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Kim, Minsoo - 2020

This paper tests whether mutual funds on aggregate matter for the equilibrium stock returns due to (i) uncertain fund flows, which directly affect fund size and managers' income; and (ii) time-varying liquidity costs of assets. I find the aggregate shocks to fund flows enter the pricing kernel in...

Persistent link: https://www.econbiz.de/10012849960

Stock markets, banks and long run economics growth : a panel cointegration-based analysis

Cavenaile, Laurent; Gengenbach, Christian; Palm, Franz C. - 2013

The aim of this paper is to investigate the long run relationship between the development of banks and stock markets and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence to test the number of cointegrating vectors among these...

Persistent link: https://www.econbiz.de/10010223077

Persistent stock market returns volatility in emerging capital markets as evidenced in Tanzania

Mwidege, Asheri - In: African journal of economic and sustainable development 8 (2021) 3, pp. 230-238

Persistent link: https://www.econbiz.de/10012594260

The determinants of capital structure in emerging capital markets : evidence from Serbia

Malinić, Dejan; Denčić-Mihajlov, Ksenija; … - In: European research studies : an international … 16 (2013) 2, pp. 101-122

Persistent link: https://www.econbiz.de/10011387639

Volatility transmission between bond and stock markets : case of emerging financial markets

Saadaoui, Amir; Boujelbene, Younes - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 6, pp. 84-97

Persistent link: https://www.econbiz.de/10011508595

Volatility transmission between money and stock markets : evidence from a developing financial market

Emenike, Kalu O. - In: Journal of economic and financial sciences 9 (2016) 1, pp. 244-255

Persistent link: https://www.econbiz.de/10011537675

Impact of exchange rate on stock market

Suriani, Seri; Kumar, M. Dileep; Jamil, Farhan; Saqib Muneer - In: International journal of economics and financial issues … 5 (2015) 1, pp. 385-388

Persistent link: https://www.econbiz.de/10011691201

Uusing the symmetric models garch (1.1) and garch-m (1.1) to investigate volatility and persistence for the european and us financial markets

Duță, Violeta - In: Financial studies 22 (2018) 1, pp. 64-86

In this paper, we used the GARCH (1,1) and GARCH-M (1,1) models to investigate volatility and persistence at daily … persistence of volatility, meaning that the conditional volatility tends to revert faster to the long-term mean than the other … statistically significant and positive (thus confirming the hypothesis that an increase in volatility leads an increase in future …

Persistent link: https://www.econbiz.de/10011964941

Volatility transmission between the Japanese stock market and the Western stock market indices : time & frequency domain connectedness analysis with high-frequency data

Akdoğu, Serpil Kahraman; Keser, Merve - In: Applied economics 54 (2022) 6, pp. 670-684

Persistent link: https://www.econbiz.de/10012874238

Do lower foreign flows and higher domestic flows reduce indian equity market volatility?

Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: Vision : the journal of business perspective 26 (2022) 4, pp. 461-470

Persistent link: https://www.econbiz.de/10014229671