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Which component of air quality index drives stock price volatility in China : a decomposition-based forecasting method

Yu, Jize; Zhang, Li; Peng, Lijuan; Wu, Rui - In: Finance research letters 51 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014286581

FII Flow and Indian Stock Market : A Causal Study

Singh, Saurabh - 2014

In the age of global capitalism, substantial amounts of capital are flowing from developed economies to emerging economies like India. An important feature of the development of Indian stock market has been the escalating participation of Foreign Institutional Investors (FIIs) in the last 15...

Persistent link: https://www.econbiz.de/10013055993

The effects of exchange-rate exposures on equity asset markets

Jumah, Adusei; Kunst, Robert M. - 2001

examines how well exchange rate volatility explains movements in stock market returns. The model-based predictions are …

Persistent link: https://www.econbiz.de/10009724429

A Critical Evaluation of Volatility in Indian Currency Market

Singh, Saurabh - 2016

The paper is aimed at examining the impact of introduction of currency derivatives on exchange rate volatility of Euro … the impact on underlying volatility GARCH (1,1) model has been employed. The results indicate that the introduction of … currency futures has not been successful in reducing the volatility of the foreign exchange market in India …

Persistent link: https://www.econbiz.de/10012990027

Stock Markets, Banks and Economic Growth : Some Evidence on the Role of Stock Price Informativeness

Cheng, Fang Chin - 2011

This paper extends the economic growth model tested by Levine and Zervos (1998) by including a measure for capital allocation efficiency proxied by stock price informativeness. Using a sample of 59 countries, this study finds that stock price informativeness as measured by firm-specific return...

Persistent link: https://www.econbiz.de/10013121128

Stock Price Informativeness, Analyst Coverage and Economic Growth : Evidence from Emerging Markets

Cheng, Fang Chin - 2013

This paper extends the output growth model tested by Levine and Zervos (1998) by including a channel for capital allocation efficiency proxied by stock price informativeness. Using a sample of 59 countries, this study finds that stock price informativeness as measured by firm-specific return...

Persistent link: https://www.econbiz.de/10013088911

Stock Price Informativeness, Analyst Coverage and Economic Growth : Evidence from Emerging Markets

Cheng, Fang Chin - 2013

Persistent link: https://www.econbiz.de/10013090426

Are Volatility Expectations in Different Countries Interdependent? A Data-Driven Solution to Structural VAR Identification for Implied Equity Volatility Indices

de Silva, Timothy - 2018

Over the past couple of decades, the number of volatility indices has increased rapidly. These indices seek to … represent the market's expectation of realized volatility over the coming month, based on the prices of options traded on each … underlying equity index. Although the dynamics of realized volatility spillover have been studied extensively, very few studies …

Persistent link: https://www.econbiz.de/10012930554

Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets

Ardliansyah, Rifqi - 2014

The paper empirically analyzes stock market integration and the benefit possibilities of international portfolio diversification across the Southeast Asia (ASEAN) and U.S. equity markets. It employs daily sample of 6 ASEAN equity market indices and S&P 500 index as a proxy of U.S. market index...

Persistent link: https://www.econbiz.de/10013065264

Stock market's reactions to revelation of tax evasion : an empirical assessment

Brunhart, Andreas - 2012 - update

Additionally to the financial crisis causing a world recession, Liechtenstein’s financial sector has been challenged by the so-called "Zumwinkel-Affair" when a whistle-blower sold data of hundreds of tax evaders to international tax authorities. This paper investigates the impact of this...

Persistent link: https://www.econbiz.de/10010128449