We identify some of the factors affecting the extent of commonality in liquidity and differences between different stock exchanges around the world. With a comprehensive approach, our investigation centers on presenting evidence on the existence of commonality in liquidity, effect of using...

We identify some of the factors affecting the extent of commonality in liquidity and differences between different stock exchanges around the world. With a comprehensive approach, our investigation centers on presenting evidence on the existence of commonality in liquidity, effect of using...

The relationship between class attendance and academic performance continues to be of interest. The most common methods of tracking attendance, however, have their shortcomings and biases. We provide researchers with a method to collect unbiased and reliable attendance data. Late arrivals and...

Purpose – The purpose of this paper is to investigate whether all of the risk factors were priced during the internet bubble period. Design/methodology/approach – A unique hand collected dataset was used from public prospectuses for companies that issued an initial public offering during the...

This study evaluates one of the most important emerging markets, India (Bombay Stock Exchange and Indian National Exchange), for its efficiency and for its potential to offer diversification benefits to international investors. Market-wide tests include; 1) contemporaneous relationship, 2) Granger...

In this article, we describe two commands - fetchyahooquotes and fetchyahookeystats - that import historical financial data and key current finan- cial statistics from Yahoo! Finance.

Political, economic and legal risks are among the causes of market inefficiency and the consequent under-development of financial markets. To further the understanding of the factors affecting market development, this study evaluates the Athens Stock Exchange (ASE). The Greek market provides a...

fxrates is a command to import historical U.S. exchange rate data from the Federal Reserve and to calculate the daily change of the exchange rates. Because many cross-country datasets use different spellings and conventions for country names, we also introduce a second command, countrynames, to...

Is there a relationship between the performance of US equity markets and the value of the US dollar? The question is of practical and regulatory significance. Previous attempts to answer the question relied upon on the lagged-causality approach of Clive Granger and his coauthors. Given that...

The American Presidency Project (http://www.presidency.ucsb.edu) provides presidential job approval poll results. These data are available for each U.S. president since President Franklin D. Roosevelt and for all the job approval polls conducted since his presidency. In this article, we propose...