EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Aktienmarkt"
Narrow search

Narrow search

Year of publication
Subject
All
Aktienmarkt 28,263 Stock market 27,416 Börsenkurs 12,634 Share price 12,547 Kapitaleinkommen 7,546 Capital income 7,534 Volatilität 5,372 Volatility 5,314 Schätzung 4,744 Estimation 4,685 Theorie 3,400 Theory 3,368 USA 3,358 United States 3,254 Anlageverhalten 2,757 Behavioural finance 2,722 Welt 2,568 World 2,546 China 2,325 Portfolio-Management 2,321 Portfolio selection 2,312 ARCH-Modell 1,840 ARCH model 1,827 Finanzkrise 1,812 Financial crisis 1,803 Schwellenländer 1,803 Emerging economies 1,794 Börse 1,754 Finanzmarkt 1,688 Financial market 1,675 Bourse 1,662 Effizienzmarkthypothese 1,646 Efficient market hypothesis 1,644 CAPM 1,640 Prognoseverfahren 1,548 Forecasting model 1,532 Indien 1,467 India 1,460 Internationaler Finanzmarkt 1,311 International financial market 1,293
more ... less ...
Online availability
All
Free 9,870 Undetermined 6,298
Type of publication
All
Article 16,064 Book / Working Paper 12,161 Journal 38
Type of publication (narrower categories)
All
Article in journal 15,094 Aufsatz in Zeitschrift 15,094 Graue Literatur 3,151 Non-commercial literature 3,151 Working Paper 3,135 Arbeitspapier 2,952 Aufsatz im Buch 907 Book section 907 Hochschulschrift 569 Thesis 451 Collection of articles of several authors 164 Sammelwerk 164 Dissertation u.a. Prüfungsschriften 121 Collection of articles written by one author 101 Sammlung 101 Conference paper 98 Konferenzbeitrag 98 Bibliografie enthalten 90 Bibliography included 90 Aufsatzsammlung 63 Konferenzschrift 49 Ratgeber 38 Conference proceedings 34 Guidebook 31 Amtsdruckschrift 22 Government document 22 Statistik 21 Reprint 20 Article 15 Case study 15 Fallstudie 15 Statistics 15 Handbook 14 Handbuch 14 Glossar enthalten 10 Glossary included 10 Lehrbuch 10 Systematic review 10 Textbook 10 Übersichtsarbeit 10
more ... less ...
Language
All
English 27,104 German 846 Spanish 63 Undetermined 58 Russian 57 French 46 Italian 34 Polish 27 Portuguese 8 Swedish 8 Danish 7 Czech 3 Lithuanian 3 Ukrainian 3 Bulgarian 2 Dutch 2 Norwegian 2 Serbian 2 Azerbaijani 1 Finnish 1 Croatian 1 Macedonian 1 Slovenian 1 Albanian 1 Chinese 1
more ... less ...
Author
All
Caporale, Guglielmo Maria 157 Gupta, Rangan 113 Bekaert, Geert 78 Zaremba, Adam 71 Campbell, John Y. 66 Gil-Alaña, Luis A. 65 Hammoudeh, Shawkat 54 Levine, Ross 53 Narayan, Paresh Kumar 51 Lucey, Brian M. 49 Spagnolo, Nicola 49 Tiwari, Aviral Kumar 47 Arouri, Mohamed 46 Hassan, M. Kabir 46 McMillan, David G. 45 Sum, Vichet 45 Wohar, Mark E. 45 Nguyen, Duc Khuong 43 Pierdzioch, Christian 43 Bali, Turan G. 40 Guesmi, Khaled 40 Faff, Robert W. 39 Harvey, Campbell R. 39 Schwartz, Robert A. 39 Theissen, Erik 39 Stulz, René M. 38 Bouri, Elie 37 Kang, Sang Hoon 37 Schmukler, Sergio L. 37 Wong, Wing Keung 37 Diebold, Francis X. 36 Henry, Peter Blair 36 Plastun, Alex 36 Ryu, Doojin 36 Bohl, Martin T. 35 Brooks, Robert 35 Demirer, Rıza 35 Goetzmann, William N. 35 Grobys, Klaus 35 Jawadi, Fredj 35
more ... less ...
Institution
All
National Bureau of Economic Research 311 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 14 Federal Reserve Bank of St. Louis 12 New York Stock Exchange 9 OECD 9 William Davidson Institute <Ann Arbor, Mich.> 9 Deutsches Aktieninstitut 8 Rodney L. White Center for Financial Research 7 Weltbank / Policy Research Department / Finance and Private Sector Development Division 7 Chambre de commerce et d'industrie de Paris 6 Deutschland <Bundesrepublik> / Statistisches Bundesamt 6 Stanford Institute for Economic Policy Research 6 Verlag Dr. Kovač 6 Federal Reserve Bank of New York 5 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 Wirtschaftswissenschaftliches Zentrum <Basel> 5 World Bank / Policy Research Dept / Finance and Private Sector Development Division 5 Centre for Growth and Business Cycle Research <Manchester> 4 Federal Reserve Bank of Chicago 4 Federal Reserve System / Board of Governors 4 Institut für Schweizerisches Bankwesen <Zürich> 4 Institut für Weltwirtschaft 4 International Stock Exchange of the United Kingdom and the Republic of Ireland <London> 4 Internationaler Währungsfonds / Research Department 4 School of Accounting, Finance and Economics <Perth, Western Australia> 4 School of Finance and Business Economics <Perth, Western Australia> 4 Svenska Handelshögskolan <Helsinki> 4 The Wharton Financial Institutions Center 4 Universitat Pompeu Fabra / Departament d'Economia i Empresa 4 University of Chicago / Center for Research in Security Prices 4 Brown University / Department of Economics 3 Bundesverband der Börsenvereine an Deutschen Hochschulen 3 Center for Economic Research <Tilburg> 3 Centre for Financial Research <Köln> 3 Edward Elgar Publishing 3 European University Institute / Department of Economics 3 Federal Reserve Bank of San Francisco 3 Harvard Institute of Economic Research 3 Institute of European Finance <Bangor, Gwynedd> 3 Institute of Finance and Accounting <London> 3
more ... less ...
Published in...
All
International review of financial analysis 349 Finance research letters 311 NBER working paper series 308 Working paper / National Bureau of Economic Research, Inc. 303 Applied financial economics 298 Applied economics 278 Pacific-Basin finance journal 272 Applied economics letters 247 Research in international business and finance 244 Journal of international financial markets, institutions & money 238 NBER Working Paper 234 International review of economics & finance : IREF 231 International journal of economics and finance 218 Journal of banking & finance 217 The North American journal of economics and finance : a journal of financial economics studies 207 Economic modelling 206 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 195 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 151 Energy economics 144 Journal of risk and financial management : JRFM 144 Journal of empirical finance 139 International journal of economics and financial issues : IJEFI 138 The European journal of finance 133 Investment management and financial innovations 132 Discussion paper / Centre for Economic Policy Research 130 Emerging markets review 128 Review of quantitative finance and accounting 124 Global finance journal 123 Emerging markets, finance and trade : EMFT 114 Journal of international money and finance 113 Journal of financial economics 112 Finance India : the quarterly journal of Indian Institute of Finance 105 Journal of multinational financial management 95 Economics letters 92 International journal of finance & economics : IJFE 91 The journal of finance : the journal of the American Finance Association 91 Journal of financial and quantitative analysis : JFQA 85 Cogent economics & finance 84 The empirical economics letters : a monthly international journal of economics 80 Review of Pacific Basin financial markets and policies 79
more ... less ...
Source
All
ECONIS (ZBW) 27,657 USB Cologne (EcoSocSci) 315 EconStor 204 USB Cologne (business full texts) 56 OLC EcoSci 12 BASE 7 ArchiDok 6 RePEc 6
more ... less ...
Showing 1 - 50 of 28,263
Cover Image
How do stock market development and competitiveness affect equity risk premium? : Implications from world economies
Eldomiaty, Tarek; Apaydin, Marina; Yusuf, Mona; … - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-19
Purpose: This paper examines the interrelatedness between countries' stock market development and competitiveness and the equity risk premium (hereinafter, ERP). In addition, this paper examines the length of time that stock market development takes to have an impact of ERP. The results offer an...
Persistent link: https://ebtypo.dmz1.zbw/10013549784
Saved in:
Cover Image
Road accidents : unexpected costs of stock market movements
Fry, Jane M.; Farrell, Lisa - In: Oxford economic papers 75 (2023) 1, pp. 233-255
Persistent link: https://ebtypo.dmz1.zbw/10013542942
Saved in:
Cover Image
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy - In: Applied economics 55 (2023) 4, pp. 357-368
Persistent link: https://ebtypo.dmz1.zbw/10013494428
Saved in:
Cover Image
Compulsive gambling in the stock market : evidence from an emerging market
Atcha Kamolsareeratana; Kouwenberg, Roy - In: Economies : open access journal 11 (2023) 1, pp. 1-25
During the COVID-19 pandemic, many new individual investors globally entered the stock markets, often pursuing speculative investment strategies that resemble gambling. A concern is that trading as a form of gambling can become addictive for some people, as documented by several recent studies...
Persistent link: https://ebtypo.dmz1.zbw/10013500636
Saved in:
Cover Image
Dynamic connectedness of green bond with financial markets of European countries under OECD economies
Yadav, Miklesh Prasad; Mishra, Nandita; Ashok, Shruti - In: Economic change & restructuring 56 (2023) 1, pp. 609-631
Persistent link: https://ebtypo.dmz1.zbw/10013536425
Saved in:
Cover Image
Islamic vs. conventional equity markets : a multifractal cross-correlation analysis with economic policy uncertainty
Aslam, Faheem; Ferreira, Paulo; Ali, Haider; Arifa; … - In: Economies : open access journal 11 (2023) 1, pp. 1-18
There is ample evidence that Islamic stock markets perform differently from conventional stock markets, particularly when economic policy uncertainty (EPU) or any other uncertainty such as geopolitical uncertainty is present. Considering this context, this paper examines the US EPU's...
Persistent link: https://ebtypo.dmz1.zbw/10013500735
Saved in:
Cover Image
The Adaptive dynamics of the Halloween effect : evidence from a 120-Year sample from a small European market
Lobão, Júlio; Costa, Ana C. - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-11
The Halloween effect predicts that stock markets in the winter months (November through April) generate significantly higher returns than in the summer months (May through October). This paper examines the time-varying behavior of the Halloween effect within a new historical dataset that covers...
Persistent link: https://ebtypo.dmz1.zbw/10013545896
Saved in:
Cover Image
Evolving efficiency of stock returns and market conditions : the case from Croatia
Bosnjak, Mile - In: Montenegrin journal of economics 19 (2023) 1, pp. 107-116
Persistent link: https://ebtypo.dmz1.zbw/10013479592
Saved in:
Cover Image
What do we learn from a machine understanding: news content? : stock market reaction to news
Brière, Marie; Huynh, Karen; Laudy, Olav; Pouget, … - 2023
Persistent link: https://ebtypo.dmz1.zbw/10013486264
Saved in:
Cover Image
Covid-19 pandemic and stock performance : evidence from the sub-Saharan African stock markets
Ncube, Mbongiseni; Sibanda, Mabutho; Matenda, Frank Ranganai - In: Economies : open access journal 11 (2023) 3, pp. 1-21
Emerging stock markets provide great opportunities for investment growth and risk diversification. However, they are more vulnerable to extreme market events. This study examines the effects of the COVID-19 pandemic on stock performance in sub-Saharan African stock markets. An event study method...
Persistent link: https://ebtypo.dmz1.zbw/10014231304
Saved in:
Cover Image
From financial wealth shocks to ill-health : allostatic load and overload
French, Declan - In: Health economics 32 (2023) 4, pp. 939-952
Persistent link: https://ebtypo.dmz1.zbw/10014266866
Saved in:
Cover Image
Stock Trading Optimization in Emerging Market of Nigeria Using Deep Reinforcement Machine Learning and Equity Market Neutral Strategy
OLABODE, Omosola Jacob; AREMU, Dayo Reuben; BAMISAIYE, … - 2023
Investment managers are continuously looking for new technologies and better ideas to enhance their results of higher returns on investments in stock trading, and with the successes machine learning methods have been recording in other fields, it has been attracting the full attention of...
Persistent link: https://ebtypo.dmz1.zbw/10014262439
Saved in:
Cover Image
Did French Stock Markets Support Firms of the Second Industrial Revolution?
Bonhoure, Emilie; Le Bris, David - 2023
Investing in the Second-Industrial-Revolution firms at the beginning of the 20th century exposed investors to strong information asymmetries due to the novelty of these industries and the lack of legal rules on transparency and public accounting. We analysed the firms listed in Paris at the...
Persistent link: https://ebtypo.dmz1.zbw/10014262681
Saved in:
Cover Image
Volatility Forecasting in Emerging Markets
Kinlay, J - 2023
The great majority of empirical studies have focused on asset markets in the US and other developed economies. The purpose of this research is to determine to what extent the findings of other researchers in relation to the characteristics of asset volatility in developed economies applies also...
Persistent link: https://ebtypo.dmz1.zbw/10014260283
Saved in:
Cover Image
FAANG stocks, gold, and islamic equity : implications for portfolio management during COVID-19
Saleem, Kashif; Al-Hares, Osama M.; Khan, Haroon; … - In: Risks : open access journal 11 (2023) 1, pp. 1-11
During the COVID-19 pandemic, technology stocks, such as FAANG stocks (Facebook, Amazon, Apple, Netflix, and Google), attracted the attention of global investors due to the vast use of technology in daily business. However, technology stocks are generally considered risky stocks; hence,...
Persistent link: https://ebtypo.dmz1.zbw/10014233121
Saved in:
Cover Image
The effects of direct democracy on stock market risk and returns : an event study from Switzerland
Morley, Bruce - In: Risks : open access journal 11 (2023) 2, pp. 1-13
The aim of this study was to determine whether referendums affect stock price risks and returns, using an event study approach. Daily end period data for the Swiss stock market index, the STOXX European market index, and the Swiss/US exchange rate running from the beginning of 2004 to June 2021,...
Persistent link: https://ebtypo.dmz1.zbw/10014233147
Saved in:
Cover Image
Time-varying stock return correlation, news shocks, and business cycles
Metiu, Norbert; Prieto, Esteban - 2023 - November 25, 2022
The cross-sectional average of pairwise correlations across stocks traded on the NYSE, AMEX, and Nasdaq is a powerful predictor of U.S. economic activity at a horizon of one to four years. Its predictive ability is on a par with the slope of the yield curve and significantly exceeds that of some...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10014227600
Saved in:
Cover Image
Consumer, bank, and stock market reaction to CFPB's complaint data disclosure
Bhattacharya, Abhi - In: Journal of financial services marketing 28 (2023) 1, pp. 128-145
Persistent link: https://ebtypo.dmz1.zbw/10014251409
Saved in:
Cover Image
Essays in derivatives markets
Mörke, Mathis - 2023
Persistent link: https://ebtypo.dmz1.zbw/10014282085
Saved in:
Cover Image
Investor sentiment and the interdependence structure of GIIPS stock market returns : a multiscale approach
Agyei, Samuel Kwaku; Bossman, Ahmed - In: Quantitative finance and economics 7 (2023) 1, pp. 87-116
Persistent link: https://ebtypo.dmz1.zbw/10014279145
Saved in:
Cover Image
Financial risk meter for the Romanian stock market
Pele, Daniel Traian; Conda, Alexandra Ioana; Bag, Raul … - In: Romanian journal of economic forecasting 26 (2023) 1, pp. 5-24
Persistent link: https://ebtypo.dmz1.zbw/10014279606
Saved in:
Cover Image
Stock market integration in Africa : further evidence from an information-theoretic framework
Nyakurukwa, Kingstone; Seetharam, Yudhvir - In: International finance : the only journal bridging the … 26 (2023) 1, pp. 2-18
Persistent link: https://ebtypo.dmz1.zbw/10014252168
Saved in:
Cover Image
Quaking the Stock Market : Event Study Evidence on the Turkey-Syria Earthquake
Pandey, Dharen Kumar; Kumari, Vineeta; Al-ahdal, Waleed - 2023
Applying the event study method to the daily returns of 382 listed firms, we show that the Turkey-Syria earthquake significantly affected the stock returns. The cumulative impact on all the sectors, except Basic Materials, has been negative. The cross-sectional examination negates the size...
Persistent link: https://ebtypo.dmz1.zbw/10014256466
Saved in:
Cover Image
Do the Dynamics between Government Bond and Equity Markets Validate the Adaptive Market Hypothesis? Evidence from Transfer Entropy
Tiwari, Aviral Kumar; Jena, Sangram Keshari; Aikins … - 2023
The study applies the effective transfer entropy (ETE) and Renyi transfer entropy (RTE) to quantify the information flow between government bonds and equity market of G7 countries. The magnitude and direction of information flow between these two markets are dynamic across the state of the...
Persistent link: https://ebtypo.dmz1.zbw/10014256514
Saved in:
Cover Image
Commonality in BRICS Stock Markets’ Reaction to Global Economic Policy Uncertainty : Evidence from a Panel GARCH Model with Cross Sectional Dependence
Suleiman, Mamman; Wang, Zhanqin; Iliyasu, Jamilu - 2023
The rapid growth of BRICS has increasingly integrated their markets into the global economy. Thus, making their financial markets more vulnerable to external shocks such as global economic policy uncertainties. In this light, this study examines BRICS stock markets’ response to global economic...
Persistent link: https://ebtypo.dmz1.zbw/10014256522
Saved in:
Cover Image
Multidimensional Stock Market Liquidity and Business Cycles
Verschoor, Willem F. C.; van Hees, Thomar - 2023
We examine the impact of multidimensional stock market liquidity on business cycles that captures the key market liquidity characteristics. Using 10 different liquidity measures and 5 sub-dimensions, we find that the effect of liquidity on economic growth differs among liquidity sub-dimensions...
Persistent link: https://ebtypo.dmz1.zbw/10014256523
Saved in:
Cover Image
Dynamic Risk Spillovers from Oil to Stock Markets : Fresh Evidence from GARCH Copula Quantile Regression-Based CoVar Model
Tian, Maoxi; M. Alshater, Muneer; Yoon, Seong-Min - 2023
This study proposes a GARCH copula quantile regression model to capture the downside and upside tail dependence between oil price change and stock market returns at different risk levels. In the model, ten copulas are provided to measure the nonlinearity of the tail dependence with the marginal...
Persistent link: https://ebtypo.dmz1.zbw/10014256552
Saved in:
Cover Image
Investment on Heterogeneous Stock Demands : Implications from China Stock Connect
Institute for Monetary and Financial Research, Hong Kong - 2023
This applied research paper is written by Yinghua Fan (City University of Hong Kong), Guanhao Feng (City University of Hong Kong) and Dashan Huang (Singapore Management University).This paper exploits a unique scheme of the China Stock Connect for daily-level and stock-level holdings of...
Persistent link: https://ebtypo.dmz1.zbw/10014256667
Saved in:
Cover Image
Equity Supply and Equity Market Timing on Capital Structure
Lee, Cheng-Few; Yu, Min‐Teh; Zhao, Yang - 2023
We find that the changes to individual securities accounts, which denote an equity supply condition variable, is a new and effective equity market timing measure in China. This timing measure can avoid previous criticisms of timing measure for not being independent of firm characteristics of...
Persistent link: https://ebtypo.dmz1.zbw/10014256672
Saved in:
Cover Image
Bank Performance Around Stock Listing : Evidence from China
zhang, fan - 2023
While research on cross-listed firms is abundant, little evidence is obtained for banks that are usually excluded from the research sample, especially for the ones from emerging markets. This paper examines the operating performance of Chinese banks surrounding the stock listing. The results...
Persistent link: https://ebtypo.dmz1.zbw/10014256674
Saved in:
Cover Image
Policy Uncertainty and Idiosyncratic Volatility on Nikkei 225 Stocks
Shin, Seungho; Naka, Atsuyuki; Wang, Lei - 2023
The main purpose of this study is to empirically examine the relationship between uncertainty and idiosyncratic volatility of Nikkei 225 stocks. We conclude that there is a positive relationship between economic policy uncertainty and idiosyncratic volatility. Employing additional uncertainty...
Persistent link: https://ebtypo.dmz1.zbw/10014256689
Saved in:
Cover Image
The Impact of Internet Articles on Investor Trading Decisions by Investor Types : Evidence from Korean Stock Market
Cho, Hyunkwon; Choi, Ga-Young; Lee, Joonil - 2023
This study investigates whether internet articles, such as blog or internet community posts, enhance investors’ ability to process uncertain news (i.e., rumors). Using the unique disclosure requirement in Korea, which verifies rumors by firms’ disclosures, we identify trading activities...
Persistent link: https://ebtypo.dmz1.zbw/10014256702
Saved in:
Cover Image
Time-Frequency Connectedness between Equity Markets and Russia's Geopolitical Risk
Azimli, Asil; Kalmaz, Demet Beton - 2023
We investigate the time and frequency connectedness between geopolitical risk (GPR) and realized higher-order moments (i.e. volatility, skewness, and kurtosis) of equity markets of western countries that took economic actions against Russia after the start of the Russia-Ukraine war. Our findings...
Persistent link: https://ebtypo.dmz1.zbw/10014256703
Saved in:
Cover Image
The Drivers of Market Sentiment : An Investigation with Malaysia Equity Market
Ngerng, Miang-Hong; Tan, Yeng-May; Ariff, Mohamed - 2023
Many developments on index for market sentiment from single to composite proxies and they are used as a moderating variable in the study of firm’s return or investors’ behaviour. The choice of sentiment proxy is generally made by experience and no formal statistical examination on variables...
Persistent link: https://ebtypo.dmz1.zbw/10014256712
Saved in:
Cover Image
Blockchain Mania Without Bitcoins : Evidence from China Stock Market
Xiao, Lu; Xu, Xiaolin; Xue, Weili - 2023
Blockchain mania occurs in response to the quick rise of Bitcoin price in markets with cryptocurrencies circulation. However, Chinese government policies regarding the development of blockchain are inconsistent--block access to the offerings and exchanges of cryptocurrencies such as Bitcoins,...
Persistent link: https://ebtypo.dmz1.zbw/10014256715
Saved in:
Cover Image
Mandatory Cross-Border Audit Regulation and Stock Market Reaction : Evidence from Us-Listed Chinese Stocks
He, Mingkai; Yu, Zhen; Liang, Weiming; Ji, Fei - 2023
In December 2021, the US Securities and Exchange Commission (SEC) passed amendments to the Foreign Company Accountability Act and finalized its implementation rules. Using an event study approach, this paper examines the impact of mandatory cross-border audit regulation on the stock returns of...
Persistent link: https://ebtypo.dmz1.zbw/10014256718
Saved in:
Cover Image
Probabilistic Theory of Stock Exchanges
Kondratenko, Anatoly V. - 2023
This monograph presents the foundations of the probabilistic theory of stock exchanges, built on the basis of probabilistic economic theory. Analytical and numerical methods of this theory are used for calculation of temporal dynamics of market prices and trade volumes of various assets on the...
Persistent link: https://ebtypo.dmz1.zbw/10014256761
Saved in:
Cover Image
Leverage and Time-Varying Effects of Monetary Policy on the Stock Market
Bernhard, Severin; Vermeulen, Philip - 2023
Using high-frequency identification, we investigate leverage of the firm and economy-wide leverage as determinants of the sensitivity of a firm's stock price to monetary policy announcements. We show that the effect of economy-wide leverage is substantially larger than the effect of the firm's...
Persistent link: https://ebtypo.dmz1.zbw/10014256792
Saved in:
Cover Image
Does Insider Trading Density Convey Information to Predict Future Stock Returns? Evidence from China
WANG, Congcong; WANG, Zhenxiao; bai, yang - 2023
We analyze the relationship between insider trading density and the future stock returns in Chinese listed companies. We introduce a new aspect of the trading pattern, insider trading density, to investigate the information advantage held by insiders. Insiders who trade at a low density during...
Persistent link: https://ebtypo.dmz1.zbw/10014256808
Saved in:
Cover Image
COVID-19, Macroeconomic Shocks, And Stock Market Returns
Baek, Seungho; Mohanty, Sunil; Glambosky, Mina - 2023
We employ a structural vector autoregression (SVAR) model to analyze how macro disturbances on inflation, global supply chain, and industry production influence the U.S. stock market returns. We find stock market returns are significantly negatively related to the risk premium shock and monetary...
Persistent link: https://ebtypo.dmz1.zbw/10014256811
Saved in:
Cover Image
Sector Level Equity Returns Predictability with Machine Learning and Market Contagion Measure
Peng, Weijia; Yao, Chun - 2023
In this paper, we develop new latent risk measures that are designed as a prior synthesis of key forecasting information associated with financial market contagion. These measures are based on the decomposition (using high-frequency financial data) of the quadratic covariation between two assets...
Persistent link: https://ebtypo.dmz1.zbw/10014256827
Saved in:
Cover Image
The Joint Response of Currency and Stock Markets to IMF News During the Coronavirus Pandemic
Abuelfadl, Moustafa; Yamani, Ehab Abdel-Tawab - 2023
This article examines the influence of IMF announcements as a source of news on currency and stock markets in the wake of the coronavirus pandemic. We use a set of IMF-related news for a sample of countries during the pandemic. Our central finding is that IMF news exerts a significant impact...
Persistent link: https://ebtypo.dmz1.zbw/10014256847
Saved in:
Cover Image
Impact of High-Intensity Short-Selling Regulations on the Korean Stock Market : Focus on Liquidity, Price Valuation, Information Efficiency, and Market Stability
Kim, Jinsu - 2023
This study analyzes how the Korean stock market was affected by the high-intensity short-selling regulation policy. Market liquidity has increased without harming market dynamics, and the information efficiency was not hindered by the short-selling regulation. Stock price stability has also been...
Persistent link: https://ebtypo.dmz1.zbw/10014256860
Saved in:
Cover Image
Carbon Risk and Stock Returns : Evidence from the Chinese Market
Gao, Bin; zhang, jinlong; Xie, Jun - 2023
This paper defines the A-share market carbon risk index, and empirically tests the impact of carbon risk on China’s stock returns. The research results show carbon risk is correlated negatively with excess returns on equities and has proven to be a systemic risk. Mechanism analysis shows that...
Persistent link: https://ebtypo.dmz1.zbw/10014256935
Saved in:
Cover Image
Stock Market Forecasting Accuracy of Asymmetric GARCH Models During the COVID-19 Pandemic
Caiado, Jorge; Lúcio, Francisco - 2023
We propose a new clustering approach for comparing financial time series and employ it to study how the COVID-19 pandemic affected the U.S. stock market. Essentially, we compute the forecast accuracy of asymmetric GARCH models applied to S&P500 industries and use the model forecast errors for...
Persistent link: https://ebtypo.dmz1.zbw/10014257008
Saved in:
Cover Image
Measuring the G20 Stock Market Return Transmission Mechanism : Evidence from the R2 Connectedness Approach
Naeem, Muhammad Abubakr; Chatziantoniou, Ioannis; … - 2023
This study examines the contemporaneous return transmission mechanism across the G20 stock market returns employing a novel R2 connectedness framework which combines the network approach of Kenett et al. (2010, 2015) and the connectedness approach of Diebold and Yilmaz (2012, 2014). The employed...
Persistent link: https://ebtypo.dmz1.zbw/10014257009
Saved in:
Cover Image
Brazilian Stock Market Efficiency Before and after COVID-19 : The Role between Fractality and Predictability
Maciel, Leandro - 2023
This paper used multifractaldetrended fluctuation analysis to evaluate price efficiency dynamics and relate it to stock prices predictability in the Brazilian equity market. The main findings are: i) the presence of multifractality is confirmed before and after the COVID-19 pandemic, rejecting...
Persistent link: https://ebtypo.dmz1.zbw/10014257011
Saved in:
Cover Image
Weather, Sentiment, and the Stock Market
Seok, Sangik; Ryu, Doojin; Cho, Hoon - 2023
This study examines the relationship between the weather and intraday investor sentiment. Our results indicate that high temperatures, high humidity, high cloud coverage, and extreme rain negatively affect investors’ moods, whereas high winds and long sunshine durations improve their moods....
Persistent link: https://ebtypo.dmz1.zbw/10014257029
Saved in:
Cover Image
COVID-19, ESG investing, and the resilience of more sustainable stocks : evidence from European firms
Cardillo, Giovanni; Bendinelli, Ennio; Torluccio, Giuseppe - In: Business strategy and the environment 32 (2023) 1, pp. 602-623
Persistent link: https://ebtypo.dmz1.zbw/10014266660
Saved in:
Cover Image
The indirect effect of the Russian-Ukrainian war through international linkages : early evidence from the stock market
Biermann, Marcus; Leromain, Elsa - 2023
Persistent link: https://ebtypo.dmz1.zbw/10013536499
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...