Similar Search Results

Strategies on Initial Public Offering of Company Equity at Stock Exchanges in Imperfect Highly Volatile Global Capital Markets with Induced Nonlinearities

Ledenyov, Dimitri - 2015

This research considers the strategies on the initial public offering of company equity at the stock exchanges in the imperfect highly volatile global capital markets with the nonlinearities. We provide the IPO definition and compare the initial listing requirements on the various markets. We...

Persistent link: https://www.econbiz.de/10013026463

Competition among high-frequency traders, and market quality

Breckenfelder, Johannes - 2019

speculative trading increases. As a result, market liquidity deteriorates and short-term volatility rises. Our findings hold for a …

Persistent link: https://www.econbiz.de/10012016546

Asymmetric Volatility in Nepalese Stock Market

Gajurel, Dinesh - 2020

This paper investigates the asymmetric volatility behavior of Nepalese stock market including the spillover effects … from the US and Indian equity markets. We model asymmetric volatility within generalized autoregressive conditional … heteroscedasticity framework using a comprehensive data for Nepal stock market index. The results reveal a very different asymmetry …

Persistent link: https://www.econbiz.de/10014352216

Return and volatility spillovers between Nigeria and selected stock markets : evidence from a diagonal BEKK-AMGARCH model

Karimo, Tari Moses; Ochoche, Abraham; Atoi, Ngozi Victor - In: West African journal of monetary and economic integration 22 (2022) 2, pp. 1-23

The study examines returns spillover, shock, and volatility transmission between Nigeria and selected global stock … benefit from diversification into Nigeria and Japan markets. Except for China and Hong Kong, volatility is relatively more …

Persistent link: https://www.econbiz.de/10014516032

Stock Market Liberalization and Price Discovery : Evidence from the Shanghai-Hong Kong Stock Connect

Sohn, Sungbin - 2016

Persistent link: https://www.econbiz.de/10012981416

The twilight zone : OTC regulatory regimes and market quality

Brüggemann, Ulf; Kaul, Aditya; Leuz, Christian; … - 2013 - Rev.

We analyze a comprehensive sample of more than 10,000 U.S. OTC stocks. We first show that the OTC market is a large, diverse, and dynamic trading environment with a rich set of regulatory and disclosure regimes, comprising venue rules and state laws beyond SEC regulation. We then exploit this...

Persistent link: https://www.econbiz.de/10009782418

The Twilight Zone : OTC Regulatory Regimes and Market Quality

Brüggemann, Ulf - 2018

Studying a comprehensive sample of stocks from the U.S. OTC market, we show that this market is a large and diverse trading environment with a rich set of regulatory and disclosure regimes, comprising venue rules and state laws beyond SEC regulation. We exploit this institutional richness to...

Persistent link: https://www.econbiz.de/10012927131

"Shooting the messenger?" : the impact of short sale bans in times of crisis

Appel, Ian; Fohlin, Caroline - 2011

United States. Furthermore, we find that bans on covered short sales generally succeeded in lowering volatility. Banning … (temporarily) stemming liquidity loss during crises. -- short selling ban ; liquidity ; volatility …

Persistent link: https://www.econbiz.de/10008806365

Do Short Selling Restrictions Destabilize Stock Returns? Lessons from Taiwan

Bohl, Martin T. - 2011

Taiwan provides an interesting case study of the impact of short selling bans on stock returns volatility in a time series … volatility. The only qualifier is that the impact of short sale bans is a feature of the expansionary phase of business cycles …

Persistent link: https://www.econbiz.de/10013125910

Do Short Selling Restrictions Destabilize Stock Markets? Lessons from Taiwan

Bohl, Martin T. - 2011

Persistent link: https://www.econbiz.de/10013126007