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Year of publication
Subject
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Aktienmarkt 22,251 Stock market 21,443 Börsenkurs 10,360 Share price 10,277 Kapitaleinkommen 5,684 Capital income 5,672 USA 5,370 United States 5,272 Volatilität 4,727 Volatility 4,671 Theorie 4,227 Theory 4,195 Schätzung 3,670 Estimation 3,611 Welt 1,973 World 1,951 Anlageverhalten 1,942 Behavioural finance 1,909 Portfolio-Management 1,775 Portfolio selection 1,766 China 1,675 ARCH-Modell 1,583 ARCH model 1,570 Finanzkrise 1,506 Financial crisis 1,501 CAPM 1,327 Efficient market hypothesis 1,274 Effizienzmarkthypothese 1,272 Schwellenländer 1,250 Emerging economies 1,241 Finanzmarkt 1,202 Financial market 1,191 Indien 1,122 India 1,115 Börse 1,089 Aktienindex 1,005 Bourse 1,000 Stock index 987 Deutschland 983 Internationaler Finanzmarkt 960
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Online availability
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Free 6,671 Undetermined 4,283
Type of publication
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Article 13,065 Book / Working Paper 9,139 Journal 47
Type of publication (narrower categories)
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Article in journal 12,208 Aufsatz in Zeitschrift 12,208 Working Paper 2,971 Graue Literatur 2,908 Non-commercial literature 2,908 Arbeitspapier 2,788 Aufsatz im Buch 809 Book section 809 Hochschulschrift 543 Thesis 438 Collection of articles of several authors 158 Sammelwerk 158 Dissertation u.a. Prüfungsschriften 121 Collection of articles written by one author 98 Sammlung 98 Bibliografie enthalten 81 Bibliography included 81 Conference paper 67 Konferenzbeitrag 67 Aufsatzsammlung 46 Konferenzschrift 41 Ratgeber 37 Conference proceedings 32 Guidebook 31 Amtsdruckschrift 22 Government document 22 Statistik 22 Reprint 20 Case study 16 Fallstudie 16 Article 15 Statistics 15 Handbook 13 Handbuch 13 Commentary 12 Kommentar 12 Lehrbuch 10 Systematic review 10 Textbook 10 Übersichtsarbeit 10
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Language
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English 21,127 German 813 Spanish 62 Undetermined 61 Russian 56 French 44 Italian 34 Polish 26 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
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Author
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Caporale, Guglielmo Maria 155 Gupta, Rangan 85 Gil-Alaña, Luis A. 65 Spagnolo, Nicola 55 Zaremba, Adam 53 Bekaert, Geert 51 Campbell, John Y. 47 Hammoudeh, Shawkat 46 Tiwari, Aviral Kumar 46 Levine, Ross 44 Narayan, Paresh Kumar 43 Arouri, Mohamed 40 Nguyen, Duc Khuong 40 McMillan, David G. 39 Chiang, Thomas C. 38 Theissen, Erik 38 Bali, Turan G. 37 Bohl, Martin T. 37 Wohar, Mark E. 36 Faff, Robert W. 35 Plastun, Alex 35 Brooks, Robert 34 Lucey, Brian M. 34 Pierdzioch, Christian 34 Sum, Vichet 34 Guo, Hui 33 Wong, Wing Keung 33 Balcilar, Mehmet 32 Hassan, M. Kabir 32 Guesmi, Khaled 31 Kang, Sang Hoon 31 Kočenda, Evžen 31 Cakici, Nusret 30 Demirer, Rıza 30 Jawadi, Fredj 30 Christiansen, Charlotte 29 Mensi, Walid 29 Schmukler, Sergio L. 29 Stulz, René M. 29 Subrahmanyam, Avanidhar 29
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Institution
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National Bureau of Economic Research 218 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 14 Federal Reserve Bank of St. Louis 12 New York Stock Exchange 9 William Davidson Institute <Ann Arbor, Mich.> 9 Deutsches Aktieninstitut 8 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 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 Federal Reserve System / Board of Governors 5 International Stock Exchange of the United Kingdom and the Republic of Ireland <London> 5 Wirtschaftswissenschaftliches Zentrum <Basel> 5 Centre for Growth and Business Cycle Research <Manchester> 4 Federal Reserve Bank of Chicago 4 Federal Reserve Bank of San Francisco 4 Institut für Schweizerisches Bankwesen <Zürich> 4 Institut für Weltwirtschaft 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 World Bank 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 Harvard Institute of Economic Research 3 Institute of European Finance <Bangor, Gwynedd> 3 Institute of Finance and Accounting <London> 3 Massachusetts Institute of Technology / Department of Economics 3
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Published in...
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Working paper / National Bureau of Economic Research, Inc. 326 Applied financial economics 279 International review of financial analysis 262 NBER working paper series 215 Applied economics 213 Pacific-Basin finance journal 205 International review of economics & finance : IREF 198 Journal of international financial markets, institutions & money 197 Applied economics letters 196 International journal of economics and finance 195 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 193 Finance research letters 192 Journal of banking & finance 186 Economic modelling 176 Research in international business and finance 171 The North American journal of economics and finance : a journal of financial economics studies 154 Discussion paper / Centre for Economic Policy Research 131 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 128 International journal of economics and financial issues : IJEFI 112 Journal of empirical finance 112 Investment management and financial innovations 110 Energy economics 105 Journal of international money and finance 105 Review of quantitative finance and accounting 105 The European journal of finance 102 Emerging markets review 97 Journal of risk and financial management : JRFM 95 Global finance journal 92 Journal of financial economics 88 NBER Working Paper 87 Finance India : the quarterly journal of Indian Institute of Finance 86 Journal of financial and quantitative analysis : JFQA 86 The journal of finance : the journal of the American Finance Association 86 Journal of multinational financial management 84 Economics letters 81 The empirical economics letters : a monthly international journal of economics 79 Emerging markets, finance and trade : EMFT 78 IMF working paper 71 Review of Pacific Basin financial markets and policies 70 The journal of applied business research 70
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Source
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ECONIS (ZBW) 21,646 USB Cologne (EcoSocSci) 315 EconStor 203 USB Cologne (business full texts) 56 OLC EcoSci 12 BASE 7 ArchiDok 6 RePEc 6
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Showing 1 - 50 of 22,251
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Relationship between the real estate sector and the stock market in Chinese provinces
Heshmati, Almas; Liu, Sijia - 2022
In China, real estate and the stock market are the two main markets favored by both individual and institutional investors. There is a significant economic link between the two. Therefore, their relationship and long-term and short-term causality can provide good guidance for investors. This...
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Stock market development : a reflection of governance regulatory framework in Nigeria
Fagbemi, Fisayo; Adeosun, Opeoluwa Adeniyi; Bello, … - In: Journal of capital markets studies 6 (2022) 1, pp. 71-89
Purpose - The article examines the possible long-run and short-run impact of regulatory quality on stock market performance in Nigeria for 1996-2019 period. Design/methodology/approach - The study adopts autoregressive distributed lag (ARDL) bounds test and cointegrating regression techniques....
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White Swan - the pandemic crisis, lockdown and unlock effect on the Indian stock market
Narinder Pal Singh; Goel, Himanshu - In: Global business & economics review 26 (2022) 2, pp. 152-162
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The Bucharest Stock Exchange : a starting point in structuring a valuable CSR index
Panait, Mirela Clementina; Voica, Marian Cătălin; … - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-14
The aim of this article was to identify the role and specific mechanisms of the stock exchange in promoting corporate social responsibility (CSR) and CSR communications among companies listed on the Romanian capital market given country membership of the European Union. Taking into account the...
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On survivor stocks in the S&P 500 stock index
Grobys, Klaus - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-24
This paper investigates the performance and characteristics of survivor stocks in the S&P 500 index. Using both in-sample and out-of-sample comparisons, survivor stocks outperformed this market index by a considerable margin. Relative to other S&P 500 index companies, survivor stocks tend to be...
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Global production linkages and stock market comovement
Auer, Raphael A.; Iwadate, Bruce Muneaki; Schrimpf, Andreas - 2022 - This version: February 14, 2022
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Stock market reactions during different phases of the COVID-19 pandemic : cases of Italy and Spain
Keliuotyte-Staniuleniene, Greta; Kviklis, Julius - In: Economies : open access journal 10 (2022) 1, pp. 1-32
The COVID-19 pandemic and pandemic-induced lockdowns and quarantine establishments have inevitably affected individuals, businesses, and governments. At the same time, the spread of the COVID-19 pandemic had a dramatic impact on financial markets all over the world and caused an increased level...
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Log periodic power analysis of critical crashes : evidence from the Portuguese stock market
Gonçalves, Tiago Cruz; Quiñones Borda, Jorge Victor; … - In: Economies : open access journal 10 (2022) 1, pp. 1-19
The study of critical phenomena that originated in the natural sciences has been extended to the financial economics' field, giving researchers new approaches to risk management, forecasting, the study of bubbles and crashes, and many kinds of problems involving complex systems with...
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Monetary policy and asset price overshooting: a rationale for the Wall/Main Street disconnect
Caballero, Ricardo J.; Simsek, Alp - 2022
We analyze optimal monetary policy and its implications for asset prices, when aggregate demand has inertia and responds to asset prices with a lag. If there is a negative output gap, the central bank optimally overshoots aggregate asset prices (asset prices are initially pushed above their...
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Intraday patterns of liquidity on the Warsaw stock exchange before and after the outbreak of the COVID-19 pandemic
Kubiczek, Jakub; Tuszkiewicz, Marcin - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-16
A highly significant feature of the stock market is its efficiency, which is associated with information efficiency. However, the liquidity of stock on the market is its essential characteristic. The inflow of information in highly liquid markets allows for the maintenance of high information...
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Stock price forecasting for Jordan insurance companies amid the COVID-19 pandemic utilizing off-the-shelf technical analysis methods
Altarawneh, Ghada A.; Hassanat, Ahmad B.; Tarawneh, Ahmad S. - In: Economies : open access journal 10 (2022) 2, pp. 1-18
One of the most difficult problems analysts and decision-makers may face is how to improve the forecasting and predicting of financial time series. However, several efforts were made to develop more accurate and reliable forecasting methods. The main purpose of this study is to use technical...
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Measures of volatility, crises, sentiment and the role of U.S. "fear" index (VIX) on herding in BRICS (2007-2021)
Zhang, Hang; Giouvris, Evangelos - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-42
We look into determinants (volatility, crises, sentiment and the U.S. ‘fear’ index) of herding using BRICS as our sample. Investors herd selectively to crises and herding is a short-lived phenomenon. Herding was highest during the global financial crisis (only China was affected). There was...
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Risk transmission between green markets and commodities
Naeem, Muhammad Abubakr; Sitara Karim; Jamasb, Tooraj; … - 2022
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Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022
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Ownership concentration, ownership identity and seasoned equity offerings probabilities : evidence from Germany
Rojahn, Joachim; Zechser, Florian - In: Journal of business finance & accounting : JBFA 49 (2022) 1/2, pp. 274-296
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Contagion across financial markets during COVID-19 : a look at volatility spillovers between the stock and foreign exchange markets in South Africa
Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - 2022
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A stock return decomposition using observables
Knox, Benjamin; Vissing-Jørgensen, Annette - 2022 - This version: March 2, 2022
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Do financial market experts know their theory? : new evidence from survey data
Brückbauer, Frank - 2022 - This draft: April 2022
Using a unique survey dataset, I study how financial market experts form their stock market expectations. I document a strong disagreement among experts about how important macroeconomic and financial variables are related to stock returns. The results of an analysis of the relationships between...
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Exploring herding behavior in an innovative-oriented stock market : evidence from ChiNext
Ng Sin Huei; Zhuang, Zhehan; Toh, Moau Yong; San, Ong Tze; … - In: Journal of applied economics 25 (2022) 1, pp. 523-542
We adopt the cross-sectional absolute deviation model (CSAD) to test the herding behavior of ChiNext, a decade-old NASDAQ-style stock market in China, based on its stocks from 2015-2019. Our findings show that the herding behavior is prevalent, implying that such behavior is widespread in a...
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Hedging Dow Jones Islamic and conventional emerging market indices with CDS, oil, gold and the VSTOXX : a comparison between DCC, ADCC and GO-GARCH models
Hachicha, Nejib; Ghorbel, Ahmed; Feki, Mohamed Chiheb; … - In: Borsa Istanbul Review 22 (2022) 2, pp. 209-225
Our goal in this paper is to examine the time-varying optimal hedging ratios for the Dow Jones Islamic and conventional emerging stock market indices, hedged with oil, gold, and the VSTOXX as well as four emerging-country sectoral CDS indices (raw materials, industry, health care, and...
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Does stock market listing boost or impede corporate investment?
Yarba, Ibrahim; Yassa, Ahmet Duhan - In: Borsa Istanbul Review 22 (2022) 2, pp. 285-294
This paper investigates investment behavior across public and privately held firms using a novel firm-level dataset. We use coarsened exact matching to construct a control group of firms with which we compare listed firms before and after listing in a difference-in-differences framework. The...
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Asymmetric volatility transmission across Northeast Asian stock markets
Lee, Woo Suk; Lee, Hahn-shik - In: Borsa Istanbul Review 22 (2022) 2, pp. 341-351
This paper investigates various aspects of asymmetric connectedness among the stock markets in China, Japan, and Korea. Based on the realized semi-volatility indices, we find that the impact of bad volatility strictly dominates good volatility in generating transmission across the Northeast...
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Risk transmissions between sectoral Islamic and conventional stock markets during COVID-19 pandemic : what matters more between actual COVID-19 occurrence and speculative and senti...
Adekoya, Oluwasegun B.; Oliyide, Johnson A.; Tiwari, … - In: Borsa Istanbul Review 22 (2022) 2, pp. 363-376
Being the health pandemic with the highest impact on the global financial market, the recent COVID-19 pandemic has led to significant risk transmissions across stock markets. Although an increasing number of studies have examined the effects of the pandemic on financial markets, we provide novel...
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Nonlinear contagion between stock and real estate markets : international evidence from a local Gaussian correlation approach
Bouri, Elie; Gupta, Rangan; Wang, Shixuan - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2089-2109
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A comparative analysis of the nature of stock return volatility in BRICS and G7 markets
Muguto, Lorraine; Muzindutsi, Paul-Francois - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-27
Through globalization and financial market liberalization, the opening up of markets has increased cross-border investments as investors search for higher risk-adjusted returns. This ability to invest internationally has raised the attention given to emerging markets that offer higher...
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Did COVID-19 increase equity market risk exposure? : evidence from China, the UK, and the US
Li, Matthew C.; Lai, Catherine C.; Xiao, Ling - In: Applied economics letters 29 (2022) 6, pp. 567-571
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Structural transmissions among investor attention, stock market volatility and trading volumes
Herwartz, Helmut; Xu, Fang - In: European financial management : the journal of the … 28 (2022) 1, pp. 260-279
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Integration of stock markets using autoregressive distributed lag bounds test approach
Patel, Nikunj; Patel, Bhavesh - In: Global business & economics review 26 (2022) 1, pp. 37-64
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The COVID-19 outbreak and risk-return spillovers between main and SME stock markets in the Mena region
Al-Nassar, Nassar S.; Makram, Beljid - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-28
This study investigates return and asymmetric volatility spillovers and dynamic correlations between the main and small and medium-sized enterprise (SME) stock markets in Saudi Arabia and Egypt for the periods before and during the COVID-19 pandemic. Return and volatility spillovers are modelled...
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Market and accounting measures of risk : the case of the Frankfurt stock exchange
Rutkowska-Ziarko, Anna - In: Risks : open access journal 10 (2022) 1, pp. 1-17
The main purpose of this study was to explore the relationship between market and accounting measures of risk and the profitability of companies listed on the Frankfurt Stock Exchange. An important aspect of the study was to employ accounting beta coefficients as a systematic risk measure. The...
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Skewness expectations and portfolio choice
Drerup, Tilman H.; Wibral, Matthias; Zimpelmann, Christian - 2022
Many models of investor behavior predict that investors prefer assets that they believe to have positively skewed return distributions. We provide a direct test of this prediction in a representative sample of the Dutch population. Using individual-level data on return expectations for a broad...
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ICT adoption and stock market development : empirical evidence using a panel of African countries
Igwilo, Jerry Ikechukwu; Sibindi, Athenia Bongani - In: Risks : open access journal 10 (2022) 2, pp. 1-17
The aim of this study was to examine the impact of adopting information and communication technologies (ICT) on the development of African stock exchanges. The study examined a panel of 11 African stock exchanges for the period 2008-2017 and employed the generalised method of moments (GMM) to...
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Overview of financial applications for investing on the stock exchange : regression models and sentiment analysis
Probierz, Eryka; Gałuszka, Adam; Grzejszczak, Tomasz; … - In: European research studies 25 (2022) 1, pp. 395-408
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Multiscale partial correlation clustering of stock market returns
Michis, Antonis A. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-22
This study proposes a wavelet procedure for estimating partial correlation coefficients between stock market returns over different time scales. The estimated partial correlations are subsequently used in a cluster analysis to identify, for each time scale, groups of stocks that exhibit distinct...
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Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns
Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24
This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly data from January 1990 to August 2021, suggest a negative relation between the stock return and a country’s EPU. Evidence...
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Time evolution of market efficiency and multifractality of the Japanese stock market
Takaishi, Tetsuya - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-12
This study investigates the time evolution of market efficiency in the Japanese stock markets, considering three indices: Tokyo Stock Price Index (TOPIX), Tokyo Stock Exchange Second Section Index, and TOPIX-Small. The Hurst exponent reveals that the Japanese markets are inefficient in their...
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Foreign equity portfolio flow and corruption : a cross-country evidence
Kwabi, Frank; Boateng, Agyenim; Fosu, Samuel; Zhu, TingTing - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 68-87
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If global or local investor sentiments are prone to developing an impact on stock returns, is there an industry effect?
Shi, Jing; Ausloos, Marcel; Zhu, TingTing - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1309-1320
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The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan; Ślepaczuk, Robert - 2022
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The impacts of foreign portfolio flows and monetary policy responses on stock markets by considering COVID-19 pandemic : evidence from Turkey
Kartal, Mustafa Tevfik; Ertuğrul, Hasan Murat; … - In: Borsa Istanbul Review 22 (2022) 1, pp. 12-19
This study researches the impacts of foreign portfolio flows (proxied by foreign investors' retention share) and monetary policy responses (proxied by the repurchase interest rate) on Turkey's stock market index taking the COVID-19 pandemic into consideration. A volatility index, credit default...
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Emerging market portfolios and Islamic financial markets : iversification benefits and safe havens
Bugan, Mehmet Fatih; Cevik, Emrah Ismail; Dibooglu, Sel - In: Borsa Istanbul Review 22 (2022) 1, pp. 77-91
We examine the relationship between Islamic and conventional stock market returns to see if Islamic financial markets provide portfolio diversification benefits and safe havens during turbulent times. Using daily data from January 1996 through September 2020 we consider conventional emerging...
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Do stock markets play a role in determining COVID-19 economic stimulus? : a cross-country analysis
Muhammad Shafiullah; Khalid, Usman; Chaudhry, Sajid M. - In: The world economy : the leading journal on … 45 (2022) 2, pp. 386-408
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Eurozone stock market reaction to monetary policy interventions and other covariates
Petrakis, Nikolaos; Lemonakis, Christos; Floros, Christos; … - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-19
The joint effect of the global economic and sovereign debt crisis forced the European Central Bank (ECB) to apply conventional and non-standard expansionary monetary policy interventions in order to stabilize eurozone economies. We conducted a panel regression econometric analysis to study the...
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The dynamic relationship between investor attention and stock market volatility : international evidence
Ben El Hadj Said, Imene; Slim, Skander - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-25
This paper investigates the role of investor attention in forecasting realized volatility for fourteen international stock markets, by means of Google Trends data, over the sample period January 2004 through November 2021. We devise an augmented Empirical Similarity model that combines three...
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Testing stock market efficiency from spillover effect of Panama leaks
Nasir, Adeel; Gherghina, Stefan Cristian; Mata, Mário Nuno - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-23
On 3 April 2016, Mossack Fonseca provided the historically most significant leak of its shareholder’s data for owning offshore companies. Shareholders include many political and influential figures around the globe, which causes a moral hazard. The study analyses the effects of Panama leak...
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Foreign currency forecasting: what can stock and bond markets tell us?
Phylaktis, Kate; Yamani, Ehab - 2022
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Extrapolative bubbles and trading volume
Liao, Jingchi; Peng, Cameron; Zhu, Ning N. - In: The review of financial studies 35 (2022) 4, pp. 1682-1722
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Impact of recent Chinese stock market liberalization : history and literature review
Chen, Shimin; Ni, Serene; Tong, Yixing - 2022
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Risk factors in the German stock market : can sentiment improve the performance of traditional multifactor models?
Hövel, Emile David; Gehrke, Matthias - In: ACRN journal of finance and risk perspectives 11 (2022), pp. 1-18
Capital market research usually focuses on the investment decision of a risk-averse investor, who determines the relationship between risky assets and risk-free investment. Furthermore, numerous capital market models assume normally distributed security returns and rational investors. In this...
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How do the financial markets respond to emerging economies' asset purchase program? : evidence from the Covid-19 crisis
Prabheesh, K. P.; Kumar, Sanjiv - 2022
This study examines the impacts of unconventional monetary policy on the exchange rate, stock market, and bond market during the COVID-19 economic crisis in an emerging economy. It focuses particularly on the asset purchase program conducted by the Central Bank of India. The Central Bank...
Persistent link: https://ebtypo.dmz1.zbw/10013198715
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