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An analysis of firm and market volatility
Sharma, Susan Sunila; Narayan, Paresh Kumar; Zheng, Xinwei - In: Economic systems 38 (2014) 2, pp. 205-220
Persistent link: https://www.econbiz.de/10010459726
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An Analysis of Firm and Market Volatility
Narayan, Paresh Kumar - 2012
In this paper, using time series data for the period 2 January to1998 to 31 December 2008, for 560 firms listed on the NYSE, we examine whether firm volatility is related to market volatility. The main contribution of this paper is that we develop the analytical framework motivating the...
Persistent link: https://www.econbiz.de/10013107774
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Gold and oil futures markets : are markets efficient?
Narayan, Paresh Kumar; Narayan, Seema; Zheng, Xinwei - 2010
Persistent link: https://www.econbiz.de/10008665179
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Some hypotheses on commonality in liquidity : new evidence from the Chinese stock market
Narayan, Paresh Kumar; Zhang, Zhichao; Zheng, Xinwei - 2010
Persistent link: https://www.econbiz.de/10008665200
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Asymmetric information and market collapse
Narayan, Paresh Kumar; Zheng, Xinwei - 2010
Persistent link: https://www.econbiz.de/10008665203
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The relationship between liquidity and returns on the Chinese stock market
Narayan, Paresh Kumar; Zheng, Xinwei - In: Journal of Asian economics 22 (2011) 3, pp. 259-266
Persistent link: https://www.econbiz.de/10009244045
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An analysis of inflation and stock returns for the UK
Li, Lifang; Narayan, Paresh Kumar; Zheng, Xinwei - In: Journal of international financial markets, … 20 (2010) 5, pp. 519-532
Persistent link: https://www.econbiz.de/10009247747
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Some hypotheses on commonality in liquidity : new evidence from the Chinese stock market
Narayan, Paresh Kumar; Zhang, Zhichao; Zheng, Xinwei - In: Emerging markets finance & trade : a journal of the … 51 (2015) 5, pp. 915-944
Persistent link: https://www.econbiz.de/10011561139
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Testing for stock return predictability in a large Chinese panel
Westerlund, Joakim; Narayan, Paresh Kumar; Zheng, Xinwei - In: Emerging markets review 24 (2015), pp. 81-100
Persistent link: https://www.econbiz.de/10011538541
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Asymmetric information and market decline : evidence from the Chinese market
Narayan, Paresh Kumar; Zheng, Xinwei - In: Review of Pacific Basin financial markets and policies 15 (2012) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10009671276