conventional stock markets
Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis
... and conventional stock markets in Malaysia is sensitive to the volatility in the ...the conventional stock market volatility but not the Islamic stock market volatility, implying ...
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Islamic versus conventional stock market and its co movement with crude oil: a wavelet analysis
... financial markets. In this paper, the relationships between crude oil and stock markets are ...and conventional stock markets as a case ...and stock market indices at ...
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Conventional and Islamic stock markets: what about financial performance?
... and conventional stock markets, particularly at normal time and during the Subprime crisis ...the conventional market systems, but it varies from one market to another depending on the ...
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Modelling Volatility Spillover between Conventional and Islamic Stock Index in the United Kingdom
... Islamic stock index and three conventional stock markets for the ...and conventional indices using the causality-in-variance ...global conventional stock ...and ...
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Determinants of the Islamic Stock Markets Integration
... equity markets are also a very noteworthy segment in Islamic ...Islamic stock markets was valued at more than USD19 ...Islamic stock markets are believed to be relatively more stable as ...
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Integration of Indian Stock Market with Major Global Stock Markets
... Indian stock market with four (4) other major stock markets in the world, namely, the USA, the UK, Japan and China over the period 1 January 1998 - 31 October 2008 using daily ...Indian stock ...
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The Impact of Stock Market Performance upon Economic Growth
... that stock markets are those markets that deal with capital, both in the short and long-term, where companies sell stocks in order to generate long-term capital that can be channelled into their ...
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Market Linkage of Indian Stock Market with Select Stock Markets
... With the promising growth rate and enormous human capital, India is one of the promising nations with the robust capital market. The globalisation movement started in the year 1991 through economic reformation, has ...
6
Chinese and Indian Stock Market Linkages with Developed Stock Markets
... equity markets increases, the risk exposure of the portfolio (all else being constant) will start to increase and, at a, certain point international diversification will no longer look ...across markets ...
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Importance of Skewness in Investor Utility: Evidence from the Chinese Stock Markets
... To test whether the selected financial ratio variables price-to-earnings ratio (PE) and price-to-book ratio (PB) may be used to predict the market returns, the null hypothesis of no predictability ( β = 0 ) in Equations ...
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Financial Development and Economic Growth Nexus in Emerging European Economies: New Evidence from Asymmetric Causality
... financial markets and economic growth is either undermined or considered to be debilitating for the economic performance after the recent global credit ...financial markets and the economic activity as a ...
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A Comparative Study of CSR Practices of Islamic Banks and Conventional Banks in GCC Region
... emerging markets, the study (Abraham et al, 2001; Rao, 2008; Arouri and Nguyen, 2010) stated that GCC countries provide benefit for international diversification due to their low correlation relative to ...equity ...
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“Efficiency of Stock Markets - Comparing the Behavior of Stock Indices of NSE and NYSE"
... the stock price responses to quarterly earnings ...how stock prices respond to earnings on quarterly basis and also for the same quarter of different ...returns stock price behavior around quarterly ...
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Testing the Existence of Integration; Kuwait and Jordan Financial Markets
... This paper uses the Johansen approach to examine the existence of cointegration between Kuwait and Jordan fi- nancial markets. The Johansen approach to cointegration is a method tests the existence of integration ...
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Islamic Stock Markets in a Global Context
... market stock markets do not work well because of the lack of enforcement of rules or not allowing more delisting and bankruptcy of failed ...in stock markets to bail out companies in ...
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Downside risk in stock and currency markets
... global stock market, especially on the downside, which can actually be a consequence of active institutional trading in currencies during the last decade, as the model of Basak and Pavlova (2013) ...emerging ...
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Market Efficiency of ASEAN Stock Markets
... This paper examines the market efficiency in the ASEAN-8 nations that include Cambodia, Indonesia, Lao, Malaysia, Philippines, Singapore, Thailand and Vietnam. The ADF unit root test rejects the random walk hypothesis in ...
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REVIEW OF OVERREACTION AND UNDERREACTION IN STOCK MARKETS
... in stock prices is the evidence of overreaction and they further show that the documented excess returns cannot just be attributed to size effect, changes in beta or tax ...
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EFFICIENCY IN STOCK MARKETS: A REVIEW OF LITERATURE
... emerging markets depending on the size of market, influence of insider trader, market integration, liberalization, trading volume, trading process, and infrequent ...for stock market inefficiency in various ...
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Measuring the Common Component of Stock Market Fluctuations in the Asia Pacific Region
... local stock markets became increasingly open towards foreign investors ...the stock market occur. First, he stated that co-movements in the stock markets of two countries may take place ...
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