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Caston Sigauke, Rosinah Mukhodobwane, Wilbert Chagwiza and Winston Garira
With the use of empirical data, this paper focuses on solving financial and investment issues involving extremal dependence of 10 pairwise combinations of the 5 BRICS (Brazil, Russia, India, China, and South Africa) stock markets. Daily closing equity in...
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Pengda Fan
Given the prevalence of dual directors who serve simultaneously on the parent as well as the subsidiary board, it is important to examine their functions, a topic largely ignored in the existing literature. Exploring the functions of dual directors highl...
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Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba
This paper investigates whether currency risk is priced differently in the different sectors (industrial, financial, and basic materials) of equity markets in a sample of developed United States of America (USA) and developing economies (Brazil, India, P...
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Carl Hope Korkpoe,Nathaniel Howard
Pág. 69 - 79
We adopt a granular approach to estimating the risk of equity returns in sub-Saharan African frontier equity markets under the assumption that, returns are influenced by developments in the underlying economy. Four countries were studied ? Botswana, Ghan...
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Théophile Bindeouè Nasse,Yvonne Marie Sawadogo
Pág. 42 - 58
The concept of internal equity in the customer relationship management is often overlooked by Burkina companies, causing thereby a reduction in profitability. Equity and ethical marketing practices are essential to the survival of Burkina companies, espe...
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Bachar FAKHRY
Pág. 227 - 256
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Yudhvir Seetharam,Jesse A. Da Cunha
AbstractUnderstanding the stock market?s reaction to secondary equity offerings (SEOs) is vital for managers who are commonly tasked with deciding on how to finance their firm?s operations. This study investigated the short-run performance of firms condu...
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Antonio Zoratto Sanvicente
Pág. 1 - 12
The paper reports the availability of equity market and government bond indices for the 1950-1967 in Brazil, before the introduction of the Bovespa index. Nominal monthly returns are computed, and the historical market risk premium is determined. A 1.86%...
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Antonio Zoratto Sanvicente,Renato Teles Delgado
Pág. 113 - 139
This paper tested the Pástor and Veronesi (2003) hypothesis that the market-to-book ratio (M/B) is negatively related to the number of years (age) during which a firm has had its stock traded on an Exchange. The predicted decline takes place as a result ...
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Jesse de Beer
AbstractThe concept of an equity risk premium (ERP) is fundamental to modern financial theory and central to every decision at the heart of corporate finance. Efforts to quantify ERP are well rewarded by insights into the stability and dynamics of long-t...
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Carl Hope Korkpoe, Nathaniel Howard
Pág. 69 - 79
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Ali Küçükçolak,Figen Büyükakin,Necla Ilter Kucukcolak
Pág. 32 - 40
Gold has been an investment vehicle over the ages and helped investors to mitigate risks arise due to market fluctuations. In order to improve financial inclusion level and increase added value of the idle gold held by investors, there have been va...
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Brian F. Tivnan, David Slater, James R. Thompson, Tobin A. Bergen-Hill, Carl D. Burke, Shaun M. Brady, Matthew T. K. Koehler, Matthew T. McMahon, Brendan F. Tivnan and Jason G. Veneman
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Mariem Talbi,Adel Boubaker,Saber Sebai
Pág. 387 - 407
The paper aims to test the existence of financial contagion between foreign stock markets of several emerging and developed countries during the U.S subprime crisis. It empirically attests for contagion through a DCC MGARCH (1.1) and an adjuste...
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Ayben Koy,Ihsan Ersan
Pág. 13 - 25
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Hassan Mohammadi and Yuting Tan
s-
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Shaen Corbet,Cian Twomey
Pág. 411 - 426
This study examines the effects that Contracts for Difference (CFDs) have had on the Australian equity market, either as an accelerant for mispricing, or as a source of increased market functionality through the addition of a new tradable product and inc...
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Jae-Kwang Hwang, Young Dimkpah, Alex I. Ogwu
This paper examines the transmission of the 2008 US financial crisis to four Latin American stock markets using daily stock returns from 2006 to 2009, analyzing returns before and during the 2008 financial crisis. The empirical evidence presents a financ...
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This study applies Lo and MacKinlay?s methodology on the weekly movements of equity indices in Argentina, Brazil, Chile, Colombia, Mexico and Peru over the early years of the twenty first century in the WTO and NAFTA era. To test for th...
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