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Equity diversification in two Chinese share markets : nonparametric cointegration test

Chang, Tsangyao; Zhang, Yichun; Tzeng, Han-Wen - In: International journal of economics 11 (2017) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10011708554

International equity diversification between Taiwan and its major trading partners : nonparametric cointegration test

Chang, Tsangyao; Yu, Chin-ping - In: International journal of economics 4 (2010) 1, pp. 201-211

Persistent link: https://www.econbiz.de/10008822163

Information risk, market stress and institutional herding in financial markets : new evidence through the lens of a simulated model

Boortz, Christopher; Kremer, Stephanie; Jurkatis, Simon; … - 2014

This paper employs numerical simulations of the Park and Sabourian (2011) herd model to derive new theory-based predictions for how information risk and market stress influence aggregate herding intensity. We test these predictions empirically using a comprehensive data set of highfrequency and...

Persistent link: https://www.econbiz.de/10010356865

Dynamics of mutual funds in relation to stock market : a vector autoregressive causality analysis

Hossain, Shahadat Md.; Munibur Rahman, A. B. M.; Rajib, … - In: International journal of economics and financial issues … 3 (2013) 1, pp. 191-201

Persistent link: https://www.econbiz.de/10009691642

International equity diversification between Taiwan and its major trading partners : nonparametric cointegration test

Chang, Tsangyao; Yu, Chin-Ping - In: Economics & finance notes 6 (2017) 1, pp. 103-113

Persistent link: https://www.econbiz.de/10011773670

Private information, investor sentiment, and IPO pricing : which institutional investors are better informed?

Funaoka, Kenta; Nishimura, Yusaku - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 8, pp. 1722-1736

Persistent link: https://www.econbiz.de/10012210902

Measuring investors' risk aversion in China's stock market

Bian, Timothy Yang; Wang, Tianyi; Zhou, Zipeng - In: Finance research letters 42 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10014580420

An empirical study about catering theory of dividends : the proof from Chinese stock market

Lu, Xiaoguang; Xi, Yiran; Lu, Diqian - In: Journal of industrial engineering and management : JIEM 7 (2014) 2, pp. 506-517

studies the returns from these three kinds of portfolios which is analyzed by the least significant difference method, co-integration …

Persistent link: https://www.econbiz.de/10011912313

Functional cointegration : definition and nonparametric estimation

Banerjee, Anurag Narayan; Pitarakis, Jean-Yves - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 5, pp. 507-520

Persistent link: https://www.econbiz.de/10010461196

Investigating the determinants of foreign institutional investor inflows in Indian equity market : an application of the augmented autoregressive distributed lag bounds testing approach

Kumari, Madhu; Bhattacharjee, Animesh; Debnath, Prallad; … - In: The Indian economic journal 71 (2023) 5, pp. 805-819

Persistent link: https://www.econbiz.de/10014425510