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The effect of announcement as the host of XVIII Asian Games on the Indonesian stock market

Andreas; Gumanti, Tatang Ary; Nurjannah, Uliya; … - In: Investment management and financial innovations 17 (2020) 1, pp. 109-118

Persistent link: https://www.econbiz.de/10012300460

Fractal structure of the stock markets of leading asian countries

Günay, Samet - In: Journal of East Asian economic integration 18 (2014) 4, pp. 367-394

In this study, we examined the fractal structure of the Nikkei225, HangSeng, Shanghai Stock Exchange and Straits Times Index of Singapore. Empirical analysis was performed via non-parametric, semi-parametric long memory tests and also fractal dimension calculations. In order to avoid spurious...

Persistent link: https://www.econbiz.de/10011568388

Regime-dependent herding behavior in Asian and Latin American stock markets

Humayun Kabir, M.; Shakur, Shamim - In: Pacific-Basin finance journal 47 (2018), pp. 60-78

Persistent link: https://www.econbiz.de/10012028007

An investigation of return and volatility linkages among stock markets : a study of emerging Asian and selected developed countries

Bhowmik, Roni; Wang, Shouyang - In: Journal of international trade & commerce 14 (2018) 4, pp. 1-29

Persistent link: https://www.econbiz.de/10011948776

Volatility spillovers and linkages in Asian stock markets

Chow, Hwee-kwan - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2770-2781

Persistent link: https://www.econbiz.de/10011833383

The profitability of technical trading rules : empirical application on Asian stock markets

Anghel, Andrei; Kampe, Cristina - In: Information efficiency and anomalies in Asian equity …, (pp. 158-169). 2017

Persistent link: https://www.econbiz.de/10011928448

A comparative analysis on international portfolio flows to Asian stock markets with a nonlinear perspective

Koy, Ayben - In: Perspectives, trends, and applications in corporate …, (pp. 108-128). 2018

Persistent link: https://www.econbiz.de/10011876902

Impact of Muslim Holy Days on Asian stock markets : an empirical evidence

Ali, Irfan; Akhter, Waheed; Ashraf, Namrah - In: Cogent economics & finance 5 (2017) 1, pp. 1-10

This study investigated the impact of Muslim Holy Days on daily stock returns of Asian financial markets for a period of 2001–2014. These markets include Pakistan, Bahrain, Saudi Arabia, and Turkey. The study has tried to isolate the effect of Gregorian calendar anomalies from Muslim Holy Days...

Persistent link: https://www.econbiz.de/10011877678

The quantile dependence between global crude oil price and stock markets in emerging Asia : evidence from major oil consuming nations

Mishra, Shekhar; Debasish, Sathya Swaroop - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 3, pp. 309-331

Persistent link: https://www.econbiz.de/10012135603

Empirical analysis of intertemporal relations between downside risks and expected returns : evidence from Asian markets

Chiang, Thomas C. - In: Research in international business and finance 47 (2019), pp. 264-278

Persistent link: https://www.econbiz.de/10012135733