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Common predictable components in regional stock markets
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 35-42
Persistent link: https://www.econbiz.de/10001214318
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An empirical analysis of risk and return in world stock markets
Malhotra, Davinder Kumar - In: Journal of global business : JGB ; journal of the … 7 (1996) 13, pp. 7-17
Persistent link: https://www.econbiz.de/10001220704
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Anomalies de marché, indicateurs macro-économiques et rendement des titres des marchés émergents d'Asie
Guay, Richard - In: L' Actualité économique : revue trimest. 71 (1995) 4, pp. 421-454
Persistent link: https://www.econbiz.de/10001196779
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Asset Growth and Stock Returns : Evidence from Asian Financial Markets
Yao, Tong - 2010
This study examines the effect of corporate asset growth on stock returns using data on nine equity markets in Asia …
Persistent link: https://www.econbiz.de/10013137725
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Anatomy of the Small-Cap Anomaly : Mapping Valuation Differences Potentially Responsible for the Small Cap Anomaly in Developed European and Asian Stock Markets
Houtzager, Marcel P. - 2010
markets in Europe and Asia across the market cap spectrum. While CAPM would lead one to expect a gradual decline in valuations …
Persistent link: https://www.econbiz.de/10013139219
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Seasonality Effect Anomalies in Emerging Stock Markets : Evidence from Asia and Africa
Youssef, Abdelmoneim - 2012
emerging stock markets from Africa and Asia. In addition, the paper will try to report an explanation for this phenomenon in …
Persistent link: https://www.econbiz.de/10013105999
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A Comparison of the Efficacy of Liquidity, Momentum, Size and Book-to-Market Value Factors in Equity Pricing on a Heterogeneous Sample : Evidence from Asia
Hearn, Bruce Allen - 2016
further differentiation undertaken between sub samples formed for Japan only and Asia excluding Japan for period January 2000 …
Persistent link: https://www.econbiz.de/10013000951
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Return and Volatility Spillovers Among Asian Stock Markets
Joshi, Prashant - 2019
The study examines the return and volatility spillover among Asian stock markets in India, Hong Kong, Japan, China, Jakarta, and Korea using a six-variable asymmetric generalized autoregressive conditional heteroscedasticity–Baba, Engle, Kraft, and Kroner (GARCH-BEKK) model during February 2,...
Persistent link: https://www.econbiz.de/10012890259
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Capital Flows and the Behavior of Emerging Market Equity Returns
Bekaert, Geert - 2010
returns, lower asset concentration, lower inflation, larger market size relative to GDP, more trade, and slightly higher per …
Persistent link: https://www.econbiz.de/10012763588
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The Effect of WHO COVID-19 Announcement on Asian Stock Markets Returns : An Event Study Analysis
AlAli, Musaed Sulaiman - 2020
This study aims to examine the effect of World Health Organization (WHO) declaring COVID-19 as a global pandemic on the stock market returns of the five largest Asian stock markets using event study analysis. Results obtained from this research shows that the WHO announcement had a significant...
Persistent link: https://www.econbiz.de/10012825840