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Catalin Drob,Valentin Zichil,Cosmin Grigora?,Vlad Ciubotariu,Andreea Feraru
The purpose of this study is to emphasize the main aspects regarding the evolution of the capital market in Romania in the context of the COVID-19 pandemic. This study tries to present the main aspects which marked the evolution of the national capital m...
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Ika Yanuarti,Mulyono Mulyono
Pág. 423 - 430
One of the information submitted by the Indonesia Stock Exchange, related to stock trading is theannouncement of Unusual Market Activity (UMA). The UMA announcement is a trade activitiesand or price movements of unusual effect on a certain period of time...
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Caroline Michere Ndei, Stephen Muchina, Kennedy Waweru
Pág. 21 - 36
This study sought to evaluate the relationship between equity unit trust fund flows measured as purchases and sales and the Nairobi Securities Exchange (NSE) stock market return. The study employed Vector Autoregressive model and tested for Granger causa...
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Marius Cristian Milo?, Laura Raisa Milo?, Flavia Barna and Claudiu Bo?oc
In light of previous literature that has investigated the effects of MiFID and MiFID II regulation on stock market liquidity, we investigate whether the introduction of MiFID II in Romania has had any effect on the stock market liquidity. Through our emp...
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Sakthi Mahenthiran, Tom Gjerde and Berta Silva
The study examines evidence for the transmission of the US and EU financial crises via investor holdings into the Chilean stock market following two global financial crises, in 2008 and 2011. The study modified the models of Bekaert et al. (2014), and Du...
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D.S. Selvakumar, Paul Sundar Kirubakaran
Pág. 6 - 8
There were eight major Stock Market crashes including the Chinese ,in the past thirty years.Only three only three of the seven crises can be considered as genuine turning points.The beginning of 2016 was very worst for Chinese Stock Market. Chinese stock...
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Esref Savas Basçi,Süleyman Serdar Karaca
Pág. 163 - 171
In this paper, we examined the relationship between ISE 100 Index and a set of four macroeconomic variables using Vector Autoregressive (VAR) model. Variables we used in our model are Exchange, Gold, Import, Export and ISE 100 Index. ISE 100 Index is a d...
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Aniek Hindrayani,Fadikia K Putri,Inda F Puspitasari 10.21831/economia.v15i2.26314
Pág. 232 - 242
Abstract: This study analyzes the spillover effects of the US monetary policy on the ASEAN stock market with Markov switching model and investigates differences in empirical results of each country from ASEAN member. The results of this study have import...
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Kamal A. El Wassal
Pág. 606 - 624
This paper aims to provide a framework for the main determinants of stock market development. Assessing stock market development requires not only an understanding of its main determinants but also a clear definition of what ?stock market development? me...
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Tarek Eldomiaty, Marina Apaydin, Mona Yusuf and Mohamed Rashwan
Purpose: This paper examines the interrelatedness between countries? stock market development and competitiveness and the equity risk premium (hereinafter, ERP). In addition, this paper examines the length of time that stock market development takes to h...
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Serpil TURKYILMAZ,Mesut BALIBEY
Pág. 400 - 410
This study examines the weak-form market efficiency of Pakistan Stock Market namely Karachi Stock Exchange for the period 2010-2013. The efficiency of stock market has tested by using ARFIMA-FIGARCH models estimated under different distribution assumptio...
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Tarek Eldomiaty, Islam Azzam, Mostafa Fouad and Yasmeen Said
The progress of financial markets depends on the way world investors foresee the market potential of the country of choice. Countries that are associated with favorable economic incentives are able to motivate investments in their respective stock market...
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Rim Ammar Lamouchi
Pág. 29 - 34
This paper examines the market efficiency of Saudi Arabia stock exchange market namely Tadawul All Share Index, TASI, for the period from 1998 to 2020. To test the efficiency of stock market, we analyze the dependence structure of stock market index retu...
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Sabariah Nordin,Norhafiza Nordin
Pág. 259 - 265
This study analyzes the influence of the stock market and the debt market on the Malaysian economy. The Johansen-Juselius co-integration test reveals the existence of co-integrating relationship between real GDP per capita, stock market and debt market. ...
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This study investigates the empirical relations between stock returns and fundamental variables of the Saudi emerging stock market from 1990 to 2004. Annual stock returns are positively related to debt to equity, earnings price ratios and negativel...
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Waqar Badshah
Pág. 046 - 059
This study is conducted to check volatility spillovers from US to Emerging seven stock markets before and after the Global Financial Crisis through the VAR-GARCH model. The pre GFC sub sample data ranges from January 8, 2002 to June 29, 2007 and Post GFC...
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Waqar Badshah
Pág. 046 - 059
This study is conducted to check volatility spillovers from US to Emerging seven stock markets before and after the Global Financial Crisis through the VAR-GARCH model. The pre GFC sub sample data ranges from January 8, 2002 to June 29, 2007 and Post GFC...
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Jeevita Matadeen
Pág. 197 - 202
Stock market development is now well known for the role that it plays in generating gains in terms of economic growth. It has therefore become very important to now scrutinize the main driving forces which actually cause the expansion of stock mark...
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Charles O. Manasseh,Jonathan E. Ogbuabor,Charles N. Anumudu,Felicia C. Abada,Martins A. Okolie,Okoro E. Okoro
Pág. 357 - 369
The study examined the causal relationship between stock market development, financial sector reform and economic growth in Nigeria, using Vector autoregressive and error correction model for the analysis. We observed bidirectional causality between stoc...
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Shafir Zaman
Pág. 285 - 291
Investors need to have an idea about stock market before making investment whether the stock markets are efficient or not to take investment decision in stock market. For that reason, measurement of market efficiency of stock market bears significance to...
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