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Journal articles on the topic 'Nordic Stock markets'

Author: Grafiati

Published: 25 June 2021

Last updated: 29 July 2025

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1

Mamcarz, Katarzyna. "Gold market and selected Nordic stock markets: Granger causality." Ekonomia i Prawo 21, no. 2 (2022): 463–87. http://dx.doi.org/10.12775/eip.2022.026.

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Motivation: The turbulence in financial markets, especially stocks, makes investors seek safer ways of capital allocation. Gold exhibiting a low or negative correlation with stocks can constitute an alternative form of investment for them. The price volatility of aforementioned assets has impact on investors’ decisions. That is why the assessment of interrelations between stock and gold returns is important. The direction of causality between the analysed variables is reflected by the fact that investors tend to transfer their funds from gold markets to more profitable markets, or return to go

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2

Norvaišienė, Rasa, and Jurgita Stankevičienė. "The Month Effect in the Baltic and Nordic Stock Markets at Market-Level and Sector-Level." Engineering Economics 33, no. 5 (2022): 473–85. http://dx.doi.org/10.5755/j01.ee.33.5.28183.

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The purpose of this study is to analyze and compare the trends in the expression of the month effect in the Nasdaq Baltic and Nasdaq Nordic stock markets, as well as to examine whether the seasonal stock price fluctuations occur in all industrial sectors of these markets or are specific to certain sectors only. The OMX Baltic Benchmark, OMX Baltic, and OMX Nordic 40 indexes, which reflect the situation in the Baltic and Nordic stock markets, were used in the study to assess seasonality at the market level. To assess the seasonality in separate sectors of the Baltic and Nordic markets, we used

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3

Dengjun, Zhang. "Interdependence between Nordic stock markets and financial cooperation." Review of Accounting and Finance 14, no. 2 (2015): 172–88. http://dx.doi.org/10.1108/raf-03-2013-0036.

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Purpose – This study aims to link the financial cooperation in the Nordic region and the interdependence between the stock markets in this area. The main emphasis is placed on the evolution of this interdependence as the financial integration was proceeding. Design/methodology/approach – Johansen’s cointegration technique and the exponential generalized autoregressive conditionally heteroskedastic model are applied to test the long-run and short-run interdependences, respectively, among Nordic stock markets. In particular, the recursive estimation approach is used to reveal the evolution of th

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4

Nielsson, Ulf. "Interdependence of Nordic and Baltic Stock Markets." Baltic Journal of Economics 6, no. 2 (2007): 9–27. http://dx.doi.org/10.1080/1406099x.2007.10840434.

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5

Pilvere-Javorska, Aija, and Irina Pilvere. "European Nordic Countries Stock Market Listed Companies’: Factor and Cluster Analysis Approach." Emerging Science Journal 4, no. 6 (2020): 443–53. http://dx.doi.org/10.28991/esj-2020-01244.

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Public financial markets are crucial in the access to the funding and as a platform for investments to the investors in today’s world. Nordic European Union countries such as Sweden, Finland and Denmark are considered to have advanced and well-developed stock markets, while neighboring three Baltic States have rather small stock market. Backbone of the stock market are there listed companies. In this analysis authors attempt to analyze 510 Nordic countries listed companies’ absolute value indicators using factor and cluster analysis and to compare results with similar analysis of the Baltic St

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6

Mathur, Ike, and Vijaya Subrahmanyam. "Interdependencies among the Nordic and U.S. Stock Markets." Scandinavian Journal of Economics 92, no. 4 (1990): 587. http://dx.doi.org/10.2307/3440394.

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7

Zhang, Dengjun, and Frank Asche. "The oil price shocks and Nordic stock markets." International Journal of Trade and Global Markets 7, no. 4 (2014): 300. http://dx.doi.org/10.1504/ijtgm.2014.067260.

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8

Haavisto, Tarmo, Björn Hansson, and Bjorn Hansson. "Risk Reduction by Diversification in the Nordic Stock Markets." Scandinavian Journal of Economics 94, no. 4 (1992): 581. http://dx.doi.org/10.2307/3440370.

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9

Liljeblom, Eva, Sabur Mollah, and Patrik Rotter. "Do dividends signal future earnings in the Nordic stock markets?" Review of Quantitative Finance and Accounting 44, no. 3 (2013): 493–511. http://dx.doi.org/10.1007/s11156-013-0415-3.

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10

Antell, Jan, and Mika Vaihekoski. "Pricing Currency Risk in Two Interlinked Stock Markets." Applied Finance Letters 1, no. 1 (2016): 16. http://dx.doi.org/10.24135/afl.v1i1.2.

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We investigate the role of currency risk on stock markets in two interlinked Nordic countries exhibiting a gradual move from fixed to floating exchange rate regime. Tests are conducted for a conditional asset pricing model using the Ding and Engle (2001) specification which allows estimation of multivariate GARCH-in mean models. Using a sample period from 1970 to 2009, we find that the currency risk is priced in both stock markets, and that the price and the risk premium are lower after the flotation of the currencies. We also find some evidence of crosscountry exchange rate effects. Our model

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11

Butt, Hilal Anwar, and Nader Shahzad Virk. "Liquidity and Asset prices: An Empirical Investigation of the Nordic Stock Markets." European Financial Management 21, no. 4 (2015): 672–705. http://dx.doi.org/10.1111/eufm.12041.

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12

Xie, Wenjing, João Paulo Vieito, Ephraim Clark, and Wing-Keung Wong. "Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX." Sustainability 12, no. 20 (2020): 8581. http://dx.doi.org/10.3390/su12208581.

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This study investigates whether the merger of NASDAQ and OMX could reduce the portfolio diversification possibilities for stock market investors and whether it is necessary to implement national policies and international treaties for the sustainable development of financial markets. Our study is very important because some players in the stock markets have not yet realized that stock exchanges, during the last decades, have moved from government-owned or mutually-owned organizations to private companies, and, with several mergers having occurred, the market is tending gradually to behave like

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13

Aleknevičienė, Vilija, and Raimonda Vilutytė. "Short-term stock market reaction to the announcement of green bond issue: evidence from Nordic countries." Green Finance 6, no. 4 (2024): 728–44. https://doi.org/10.3934/gf.2024028.

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<p>Green bond issues and markets are growing rapidly worldwide every year. Green bonds are used for financing environmentally friendly projects. Their issue is an important event in a company, with a huge impact not only on the protection of the environment but also on the management practice and financial performance of the company. This event is a signal to a stock market that is interpreted by shareholders differently: positively for eco-friendly investors and negatively for traditional investors, as it increases additional capital expenditures and financial risk. This paper aims to a

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14

Byström, Hans N. E. "Orthogonal GARCH and covariance matrix forecasting: The Nordic stock markets during the Asian financial crisis 1997–1998." European Journal of Finance 10, no. 1 (2004): 44–67. http://dx.doi.org/10.1080/1351847032000061379.

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15

Stawarz, Marcin. "Analysis of global stock market development—Integration of clustering, classification, and shapley values." PLOS One 20, no. 6 (2025): e0326809. https://doi.org/10.1371/journal.pone.0326809.

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This study aims to analyze the development of global stock exchanges by integrating clustering, classification, and Shapley Values to identify growth patterns and understand the differences in market characteristics and dynamics. The research applies the K-means algorithm for clustering, which enables the segmentation of exchanges based on their similarities. This is followed by using the random forest algorithm to classify these clusters and evaluate the importance of various features. Shapley Values are employed to interpret the contribution of individual variables to the model’s predictions

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16

Kuns, Brian, Oane Visser, and Anders Wästfelt. "The stock market and the steppe: The challenges faced by stock-market financed, Nordic farming ventures in Russia and Ukraine." Journal of Rural Studies 45 (June 2016): 199–217. http://dx.doi.org/10.1016/j.jrurstud.2016.03.009.

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17

Abdulla Al Shiam, Sarder, Mohammad Ridwan, Md Mahdi Hasan, et al. "Analyzing the Nexus between AI Innovation and Ecological Footprint in Nordic Region: Impact of Banking Development and Stock Market Capitalization using Panel ARDL method." Journal of Environmental Science and Economics 3, no. 3 (2024): 41–68. http://dx.doi.org/10.56556/jescae.v3i3.973.

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This study investigates the impact of Artificial Intelligence (AI) innovation on the ecological footprint in the Nordic region from 1990 to 2020, alongside the effects of banking development, stock market capitalization, economic growth, and urbanization. Utilizing the STIRPAT model, the study incorporates cross-sectional dependence and slope homogeneity tests, revealing issues of heterogeneity and cross-sectional dependence. The analysis employs both first and second-generation panel unit root tests, confirming that the variables are free from unit root problems. Panel cointegration tests dem

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18

Kay, S. D., F. Genovese, A. S. Siebuhr, M. Karsdal, A. Voss, and P. Junker. "THU0272 BASEMENT MEMBRANE SEROLOGICAL MARKERS OF COLLAGEN TYPE IV AND LAMININ REMODELING ARE DIFFERENTIALLY EXPRESSED IN SLE." Annals of the Rheumatic Diseases 79, Suppl 1 (2020): 362.2–363. http://dx.doi.org/10.1136/annrheumdis-2020-eular.6473.

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Background:Collagen type IV and laminin are the main constituents of basement membranes (BMs). Epitopes on these molecules are targeted in various autoimmune diseases, systemic lupus erythematosus (SLE) in particular. Accelerated large vessel disease is a well-recognized cause of premature cardiovascular morbidity and mortality in SLE. Novel tools for quantification of soluble MMP-derived fragments of collagen type IV (C4M) and laminin (LG1M) have emerged as promising biomarkers for BM remodeling in atherosclerosis.Objectives:To study serum levels of collagen type IV and laminin metabolites in

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19

Spasevska, Ivana, Ankush Sharma, Chloe B. Steen, et al. "Diversity of Intratumoral Regulatory T Cells in Non-Hodgkin Lymphoma." Blood 138, Supplement 1 (2021): 3519. http://dx.doi.org/10.1182/blood-2021-152801.

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Abstract Introduction: Regulatory T cells (Tregs), a highly immunosuppressive subset of CD4 + T cells, represent a key challenge in the tumor microenvironment by limiting potent antitumor immune responses. While high densities of tumor-infiltrating Tregs are associated with poor prognosis in patients with various types of solid cancers, their prognostic impact in B-cell non-Hodgkin lymphoma (NHL) remains unclear. Emerging studies suggest substantial heterogeneity in the phenotype and suppressive capacities of Tregs, emphasizing the importance of understanding Treg diversity and the need for ad

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20

Yuyun, Nsairun Léonard. "STRATEGIES D’ACCOMPAGNEMENTS ET REDUCTION DU TAUX D'INSECURITE ALIMENTAIRE CHEZ LES POPULATIONS DEPLACEES VICTIMES DES CONFLITS ARMES DANS L’ARRONDISSEMENT DE MORA, L'EXTREME NORD - CAMEROUN." American Journal of Social Science and Education Innovations 07, no. 02 (2025): 111–19. https://doi.org/10.37547/tajssei/volume07issue02-11.

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In recent decades, the increase in average or serious food insecurity has been the most marked particularly in sub -Saharan Africa. Food security in tropical Africa is vulnerable and above all threatened by many factors in this case natural disasters linked to the climate, such as floods and droughts, and those humans relating to the predatory activities of non -state armed groups (Game). All these disasters generate hunger, in particular by provoking the movements of populations (including farmers, traders, craftsmen ...) who bring the community into poverty. This prevents agricultural produc

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21

Bachanova, Veronika, Constantine S. Tam, Peter Borchmann, et al. "Impact of Tisagenlecleucel Chimeric Antigen Receptor (CAR)-T Cell Therapy Product Attributes on Clinical Outcomes in Adults with Relapsed or Refractory Diffuse Large B-Cell Lymphoma (r/r DLBCL)." Blood 134, Supplement_1 (2019): 242. http://dx.doi.org/10.1182/blood-2019-128302.

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Background: In the phase 2 JULIET trial, tisagenlecleucel, an anti-CD19 CAR-T cell therapy, demonstrated durable responses and manageable safety in adult patients (pts) with r/r DLBCL. Here, we examine the impact of key product cellular attributes of tisagenlecleucel on clinical outcomes. Methods: JULIET is a single-arm, global, phase 2 trial of tisagenlecleucel in adult pts with r/r DLBCL. Samples from 115 tisagenlecleucel individual products were examined at the end of manufacturing at the batch release testing for various product attributes (Table). Additional detailed immunophenotyping for

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22

Westin, Jason R., Constantine S. Tam, Peter Borchmann, et al. "Correlative Analyses of Patient and Clinical Characteristics Associated with Efficacy in Tisagenlecleucel-Treated Relapsed/Refractory Diffuse Large B-Cell Lymphoma Patients in the Juliet Trial." Blood 134, Supplement_1 (2019): 4103. http://dx.doi.org/10.1182/blood-2019-129107.

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Background: Tisagenlecleucel, an anti-CD19 chimeric antigen receptor (CAR)-T cell therapy, has demonstrated durable responses and a manageable safety profile in adult patients (pts) with relapsed/refractory diffuse large B-cell lymphoma (r/r DLBCL). We report the correlation of pre- and post-infusion factors and biomarkers with efficacy in tisagenlecleucel-treated pts with r/r DLBCL. Methods: Results from JULIET, a global, single-arm, pivotal, phase 2 trial of tisagenlecleucel in adult pts with r/r DLBCL, were analyzed to identify baseline disease and pt characteristics and serum biomarkers th

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23

Liljeblom, Eva, Sabur Mollah, and Patrik Rotter. "Do Dividends Signal Future Earnings in the Nordic Stock Markets?" SSRN Electronic Journal, 2012. http://dx.doi.org/10.2139/ssrn.2178925.

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24

Mishra, Amritkant, and Ajit Kumar Dash. "Return volatility of Asian stock exchanges; a GARCH DCC analysis with reference of Bitcoin and global crude oil price movement." Journal of Chinese Economic and Foreign Trade Studies, May 31, 2024. http://dx.doi.org/10.1108/jcefts-01-2024-0009.

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Purpose This study aims to investigate the conditional volatility of the Asian stock market concerning Bitcoin and global crude oil price movement. Design/methodology/approach This study uses the newest Dynamic Conditional Correlation (DCC)-Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model to examine the conditional volatility of the stock market for Bitcoin and crude oil prices in the Asian perspective. The sample stock market includes Chinese, Indian, Japanese, Malaysian, Pakistani, Singaporean, South Korean and Turkish stock exchanges, with daily time series data rangi

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25

Lobão, Júlio, Luís Pacheco, and Daniel Carvalho. "Exploring the Nordic numbers: an analysis of price clustering in Scandinavian stocks." Review of Behavioral Finance, July 19, 2024. http://dx.doi.org/10.1108/rbf-01-2024-0007.

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PurposeThis paper investigates share price clustering and its determinants across Nasdaq Stockholm, Copenhagen, Helsinki, and Iceland.Design/methodology/approachThis paper investigates share price clustering and its determinants across Nasdaq Stockholm, Copenhagen, Helsinki, and Iceland. Univariate analysis confirms widespread clustering, notably favouring closing prices ending in zero. Multivariate analysis explores the impact of firm size, price level, volatility, and turnover on clustering.FindingsUnivariate analysis confirms widespread clustering, notably favouring closing prices ending in

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26

Siikanen, Milla, Juho Kanniainen, and Jaakko Valli. "Liquidity Effects of Earnings Announcements in Stock Limit Order Markets: Empirical Evidence from NASDAQ Nordic." SSRN Electronic Journal, 2015. http://dx.doi.org/10.2139/ssrn.2547461.

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27

Owusu Junior, Peterson, and Ngo Thai Hung. "Asymmetric information flow to G7 and Nordic equities markets during COVID-19 pandemic." Journal of Risk Finance, May 24, 2023. http://dx.doi.org/10.1108/jrf-06-2022-0129.

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PurposeThis paper investigates the probable differential impact of the confirmed cases of COVID-19 on the equities markets of G7 and Nordic countries to ascertain possible interdependencies, diversification and safe haven prospects in the era of the COVID-19 pandemic over the short-, intermediate- and long-term horizons.Design/methodology/approachThe authors apply a unique methodology in a denoised frequency-domain entropy paradigm to the selected equities markets (Li et al. 2020).FindingsThe authors’ findings reinforce the operability of the entrenched market dynamics in the COVID-19 pandemic

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28

Legenzova, Renata, Gintarė Leck&#, and Justė Juknevičiūtė. "Do Global Disruptive Events Induce Herding Behaviour during Upward and Downward Market Movements? The Evidence from Nordic and Baltic Stock Markets." Central European Business Review, July 25, 2024. http://dx.doi.org/10.18267/j.cebr.375.

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29

Dufitinema, Josephine, Seppo Pynnönen, and Tommi Sottinen. "Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets." Communications in Statistics - Simulation and Computation, May 30, 2020, 1–24. http://dx.doi.org/10.1080/03610918.2020.1764581.

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30

"TESTING WEAK FORM OF EFFICIENT MARKET HYPOTHESIS ON SOCIALLY RESPONSIBLE INDICES: COMPARATIVE STUDY BETWEEN DEVELOPED AND EMERGING MARKETS." International Journal of Accounting & Finance Review, December 8, 2022, 20–34. http://dx.doi.org/10.46281/ijafr.v13i1.1853.

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The study attempts to identify the presence of randomness in the socially responsible indices (SRI) of the stock markets of developed and emerging economies. 9 developed and 5 emerging economies were considered for the test of randomness on daily, weekly, monthly, quarterly and semiannual return of socially responsible and their benchmark indices. The Shapiro-Wilk test is used to test the data's normality, whereas the runs test and Augmented Dickey-Fuller test are used to find the randomness of the data. It has been observed that the market could be more efficient and random for all time durat

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31

Silvasti, Veikkopekka, Klaus Grobys, and Janne Äijö. "Is smart beta investing profitable? evidence from the Nordic stock market." Applied Economics, December 11, 2020, 1–14. http://dx.doi.org/10.1080/00036846.2020.1853669.

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32

Fjærvik, Thomas. "Crash risk in the Nordic Stock Market - a cross-sectional analysis." SSRN Electronic Journal, 2023. http://dx.doi.org/10.2139/ssrn.4431758.

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33

Lin, Xiang, and Martin Thomas Falk. "Nordic stock market performance of the travel and leisure industry during the first wave of Covid-19 pandemic." Tourism Economics, February 3, 2021, 135481662199093. http://dx.doi.org/10.1177/1354816621990937.

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This article investigates the performance of the stock market and its volatility in the travel and leisure industry for three Nordic countries using daily data from June 2018 to June 2020, a period that includes the first wave of Covid-19 pandemic. The methodology is based on the Markov regime switching model that allows unobservable regime shifts in the stock return relationship between the travel and leisure industry and the overall market in the period before the outbreak of Covid-19 crisis and during the recovery period at the end of the first wave. The results provide strong evidence of r

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34

MØLLER, ALEXANDRA, ANNEMIE S. BOJER, FEDERICA GENOVESE, et al. "1153-P: Association of Extracellular Matrix Remodeling Biomarkers with Complications of Type 2 Diabetes." Diabetes 71, Supplement_1 (2022). http://dx.doi.org/10.2337/db22-1153-p.

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Background: Persons with diabetes have a high risk of complications related to the micro- and macrovascular circulation. One of the pathological processes involved in these complications is the onset of abnormal extracellular matrix (ECM) remodeling in different organs, leading to fibrosis. The quantification of ECM remodeling may identify patients that are at higher risk for adverse outcomes. Method: We measured biomarkers of collagen type III (PRO-C3) and VI (PRO-C6) formation and MMP-mediated degradation of type I (C1M) , III (C3M) , and IV (C4M and Tumstatin; TUM) in serum from 267 persons

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35

Schwarz, Tino F., Shinn-Jang Hwang, Pedro P. Ylisastigui, et al. "96. A Candidate Respiratory Syncytial Virus (RSV) Prefusion F Protein Investigational Vaccine (RSVPreF3 OA) Is Immunogenic when Administered in Adults ≥ 60 Years of Age: Results at 6 Months after Vaccination." Open Forum Infectious Diseases 9, Supplement_2 (2022). http://dx.doi.org/10.1093/ofid/ofac492.174.

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Abstract Background RSV infections are frequent and can lead to respiratory complications in older adults (OA). However, there is no licensed RSV vaccine yet. Here we present immunogenicity results up to month (M) 6 after vaccination with the RSVPreF3 OA. Methods In this phase 3 multi-country ongoing study (NCT04732871), adults ≥ 60 years of age were randomized (3:1:1) to receive RSVPreF3 OA and to be followed up for 3 years. All participants received a dose of RSVPreF3 on day (D) 1. Humoral immune (HI) and cell-mediated immune (CMI) responses were measured in subsets of participants at pre-va

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36

Robinson, Jessica Yarin. "Fungible Citizenship." M/C Journal 25, no. 2 (2022). http://dx.doi.org/10.5204/mcj.2883.

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Social media companies like to claim the world. Mark Zuckerberg says Facebook is “building a global community”. Twitter promises to show you “what’s happening in the world right now”. Even Parler claims to be the “global town square”. Indeed, among the fungible aspects of digital culture is the promise of geographic fungibility—the interchangeability of location and national provenance. The taglines of social media platforms tap into the social imagination of the Internet erasing distance—Marshall McLuhan’s global village on a touch screen (see fig. 1). Fig. 1: Platform taglines: YouTube, Twit

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