econbiz.de/10010188245

Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets

Li, Yanan; Giles, David E. A. - 2013

Persistent link: https://www.econbiz.de/10010189084

The impact of foreign ownership on stock volatility in Indonesia

Wang, Jian-xin - In: Asia-Pacific journal of financial studies 42 (2013) 3, pp. 493-509

Persistent link: https://www.econbiz.de/10010189460

Is there a friday the 13th effect in emerging Asian stock markets?

Auer, Benjamin R.; Rottmann, Horst - 2013

In this article, we revisit the Friday the 13th effect discussed by Kolb and Rodriguez (1987) that has received increased interest in recent research. Using a dummy-augmented GARCH model, we investigate whether the occurrence of this superstitious calendar day has significant impact on the...

Persistent link: https://www.econbiz.de/10010189834

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

Lin, Hsin-yi - In: Bulletin of economic research 65 (2013) 2, pp. 178-193

Persistent link: https://www.econbiz.de/10009738837

International portfolio strategies and opportunities : the case of the US, Japan and Asia

Narayan, Seema; Ur Rehman, Mobeen - In: Finance research letters 37 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012484882

Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? : a quantile regression approach

Kannadhasan, M.; Das, Debojyoti - In: Finance research letters 34 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012438209

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