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Time-varying spillover effects on sectoral equity returns

Balli, Hatice Ozer; Balli, Faruk; Jean-Louis, Rosmy - In: International review of finance 13 (2013) 1, pp. 67-91

Persistent link: https://www.econbiz.de/10009726485

Oil price and stock market synchronization in Gulf Cooperation Council countries

Jean-Louis, Rosmy; Balli, Faruk - In: Emerging markets finance & trade : a journal of the … 50 (2014) 1, pp. 22-51

Persistent link: https://www.econbiz.de/10010402603

How do stock prices respond to fundamental shocks in the case of the United States? : evidence from NASDAQ and DJIA

Jean-Louis, Rosmy; Eldomiaty, Tarek Ibrahim - In: The quarterly review of economics and finance : journal … 50 (2010) 3, pp. 310-322

Persistent link: https://www.econbiz.de/10009247707

Title : How Do Stock Prices Respond to Fundamental Shocks in the Case of the United States? Evidence from NASDAQ and DJIA

Jean Louis, Rosmy - 2010

In this paper, we use both the Dow Jones and NASDAQ indices to test the robustness of inswanger's (2004c) finding that US stock market dynamics are governed mostly by nonfundamental shocks or speculative bubbles after the 1982 debt crisis. We estimate a total of 72 SVAR models and 36 SVECM...

Persistent link: https://www.econbiz.de/10013144825

Market reaction to macroeconomic anouncements : green vs conventional bonds

Contractor, Danny; Balli, Faruk; Hoxha, Indrit - In: Applied economics 55 (2023) 15, pp. 1637-1662

Persistent link: https://www.econbiz.de/10013554962

Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds

Nguyen Thi Thu Ha; Naeem, Muhammad Abubakr; Balli, Faruk; … - In: Finance research letters 40 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012819828

The effect of macroeconomic announcements at a sectoral level in the US and European Union

Anderson, Hamish D.; Balli, Faruk; Godber, Cara - In: Research in international business and finance 44 (2018), pp. 256-272

Persistent link: https://www.econbiz.de/10011983044

Extreme connectedness of agri-commodities with stock markets and its determinants

Syed Mabruk Billah; Balli, Faruk; Hoxha, Indrit - In: Global finance journal 56 (2023), pp. 1-38

Persistent link: https://www.econbiz.de/10014478854

Corporate dividend smoothing : the role of cross-listing

Balli, Faruk; Agyemang, Abraham; Gregory-Allen, Russell B. - In: The journal of corporate finance : contracting, … 72 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013209815

Why do U.S. uncertainties drive stock market spillovers? : international evidence

Balli, Faruk; Hasan, Mudassar; Balli, Hatice Ozer; … - In: International review of economics & finance : IREF 76 (2021), pp. 288-301

Persistent link: https://www.econbiz.de/10013175813