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Ahmed Al Samman,Mahmoud Moustafa Otaify
Pág. 300 - 315
This paper investigates how volatility of characteristics-sorted portfolios respond to macroeconomic volatility based on Egyptian data covering the period July 2002 ? June 2015. The paper uses three characteristics, namely size, book-to-market ratio and ...
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Ld Ode Saidi,Pasrun Adam,Rostin Rostin,Zainuddin Saenong,Muh. Yani Balaka,Gamsir Gamsir,Asmuddin Asmuddin,Salwiah Salwiah
Pág. 527 - 533
This research aims to investigate the effect of stock prices and exchange rates on Indonesia economic growth. The data were used the quarterly time series spanning in the period, 2004Q1-2015Q3. Econometric model were used to analyze these data is the aut...
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Vitor H. Carvalho and Raquel M. Gaspar
The change of information near light speed, advances in high-speed trading, spatial arbitrage strategies and foreseen space exploration, suggest the need to consider the effects of the theory of relativity in finance models. Time and space, under certain...
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Victor Olkhov
This paper develops methods and a framework of financial market theory. We model financial markets as a system of agents which perform market transactions with other agents under the action of numerous expectations. Agents? expectations are formed of eco...
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Selahattin GURIS,Aynur PALA
Pág. 264 - 276
This paper examines the firm-spesific characteristics that affect on equity returns depending on sector rotation scheme throughout four financial cycle stages for an important emerging market, Turkey. For this purpose, using panel data for twenty-five no...
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