This paper proposes an ideal specification for studying joint dynamics of emerging stock and foreign exchange markets, and applies it on European emerging markets where this interaction is of particular significance due to large external deficits. Results show that global developed and emerging...

This study presents a evidence for neglected stock effect anomaly in İstanbul Stock Exchange (ISE). In this study volume and firm size are used for neglected stock effect criteria. In ISE there is no neglected stock effect according to volume and firm size

In recent years, extraordinary developments such as global epidemics, war and other humanitarian crises that the world has experienced have caused some recessions and difficulties in logistics and supply chains as well as in all sectors. While the world is making calculations of returning to its...

This paper provides the first study of foreign investors' trading in a sizeable European emerging stock market, using a combination of daily and monthly complete data collected at the destination. It also introduces the structural conditional correlation (SCC) methodology to identify the...