Search Results - subject_exact:"Aktienmarkt"

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

2026

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

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

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

Demand Shocks in Equity Markets and Firm Responses

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

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

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

Too much finance redux

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

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617282

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Too much finance redux

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

Book / Working Paper

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

This study examines how effective the Dogs of the Dow (DoD) investment strategy, popular in the USA, was for the Polish blue-chip stock market between 2002-2023. This strategy involves investing the same amount of funds each year in shares of ten companies called Dogs of Dow with the highest...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625934

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

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

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

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

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

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

Gender, financial literacy and active stock market participation

Tedde, Mariachiara - 2026 - Prima edizione

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

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

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

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

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

Real estate risk in capital markets : evidence from REIT debt and equity markets

Kozak, Jakob - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015647626

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

Modeling Institutional Investors in China

Fan, Yinghua; Feng, Guanhao; Huang, Dashan - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015650873

Extreme frequency connectedness between clean energy, fossil fuel, and G7 stock markets : portfolio management implications

Belghouthi, Houssem Eddine; Mensi, Walid; Al-Yahyaee, … - 2026

This study examines the connectedness and risk spillovers between G7 stock markets, oil (Brent, WTI, Gasoline, Heating Oil), and clean energy (S&P GCE, Rennix, Wilderhill) markets. Using the Quantile Frequency Connectedness framework, we assess interconnectedness across different market phases...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015651716

Asymmetric spillovers between US sector stocks, Islamic stock index, conventional bond, green bond, and commodity markets

Mensi, Walid; El Khoury, Rim; Alshater, Muneer Maher; … - 2026

This study examines asymmetric spillovers among U.S. sector stocks, the Islamic stock index, conventional bonds, green bonds, and commodity markets. Using the TVP-VAR connectedness approach, we decompose total connectedness into positive and negative spillovers to capture asymmetric market...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015651758

Predicting stock market trends using convolutional neural networks : a deep learning approach

Özkul, Ege - 2026

Technical analysis aims to predict stock returns based on price and volume patterns and has seen growing adoption of machine learning methods. However, most approaches rely on hand-crafted features. This paper investigates whether deep learning applied to stock chart images can predict future...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015652027

Do technical indicators enhance the predictability of the equity market risk premium? : evidence from Korea

Lee, Hyunah; Chun, Sungju - 2026

Prior empirical studies suggest that technical indicators may contain information useful for predicting the equity market risk premium and may complement forecasting models based on macroeconomic variables. This paper examines the predictive power of technical indicators in conjunction with...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015652076

Geopolitical risks and global stock market dynamics : a quantile-based approach

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

This study investigates the impact of geopolitical risk measures (aggregate geopolitical risk, geopolitical acts, and geopolitical threats) on 40 global stock market indexes from developed and emerging markets for a sample of 20 years. By employing simultaneous quantile regression and a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015652113