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Persistent link: https://www.econbiz.de/10001219239

The relative influence of the East and the West on Middle Eastern emerging stock markets : an empirical investigation

Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 20 (2010) 4/6, pp. 407-415

This article examines the relative influence of the US, UK and Japan on Middle Eastern Emerging Markets (MEEMs). The empirical results, from maximum likelihood regressions, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models and Vector Autoregression (VAR) estimates, provide...

Persistent link: https://www.econbiz.de/10003963313

Volatility forecasting in emerging markets with application of stochastic volatility model

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Persistent link: https://www.econbiz.de/10009153213

Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea

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Persistent link: https://www.econbiz.de/10010401960

Market integration and extreme co-movements in APEC emerging equity markets

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Persistent link: https://www.econbiz.de/10003739002

Forecasting volatility using range data : analysis for emerging equity markets in Latin America

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Financial analysts' stock recommendation revisions and stock price changes

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Persistent link: https://www.econbiz.de/10003739106

An analysis of persistence in analyst's relative forecast accuracy

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Booms and busts in China's stock market : estimates based on fundamentals

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Extrem equity valuation ratios and stock market investments

Reschreiter, Andreas - In: Applied financial economics 19 (2009) 4/6, pp. 433-438

Persistent link: https://www.econbiz.de/10003828799