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Stock market overreaction : some evidence from the Colombo Stock Exchange

Gunasekarage, Abeyratna; Power, David M. - In: Journal of emerging markets 10 (2005) 1, pp. 5-17

Persistent link: https://www.econbiz.de/10003077040

Return and volatility spillovers from developed to emerging capital markets: the case of South Asia

Wang, Yun; Gunasekarage, Abeyratna; Power, David M. - In: Asia Pacific financial markets in comparative …, (pp. 139-166). 2005

Persistent link: https://www.econbiz.de/10003282332

Causal and dynamic relationships among stock returns, return volatility and trading volume : evidence from emerging markets in South-East Asia

Pisedtasalasai, Anirut; Gunasekarage, Abeyratna - In: Asia-Pacific financial markets 14 (2007) 4, pp. 277-297

Persistent link: https://www.econbiz.de/10003757788

Return and Volatility Spillovers from Developed to Emerging Capital Markets: The Case of South Asia

Wang, Yun; Gunasekarage, Abeyratna; Power, David M. - In: Asia pacific financial markets in comparative …, (pp. 139-166). 2005

This study examines return and volatility spillovers from the US and Japanese stock markets to three South Asian capital markets – (i) the Bombay Stock Exchange, (ii) the Karachi Stock Exchange and (iii) the Colombo Stock Exchange. We construct a univariate EGARCH spillover model that allows...

Persistent link: https://www.econbiz.de/10015386088

Evidence on the nature and extent of the relationship between oil prices and equity values in the UK

El-Sharif, Idris; Brown, Dick; Burton, Bruce G.; Nixon, Bill - In: Energy economics 27 (2005) 6, pp. 819-830

Persistent link: https://www.econbiz.de/10003224424