emerging stock markets
UNDERSTANDING ASIAN EMERGING STOCK MARKETS
... financial markets in emerging economies on their volatility and efficiency have been investigated and ...these markets behave differently ...which emerging stock markets exhibit ...
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Oil prices, exchange rates and emerging stock markets
... financial markets in emerging economies because one would expect shocks to dissipate more rapidly in well functioning ...real emerging market equity ...on emerging stock prices; ...
40
Perceived Risk, Investment Performance and Intentions in Emerging Stock Markets
... Corporation, and Thien an Viet Commerce and Investment Joint Stock Company. Secondly, the authors used the following five- point Likert scale survey questions: Perceived risk explored by authors of this study, ...
10
BOOTSTRAP TESTING OF TRADING STRATEGIES IN EMERGING BALKAN STOCK MARKETS
... that stock prices manifest various regularities; once these regularities are identifi ed, technical analysts and/or market participants should be consulted about what is likely to happen ...in emerging ...
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MEASURING NIGERIAN STOCK MARKET VOLATILITY
... Using a univariate analysis framework, the study adopts the suggestion of Brooks and Burke (2003) that the ARCH and GARCH models are sufficient to capture all of the volatility clustering and unconditional returns ...
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ASIAN EMERGING ECONOMIES AND UNITED STATES OF AMERICA:
... capital markets and liberalization of stock markets in recent years, there has been an increase in investors' interest in international ...Asian emerging stock markets and ...
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Stock Market Linkages in Emerging Asia Pacific Markets
... of stock market return series of emerging markets, descriptive statistics are reported in Table ...of emerging stock markets are found to be positive and ranges between ...major ...
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Empirical investigations into stock market integration and risk monitoring of the emerging Chinese stock markets
... international stock market integration has been the subject of considerable empirical ...national stock markets had become so integrated that the developed markets, especially the US market, ...
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Volatility modeling and the nigerian stock return relationship in egarch –in –mean framework
... of stock returns and ...expected stock market return and ...York Stock Exchange to find negative relationship between expected stock market return and ...the stock market and negative ...
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Are Asian stock markets characterized by rational speculative bubbles?
... the stock markets of Indonesia and China during this subperiod at 10% and 5% significance levels ...Chinese stock market over the pre- subprime loan financial crisis subperiod ...Malaysian ...
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A comparative study of industry factors in emerging and developed stock markets
... “Emerging Markets Only” show that most industries in emerging markets have under-performed their world benchmark return: Most of them have negatively signed means, medians and trimmed ...
349
Oil Price Volatility and Stock Price Volatility: Evidence from Nigeria
... In this study, the focus is on whether volatility in oil prices in the international market is transmitted into the Nigerian stock market. This requires a two-equation model that should be solved simultaneously. ...
8
Oil Price Shock and Effects on Stock Markets of Emerging Economies
... Oil price shocks that originate from the energy markets are defined in various ways. According to Hamilton (2003), oil price shock is an increase in net oil price, i.e. the logarithm change in the nominal price ...
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Interdependence between the stock market and the bond market in one country: evidence from the subprime crisis and the European debt crisis
... the stock markets and the short-term bond markets occurs more frequently in developed ...in emerging Asian markets the flight to quality only occurs between the stock ...
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Financial liberalisation,stockmarkets and economic development
... 1995, "Emerging equity markets in middle eastern countries." Paper presented at the World Bank Conference on Stock Markets, Corporate Finance and Economic Growth, Washington, DC, Februar[r] ...
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The behaviour of stock returns in Amman stock market : a thin emerging market
... Table 2.3 Market Capitalisation of Emerging Markets as a Percentage of 23 the Capitalisation of the World Capital Markets 1983 - 1992 Table 2.4 Development of the Amman Stock Market in T[r] ...
296
Market liquidity risks of foreign exchange derivatives and cross-country equity portfolio allocations
... domiciled in source country i into host country j (i ≠ j). The key independent variable FXDCB present the share of currency based daily average turnover of FXD in the world turnover for each host country. The controls in ...
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Illiquidity Premium and Monetary Conditions in Emerging Markets: An Empirical Examination of Taiwan Stock Markets
... Starting with the market illiquidity premium without considering monetary conditions, we provide basic figures in this study that can be used for comparison with the literature. The market illiquidity premium is ...
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COMPLIANCE WITH IFRS AND VALUE RELEVANCE AT THE NIGERIAN STOCK MARKET
... the emerging economy of Kuwait to market ...Kuwait Stock Exchange (KSE) listed firms in 2010 through a disclosure index drawn from IFRS disclosure demands, and later investigates value relevance of level of ...
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Financial Development and Economic Growth Nexus in Emerging European Economies: New Evidence from Asymmetric Causality
... the emerging European economies, where non-bank financial sector, has begun to develop ...the emerging Europe countries (Kolev and Zwart, ...the Emerging European countries are shown in the Figure ...
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