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

Presidential elections and stock market outcomes : an event-study on the effect of Turkey's Presidential Elections on Borsa Istanbul

Bash, Ahmad; Al-Awadhi, Abdullah M. - In: Cogent economics & finance 11 (2023) 2, pp. 1-11

This paper uses the event-study methodology to investigate the effect of the Presidential Turkish elections in 2023 on Borsa Istanbul returns. The data used in this study cover the period from 13 June 2022, through 7 June 2023. We employ a market model to study the effect of two election rounds...

Persistent link: https://www.econbiz.de/10014501249

The Effect of Foreign Stock Index and Macroeconomic to Composite Index in Indonesian Stock Exchange

Pasaribu, Rowland Bismark - 2017

This study aimed to get empirical evidence global stock indices: Dow Jones Industrial Average, Shanghai Stock Exchange Composite, Strait Times Index, and macroeconomic variable: inflation, BI Rate, world oil prices, exchange rate IDR/USD toward the JCI. This research was conducted by examine the...

Persistent link: https://www.econbiz.de/10012943076

Trading Day Effect to Stock Market, Foreign Exchange, and Foreign Stock Exchange Return

Pasaribu, Rowland Bismark - 2017

The purpose of this study is to analyze and test empirically the effect of trading day on the return rate of investment instruments in Indonesia for the period of 2005-2010. This study samples 13 actively traded stocks, 3 index data (JCI, ILQ45 and JII) on the Indonesia Stock Exchange, 3 foreign...

Persistent link: https://www.econbiz.de/10012942835

Integration of Intenarional Stock Markets : With Special Refernce to India

Chittedi, Krishna Reddy - 2011

Present study is examining the stock market integration between India and developed countries such as USA, UK, Japan, France … India for a period of 10 years (1 October 1997-1 October, 2007) out the integration between them. For this purpose, Unit …-run relationships between India and the developing counties. The study found that co integration existing between India and developed …

Persistent link: https://www.econbiz.de/10013133834

Link between Indian and Major Asian Stock Markets : An Empirical Study

Singh, Gurmeet - 2016

The study investigates the relationship between the NIFTY index returns of National Stock Exchange of India with the … of NIFTY index of India have co-integrated with the eight major stock exchanges of Asia. The result of VECM shows that …

Persistent link: https://www.econbiz.de/10012988494

Dynamic connectedness and volatility spillover effects of Indian stock market with international stock markets : an empirical investigation using DCC GARCH

Sainath, A. R.; Gnanendra, M.; Mohanasundaram, T.; … - In: Scientific papers of the University of Pardubice 31 (2023) 1, pp. 1-10

and investors in emerging economies such as India. Overall, this study provides valuable insights into the nature and …

Persistent link: https://www.econbiz.de/10014442259

Stock Market Integration between Malaysia and its Major Trading Partners (1994-2002)

Abd Karim, Mohd Zaini; Gee, Chan Sok - 2008

The issue of interdependence between international asset pricing had become an important topic in modern finance literature. It had received tremendous attention due to the increasing role of globalisation of market place. This is because globalisation had reduced the barriers to capital...

Persistent link: https://www.econbiz.de/10014215337

Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges

Brannas, Kurt - 2009

The paper suggests a nonlinear and multivariate time series model framework that enables the study of simultaneity in returns and in volatilities, as well as asymmetric effects arising from shocks. Using daily data 2000-2006 for the Baltic state stock exchanges and that of Moscow we find...

Persistent link: https://www.econbiz.de/10013155485

Stock Market Volatility in Zimbabwe Stock Exchange during Pandemic Period

Bonga, Wellington Garikai; Chimwai, Ledwin; Siyakiya, … - 2022

Volatility is essential to consider uncertainty surrounding investments in financial assets. For this reason, financial industry regulators, mutual fund managers, individual and institutional investors, and policymakers are concerned about volatility. Against this background, this paper...

Persistent link: https://www.econbiz.de/10013492334