Search Results - subject_exact:"Aktienmarkt"

Global uncertainty and green transition : dynamics analysis of stock market volatility

Suriani, Suriani; Sartiyah, Sartiyah; Jamal, Abd; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620658

Examining the volatility spillover between the fear index and the magnificent seven technology stocks

Koycu, Erol; Nur, Tugba - 2026

This study investigates the volatility spillover dynamics between the VIX fear index and the Magnificent Seven technology stocks - namely Microsoft, Apple, Nvidia, Amazon, Alphabet, Meta Platforms, and Tesla - over the period of June 2012 to March 2024. To achieve this objective, the variance...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620965

From proximity to correlation : how different measures of distance shape U.S. emerging market stock market co-movements

Bonga-Bonga, Lumengo; Ncube, Lavie - 2026

This paper extends the gravity model to financial markets by examining how distance and bilateral linkages influence stock market correlations between the United States and selected emerging economies. To this end, the Poisson Pseudo Maximum Likelihood (PPML) estimator is used to account for...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625849

Empirical analysis of the dogs of the dow trading strategy: Polish evidence

Ziarko-Siwek, Urszula - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015634204

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Empirical analysis of the dogs of the dow trading strategy : Polish evidence

Ziarko-Siwek, Urszula - 2026

Article

Volatility spillover effects in founding members of BRICS stock markets : a DCC-GARCH perspective

Agrawal, Pravin Kumar; Syed, Aamir Aijaz; Bhatt, Alka Singh - 2026

This study explores how the volatility spillover mechanism and dynamic dependence among the founding BRICS equity markets, namely IBOVESPA, MICEX, Nifty 50, SSE, and JSE, have evolved over time using a multivariate DCC-GARCH model. The analysis is conducted across three distinct regimes: the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015626064

Stock market development and economic growth nexus : evidence from the fragile five countries

Helhel, Yeşim - 2026

In emerging markets, stock markets play a crucial role in supporting long-term growth. This study explores the causal relationship between stock market development and economic growth in the Fragile Five countries-Brazil, India, Indonesia, South Africa, and Turkey-covering the period from 2001...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628387

Inflation shocks and equity vulnerability : regime, sign, and cross-country asymmetries in the G7

Ayadi, Ezer; Jedidia, Lotfi Ben; Mbarek, Noura Ben - 2026

This paper investigates the nonlinear and state-dependent relationship between inflation surprises and real equity returns across G7 economies. Using monthly data from January 1998 to May 2025, we employ nonlinear local projection models to estimate the dynamic responses of the equity market to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628396

How effective is mamba-augmented transformer for stock market price forecasting?

Shuvo, Md Shahria Sarker; Adib, Awsaf Tausif; Emon, Md … - 2026

Stock price forecasting remains challenging due to the non-linear, noisy, and non-stationary nature of financial time series. Although LSTMs and Transformer-based models have improved sequential modeling, their ability to scale efficiently to long financial sequences remains limited. Recently,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628622

Capturing short- and long-term temporal dependencies using Bahdanau-enhanced fused attention model for financial data : an explainable AI approach

Khansama, Rasmi Ranjan; Priyadarshini, Rojalina; Nanda, … - 2026

Prediction of stock closing price plays a critical role in financial planning, risk management, and informed investment decision-making. In this study, we propose a novel model that synergistically amalgamates Bidirectional GRU (BiGRU) with three complementary attention techniques-Top-k Sparse,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628752

Do podcasts move the stock market?

Laudi, Marten; Wecks, Janik Ole - 2026 - This version: April 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015632883

Asymmetric effects of oil price shocks on stock markets : a NARDL analysis for Türkiye and Kazakhstan

İmamoğlu, Özkan - 2026

This study examines the asymmetric responses of stock market indices in Türkiye and Kazakhstan to oil price shocks during the 2010-2025 period. Using the Nonlinear Autoregressive Distributed Lag (NARDL) model, the study decomposes the nonlinear effects of oil price fluctuations on financial...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015633797

A Macroeconomic Perspective on Stock Market Valuation Ratios

Atkeson, Andrew; Heathcote, Jonathan; Perri, Fabrizio - 2026

Traditional valuation metrics for the U.S. stock market based on a comparison of the aggregate market value of U.S. corporations to measures of dividends, earnings, output, and the replacement cost of measured capital have been above historical norms for the past 25-30 years. Will they return to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015593823

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A macroeconomic perspective on stock market valuation ratios

Atkeson, Andy; Heathcote, Jonathan; Perri, Fabrizio - 2026

Book / Working Paper

A macroeconomic perspective on stock market valuation ratios

Atkeson, Andrew; Heathcote, Jonathan; Perri, Fabrizio - 2026

Book / Working Paper

Stock market performance in the media : reporting big news, missing the big picture?

Ciccone, Antonio; Rusche, Felix - 2026

Despite rising stock markets in the United States and Europe from 2017 to 2024, we document that average daily stock market performance becomes negative when weighted by the amount of media coverage. We propose an explanation for this media negativity bias that does not rely on a bad-news bias...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614907

Short selling around news in international stock markets

Gorbenko, Arseny - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616369

Oil price shocks and stock market responses : evidence from Saudi Arabia and Spain

Alzamel, Hussah Adnan; Othman, Jaizah - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616888

When oil moves the market : asymmetric tail effects of oil price shocks on stock returns in major oil-producing countries

Al-Jalahma, Abdulla; Al-Mohamad, Somar; Jreisat, Ammar … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617386

The equity market implications of the retail investment boom

Beck, Philippe van der; Cohen, Cameron; Jaunin, Coralie - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618239

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The equity market implications of the retail investment boom

Beck, Philippe van der; Jaunin, Coralie - 2021

Book / Working Paper

A search-then-forecast transformer framework for mid-term stock price prediction : an empirical case study on the Chinese A-share market

Jieni, Lou - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015635513

A review of the global and local securities markets in ... ; 2025

2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618838

Too much finance redux

Arcand, Jean-Louis L.; Berkes, Enrico; Panizza, Ugo - 2026

This paper revisits the "too much finance" hypothesis by reassessing the relationship between financial depth and economic growth using an expanded dataset (1960-2019) and a systematic estimation strategy that avoids reliance on any single, potentially arbitrary sample window. We estimate both...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015606706

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Too much finance redux

Arcand, Jean-Louis L.; Berkes, Enrico; Panizza, Ugo - 2026

Book / Working Paper

The impact of industrial value chain characteristics on firms' financial performance : insights from the US stock market

Li, Larry; Meng, Bo; Ye, Jiabei; Guo, Jiemin - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015608106

Investment with new sentiment analysis in Japanese stock market : expert knowledge can still outperform ChatGPT

Lin, Zhenwei; Nakano, Masafumi; Takahashi, Akihiko - 2026 - This version: March 4, 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015610056

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Investment with new sentiment analysis in Japanese stock market : expert knowledge can still outperform ChatGPT

Lin, Zhenwei; Nakano, Masafumi; Takahashi, Akihiko - 2025 - This version: March 27, 2025

Edition: This version: March 27, 2025

Book / Working Paper

Investment with new sentiment analysis in Japanese stock market : expert knowledge can still outperform ChatGPT

Lin, Zhenwei; Nakano, Masafumi; Takahashi, Akihiko - 2025 - This version: April 25, 2025

Edition: This version: April 25, 2025

Book / Working Paper

Stock market reactions to COP26 and climate change exposures of indian firms

Bhaduri, Saumitra; Selarka, Ekta; Aggrwal, Alankrti - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015610978

Evaluation and prediction of stock market crash risk in Mexico using log-periodic power-law modeling

Sunil, Suryansh; Goyal, Amit Kumar; Mahadeva, Rajesh; … - 2026

This study applies the Log-Periodic Power-Law (LPPL) framework to three major equity markets-Mexico (IPC), Brazil (IBOVESPA), and the United States (NYSE Composite)-using daily closes from 8 November 1991-30 January 2025 for IPC and NYSE, and 3 May 1993-30 January 2025 for IBOVESPA. Multi-window...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611246

Vanishing acts : an econometric exploration of firm delistings in South Africa

Bhorat, Haroon; Neethling, Leigh; Sayed, Ayesha - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015590851

Comparative analysis of tail risk in emerging and developed equity markets : an extreme value theory perspective

Dlamini, Sthembiso; Shongwe, Sandile Charles - 2026

This research explores the application of extreme value theory in modelling and quantifying tail risks across different economic equity markets, with focus on the Nairobi Securities Exchange (NSE20), the South African Equity Market (FTSE/JSE Top40) and the US Equity Index (S&P500). The study...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015591162

Persistence in the mint stock markets : evidence from a fractional integration model

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Ojo, … - 2026

This paper investigates persistence in the MINT (Mexico, Indonesia, Nigeria, Turkey) stock markets applying fractional integration methods to daily data from 1 January 2022 to 31 October 2025. Different model specifications are estimated for prices, log prices and log returns under the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015591911

Forecasting stock market behavior in BRICS economies using artificial neural machine learning models

Panigrahi, Shrikant; Kukreja, Gagan; Kumaraswamy, Sumathi - 2026

Purpose - This study aims to forecast the stock market behavior of BRICS nations (Brazil, Russia, India, China and South Africa) using advanced machine learning models. The focus is on identifying market trends, predicting future index prices and analyzing returns. Design/methodology/approach -...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015592502

Return reversal of Latin American industries

Berggrun, Luis; Cardona, Emilio; Lizarzaburu, Edmundo - 2026

This study analyzes inter-industry reversal, or whether loser or underperforming industries yield higher returns than winner or outperforming industries in Latin America. The phenomenon is likewise examined in market segments that are more prone to inefficiencies and short-selling barriers. It...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015644844

Do financial technology and clean bonds reshape risk spillovers in sectoral equity markets? : A quantile-based assessment using the US case

Hossain, Mohammad Razib; Doğan, Buhari; Tiwari, Aviral … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015644723

Demand shocks in equity markets and firm responses

Broner, Fernando; Cortina, Juan J.; Schmukler, Sergio L.; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015615804

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Demand shocks in equity markets and firm responses

Broner, Fernando; Cortina, Juan J.; Schmukler, Sergio L.; … - 2026

Book / Working Paper

Demand Shocks in Equity Markets and Firm Responses

Broner, Fernando; Cortina, Juan J.; Schmukler, Sergio L.; … - 2026

Book / Working Paper

Gender, financial literacy and active stock market participation

Tedde, Mariachiara - 2026 - Prima edizione

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015641934

Dynamic connectiveness and time‑varying contagion risks amongst East African stock markets

Irangi, Arnold Gideon; Muzindutsi, Paul-Francois; … - 2026

Regional financial integration in East Africa remains shallow, yet contagion risks persist due to market fragility and illiquidity. Using daily data from 2014 to 2025 from the Nairobi Securities Exchange (NSE), Dar es Salaam Stock Exchange (DSE), Rwanda Stock Exchange (RSE), and Uganda...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015638963

Investigating the systematically important equity sectors in extreme conditions : a case of Johannesburg Stock Exchange

Lawrence, Babatunde; Chaturvedi, Anurag; Obalade, … - 2026

This study examined the 'too central to fail' concept in the South African equity sector. We employed the Granger causality framework and PageRank algorithm to generate the centrality scores of the sectors on the Johannesburg Stock Exchange under extreme market conditions. Using the realized...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639065

Persistence and long-run linkages between US stock market prices and bond yields

Salazar, Juan Diego Cafferata; Caporale, Guglielmo Maria; … - 2026

This paper uses fractional integration and cointegration methods to examine the persistence and long-run relationship between the S&P 500 index and the nominal yield to maturity of 10-year US Treasury bonds (GS10) over the period from January 1954 to December 2024. The results indicate that both...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639090

Diversifier, hedge, or safe haven? : Bitcoin's role against the Brazilian stock market during the COVID-19 turmoil

Dias, Vitor Fonseca Machado Beling; Malaquias, Rodrigo … - 2026

The main purpose of this study was to analyze the dynamics of the conditional correlation between Bitcoin and BOVA11 (a Brazilian stock market ETF that has seen a significant increase in foreign investors) across the pre-, during, and post-COVID-19 pandemic periods. This analysis allowed us to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015638920

The stock market effects of the 2022 Russia sanctions : evidence from the US and the EU

Leusen, Matthijs; Garretsen, Harry; Giumelli, Francesco; … - 2026

We examine how Western sanctions imposed in response to Russia's 2022 invasion of Ukraine shaped firm-level stock market performance in the EU and the US. To measure sanction exposure, we link firms to the specific products targeted by US and EU sanctions at the HS6 level, producing a detailed,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639124

Do uncertainty and action shocks affect G7 stock market synchronisation? : DCC-GARCH evidence from the 2024 U.S. election and the reciprocal tariffs announcement

Czech, Katarzyna; Wielechowski, Michał - 2026

Exogenous shocks can affect equity markets by changing volatility and cross-market co-movement. This study examines how two U.S.-centred events, treated as different shock types, influence time-varying conditional correlations between the U.S. stock market and other G7 markets. The uncertainty...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639142

EIF equity barometer survey Q1 2026

Kolodziej, Ewa; Botsari, Antonia; Lang, Frank; Vos, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015641477

Conditional demand for lottery-type stocks : information spillovers and asset prices comovement

Zhang, Yu; Kappou, Konstantina; Urquhart, Andrew - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015647644

The double-edged mind : how LLMs expand stock market participation yet strengthen confirmation-seeking

Damm, Cara; Bauer, Kevin; Hett, Florian; Pelizzon, Loriana - 2026

The shift from information retrieval (keyword-based search engines) to information synthesis (generative AI) constitutes a fundamental change in how people inform themselves online. We investigate how this shift impacts investment behavior using an incentivized online experiment (N = 374), in...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015635122

Equity risk premium in Lithuania's frontier market : integrating country risk and market drivers

Bonelli, Marco I. - 2026

This study quantifies Lithuania's Equity Risk Premium (ERP) by integrating Damodaran's country-risk premium (CRP) framework with a multiple regression on key market drivers. By using quarterly data from Q1 2015 to Q4 2024, the CRP model yields an implied cost of equity of 9.84%, corresponding to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015636778

Confidence, overconfidence, and exposure in financial market decisions : experimental evidence from the U.S. stock market

Filiz, Ibrahim; Kirchhoff, Florian; Nahmer, Thomas; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015638765

Forecasting value at risk and expected shortfall in equity markets of high-income and Latin American countries

Liza, Fiorela; Rodriguez, Gabriel; Arellano Ataurima, Miguel - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015638652

Stock market reactions to Donald Trump-involved U.S. presidential elections : evidence from the S&P 500 in 2016, 2020, and 2024

Wielechowski, Michał; Czech, Katarzyna; Weremczuk, … - 2026

This study assesses the impact of U.S. presidential elections on stock market behaviour, focusing on the 2016, 2020, and 2024 elections, in which Donald Trump was a candidate. Using an event-study framework, we analyse changes in S&P 500 volatility and returns by comparing a 10-day election...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015647491

The many facets of stock momentum : distinguishing factor and stock components

Gérard, Xavier; Jehl, Laura - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015647136

Exploring market efficiency with GRU-D neural networks : evidence from global stock markets

Ben Jbara, Abdelhamid; Rabah Gana, Marjene; Dakhlaoui, Mejda - 2026

This study revisits the Efficient Markets Hypothesis by employing a GRU-D neural network to predict stock return distributions across global equity markets, accounting for missing and irregular data. It examines whether stock returns exhibit statistically significant departures from purely...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643213

Enhancing intraday momentum prediction : the role of volume-based information uncertainty in the Chinese stock market

Yang, Decheng; He, Qiang - 2026

This study introduces a novel intraday volume-based uncertainty (IVU) proxy-the ratio of opening-half-hour volume to total volume of the preceding seven intervals-to predict final half-hour return direction in the Chinese stock market. Using threshold regression, we identify a statistically...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643229

The impact of EPU on the relation between international oil price shocks and the Chinese stock market : industry and transnational perspectives

Huang, Xin; Gao, Yang - 2026

In this study, we employ the panel smooth transition (PSTR) model to establish a nonlinear framework for examining the relationship between international oil prices and stock returns in China. We specifically investigate how economic policy uncertainty (EPU) acts as a threshold-driven moderator...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643264

Institutional investors, dividend policy, and idiosyncratic volatility : evidence from European equity markets

Enescu, Adrian-Gabriel; Răileanu-Szeles, Monica - 2026

This paper investigates the relationship between institutional ownership and firm-level idiosyncratic volatility across European equity markets, with a particular focus on the moderating role of dividend policy. Using a sample of STOXX Europe 600 constituents from 2005 to 2025, we estimate...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643273