Bibliografías temáticas / Stock markets

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Literatura académica sobre el tema "Stock markets"

Autor: Grafiati
Publicado: 4 de junio de 2021
Última modificación: 25 de julio de 2025

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Artículos de revistas sobre el tema "Stock markets"

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Robiyanto, Robiyanto. "Indonesian Stock Market’s Dynamic Integration with Asian Stock Markets and World Stock Markets." Jurnal Pengurusan 52 (2018): 181–92. http://dx.doi.org/10.17576/pengurusan-2018-52-15.

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Kirkulak Uludag, Berna, and Muzammil Khurshid. "Volatility spillover from the Chinese stock market to E7 and G7 stock markets." Journal of Economic Studies 46, no. 1 (2019): 90–105. http://dx.doi.org/10.1108/jes-01-2017-0014.

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PurposeThe purpose of this paper is to examine volatility spillover from the Chinese stock market to E7 and G7 stock markets. Using the estimated results, the authors also analyze the optimal weights and optimal hedge ratios for the portfolios including stocks from E7 and G7 countries.Design/methodology/approachThe authors employed generalized vector autoregressive-generalized autoregressive conditional heteroskedasticity approach, developed by Ling and McAleer (2003), in order to analyze daily data on the national stock indices. Considering the late establishment of some E7 stock markets, the
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Shkolnyk, Inna, Serhiy Frolov, Volodymyr Orlov, Viktoriia Dziuba, and Yevgen Balatskyi. "Influence of world stock markets on the development of the stock market in Ukraine." Investment Management and Financial Innovations 18, no. 4 (2021): 223–40. http://dx.doi.org/10.21511/imfi.18(4).2021.20.

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Viewing the development of the stock market in Ukraine, the economy, which world financial organizations characterize as small and open, is largely determined by the trends formed by the global stock markets and leading stock exchanges. Therefore, the study aims to analyze Ukraine’s stock market, the world stock market, stock markets in the regions, and to assess their mutual influence. The study uses the data of the World Federation of Exchanges and National Securities and Stock Market Commission (Ukraine) from 2015 to 2020. Stock market performance forecasts are built using triple exponentia
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Alloul, Fouzia, and El Mehdi Ferrouhi. "The effect of weather on stock market returns: Evidence from African stock markets." Investment Management and Financial Innovations 21, no. 4 (2024): 49–68. http://dx.doi.org/10.21511/imfi.21(4).2024.05.

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Increasing market volatility and the profound impacts of climate change require a comprehensive understanding of how weather affects stock market performance. This paper aims to investigate the effect of eight weather conditions (clear sky, precipitation, pressure, temperature, relative humidity, specific humidity, wind direction, and wind speed) on the returns of major African stock markets (Botswana, Cote d’Ivoire, Kenya, Mauritius, Morocco, Namibia, Nigeria, Rwanda, South Africa, Tanzania, Tunisia, Uganda and Zambia) over the period from January 2, 1998 to December 30, 2023. Using daily dat
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Chang, Ruiqian. "Financial Technology: China’s Stock Markets vs U.S. Stock Markets." E3S Web of Conferences 275 (2021): 01006. http://dx.doi.org/10.1051/e3sconf/202127501006.

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This paper provides a detailed analysis of the difference between the Chinese stock market and the U.S. stock market under the development of financial technology. In conclusion, we find that the Chinese stock market is more dominated by retail investors, but the United States owns more stocks, mostly held by institutional investors, and has a better financial mindset. The behavior of investors in the Chinese stock market is mainly the excessive speculation of investors in the Chinese market. This is one of the reasons for the many fluctuations in the Chinese stock market. Due to the speculati
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Truong, Loc Dong, H. Swint Friday, and Tran My Ngo. "Market Reaction to Delisting Announcements in Frontier Markets: Evidence from the Vietnam Stock Market." Risks 11, no. 11 (2023): 201. http://dx.doi.org/10.3390/risks11110201.

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This paper aims to measure the effects of delisting on stock returns for the Vietnam stock market. This study employs a sample of 118 stocks that were compulsorily delisted from the market between January 2011 and December 2021. Using an event study methodology, the empirical findings confirm that the delisting has negative effects on stock returns in the Vietnam stock market. Specifically, results derived from tests show that the average abnormal return of delisted stocks continuously declines during three trading days following the announcement of delisting. Moreover, it is found that the di
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Seifoddini, Jalal, Fraydoon Rahnamay Roodposhti, and Elahe Kamali. "Gold-Stock Market Relationship: Emerging Markets versus Developed Markets." EMAJ: Emerging Markets Journal 7, no. 1 (2017): 17–24. http://dx.doi.org/10.5195/emaj.2017.126.

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We perform a comparative study on the gold-stock market relationship in U.S. stock market as a developed market and in Iran stock market as an emerging market. By considering appropriate variables for emerging markets and by providing a more proper methodology, we improve earlier studies. According to our findings, the relationship between stock market returns and gold price returns does not follow any specific regimes and that this relationship changes in short and long term returns. It is necessary to mention that in the present research, we did not consider this relationship in major struct
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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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Masoub, Najeb. "Stock Markets." International Journal of Finance & Banking Studies (2147-4486) 2, no. 4 (2013): 13–29. http://dx.doi.org/10.20525/ijfbs.v2i4.160.

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The stock market is a common feature of a current economy and it is reputed to achieve some necessary functions, which promote the growth and development of the economy. To achieve this objective, the endogenous growth literature and research, and recent theoretical studies have tried to provide a link between the literature of endogenous growth theory and financial markets. Providing evidence of stock market development will assist policy makers in designing reforms that do indeed promote the growth rate, enhancing stock market development as economic growth through to the banking system of f
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Yaya, OlaOluwa, Olayinka Adenikinju, and Hammed A. Olayinka. "African stock markets’ connectedness: Quantile VAR approach." Modern Finance 2, no. 1 (2024): 51–68. http://dx.doi.org/10.61351/mf.v2i1.70.

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The present paper investigates African stock markets’ linkages by considering stocks in the continent’s largest economies, specifically Egypt, Kenya, Morocco, Nigeria, South Africa, and Tunisia. Using a dataset that spanned November 25, 2008, to September 18, 2023, the quantile connectedness approach of Chatziantoniou et al. (2021) is employed, and the results unfold these interesting dynamics of African market connectivity: (i) In the bearish market phase, South African stock dominated the entire network, transmitting shocks to the remaining stocks, while Moroccan and Kenyan stocks played sim
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Tesis sobre el tema "Stock markets"

1

Wongbangpo, Praphan. "Dynamic analysis on ASEAN stock markets." access full-text online access from Digital dissertation consortium, 2000. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?9982126.

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Kwan, Wai-ching Josephine. "Trend models for price movements in financial markets /." [Hong Kong] : University of Hong Kong, 1994. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13841397.

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Wan, Hakman Alberick. "On the agent market model of stock markets." Thesis, University of Sunderland, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.288016.

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Zhang, Qingjing. "Liquidity in stock markets." Thesis, Durham University, 2014. http://etheses.dur.ac.uk/10926/.

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This thesis uses liquidity to examine some stock market phenomena. It begins by researching the role of liquidity in explaining the “disappearing dividend puzzle” across several financial markets. Then, it examines the cash/stock dividend payouts and their determinants in China. Finally, this paper investigates the interplay among illiquidity, variance risk premium and stock market returns. The research studies the disappearing dividend puzzle with a large sample of firms representing eighteen countries over the sample period from 1989 to 2011. Our investigation finds that risk is an important
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Söderberg, Jonas. "Essays on the Scandinavian stock markets /." Växjö : Växjö University Press, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-2449.

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Carmo, João Pedro Rodrigues do. "Modeling stock markets through the reconstruction of market processes." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/15048.

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Mestrado em Economia<br>Existem duas maneira possíveis de interpretar a aparente natureza estocástica dos mercados financeiros: a Hipótese do mercado eficiente (HME) e um conjunto de factos estilizados que conduzem o comportamento dos mercados. Apresentamos evidência para alguns dos factos estilizados como a existência de um fenómeno de memória na volatilidade dos preços a curto prazo, um comportamento em lei de potência e dependências não lineares nos retornos. Considerando isto, construímos um modelo do mercado através de cadeias de Markov. Em seguida, desenvolvemos um algoritmo que pode se
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Zebedee, Allan A. "The flow of information in financial markets : a market microstructure examination /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2001. http://wwwlib.umi.com/cr/ucsd/fullcit?p3026388.

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Dong, Wei, and 董炜. "Two essays on stock markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hub.hku.hk/bib/B50662211.

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 This thesis contains two pieces of empirical study on market efficiency. The first essay tests the semi-strong form of market efficiency in the U.S. We use sell-side analyst target prices as publically available information and test the performance of a mean-variance optimized portfolio which is based on the Treynor and Black model. We focus on constituents of S&P 500 index as our sample universe. During the period of beck-testing from 2004 to 2010, we find that the dynamically rebalanced portfolio beats the market in 6 out of 7 years and that the strategy generates significant risk-adjuste
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Andersson, Maria. "Social influence in stock markets." Gothenburg : Department of Psychology, University of Gothenburg, 2009. http://gupea.ub.gu.se/dspace/handle/2077/20506.

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Singh, Vikkram. "Financial Integration: Pervasiveness, Effect of Culture and Impact on Policy Effectiveness." Thesis, Griffith University, 2017. http://hdl.handle.net/10072/373044.

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The studies in this thesis examine financial integration: its extent across regions and market cycles, how culture affects it and how the levels of market linkages impact the effectiveness of policy decisions during periods of market crisis. This investigation is undertaken in four separate but interrelated studies. The first study (Chapter 3) uses a novel approach, partial correlations within a complex network framework, to examine the degree of globalization and regionalization of stock market linkages and how these linkages vary across different economic or market cycles. The results show t
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Libros sobre el tema "Stock markets"

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Drobetz, Wolfgang. Global Stock Markets. Deutscher Universitätsverlag, 2000. http://dx.doi.org/10.1007/978-3-663-08529-4.

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Ahmed, Ayaz. Stock market interlinkages in emerging markets. Pakistan Institute of Development Economics, 1998.

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International Finance Corporation. Capital Markets Department., ed. Emerging stock markets factbook. World Bank, 1992.

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Corporation, International Finance, ed. Emerging stock markets factbook. International Finance Corporation, 1995.

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International Finance Corporation. Capital Markets Department and World Bank, eds. Emerging stock markets, factbook. International Finance Corporation, 1986.

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Alagidede, Paul. Stock return dynamics in Africa's emerging stock markets. Nova Science Publishers, 2010.

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Singh, Ajit. The stock-market and economic development: Should developing countries encourage stock-markets? United Nations Conference on Trade and Development, 1992.

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Jess, Lederman, and Park Keith K. H, eds. The Global equity markets. Probus Pub. Co., 1990.

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ltd, Reuters, ed. An introduction to equity markets. Wiley (Asia), 1999.

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Kurakin, Roman. Stock markets in African States. INFRA-M Academic Publishing LLC., 2018. http://dx.doi.org/10.12737/monography_5acf852e0ac927.73879824.

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Capítulos de libros sobre el tema "Stock markets"

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Poncet, Patrice, and Roland Portait. "Stocks, Stock Markets, and Stock Indices." In Springer Texts in Business and Economics. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-84600-8_8.

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Armstrong-Taylor, Paul. "Stock Markets." In Debt and Distortion. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-137-53401-9_9.

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Orr, Bill. "Stock Markets." In The Global Economy in the 90s. Palgrave Macmillan UK, 1992. http://dx.doi.org/10.1007/978-1-349-13009-2_11.

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Geisst, Charles R. "Stock Markets." In A Guide to the Financial Markets. Macmillan Education UK, 1989. http://dx.doi.org/10.1007/978-1-349-20348-2_2.

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Drobetz, Wolfgang. "Introduction." In Global Stock Markets. Deutscher Universitätsverlag, 2000. http://dx.doi.org/10.1007/978-3-663-08529-4_1.

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Drobetz, Wolfgang. "Theory of asset pricing." In Global Stock Markets. Deutscher Universitätsverlag, 2000. http://dx.doi.org/10.1007/978-3-663-08529-4_2.

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Drobetz, Wolfgang. "Theory of international asset pricing." In Global Stock Markets. Deutscher Universitätsverlag, 2000. http://dx.doi.org/10.1007/978-3-663-08529-4_3.

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Drobetz, Wolfgang. "Time varying expected returns and the business cycle on international stock markets." In Global Stock Markets. Deutscher Universitätsverlag, 2000. http://dx.doi.org/10.1007/978-3-663-08529-4_4.

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Drobetz, Wolfgang. "Testing a conditional version of the consumption-based asset pricing model." In Global Stock Markets. Deutscher Universitätsverlag, 2000. http://dx.doi.org/10.1007/978-3-663-08529-4_5.

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Drobetz, Wolfgang. "Volatility bounds for stochastic discount factors on global financial markets." In Global Stock Markets. Deutscher Universitätsverlag, 2000. http://dx.doi.org/10.1007/978-3-663-08529-4_6.

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Actas de conferencias sobre el tema "Stock markets"

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Rambabu, Undabatla, Konda Lakshma Reddy, Varalakshmi Saikam, Suresh Talamala, and Sk Zareena Begum. "Comparative Cointegration of Stock Markets: Focus on NYSE, NSE And Shanghai Stock Exchange." In 2024 International Conference on Intelligent Computing and Sustainable Innovations in Technology (IC-SIT). IEEE, 2024. https://doi.org/10.1109/ic-sit63503.2024.10862267.

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S, Deepan, Pingili Snehithapal Reddy, Muluka Vyshnevy, Kacham Tejasri, Bollikonda Akshaya, and Parne Nikhil. "Prediction and Analysis of Stock Markets Using ARIMA Models." In 2024 3rd International Conference on Computational Modelling, Simulation and Optimization (ICCMSO). IEEE, 2024. http://dx.doi.org/10.1109/iccmso61761.2024.00061.

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Kvietkauskienė, Alina, and Raimonda Martinkutė-Kaulienė. "Performance Evaluation of Stock Markets." In Contemporary Issues in Business, Management and Education. Vilnius Gediminas Technical University, 2017. http://dx.doi.org/10.3846/cbme.2017.071.

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The authors concentrate their attention on the performance evaluation of stock markets. The markets evaluation and selection is the important part of investment decision making. In order to develop a conceptual framework for investment decisions in financial markets, it is important to establish a logical model for market selection. The main purpose of the article – to propose the scheme of stock market evaluation and selection for investment portfolio formation. The authors propose the scheme, according to that, it is possible to analyse the issue of the market value and to select markets tha
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Tasevska, Ivona. "EMPIRICAL RESEARCH ON THE INFORMATION EFFICIENCY OF THE MACEDONIAN STOCK EXCHANGE." In Economic and Business Trends Shaping the Future. Ss Cyril and Methodius University, Faculty of Economics-Skopje, 2022. http://dx.doi.org/10.47063/ebtsf.2022.0027.

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One of the basic hypotheses in modern finance that defines financial markets is the Efficient Market Hypothesis. The existence of information efficient markets, where all information is incorporated in the price of financial instruments is the basis of rational economic theory. There may be an upward or downward trend in the financial markets, but after the inclusion of new information in the financial instruments, they would stabilize until the next new information. In addition to the definition of efficient markets, the hypothesis of random walk has a significant application, which explains
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Balaji, Ch, B. Pavan Vara Prasad, and T. Harshitha. "A comparative analysis of Indian stock market with international stock markets." In CONTEMPORARY INNOVATIONS IN ENGINEERING AND MANAGEMENT. AIP Publishing, 2023. http://dx.doi.org/10.1063/5.0158538.

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Samarawickrama, I. D. W., and A. Pallegedara. "A Long-Term Relationship Between Sri Lankan Stock Market and Global Stock Markets: A Time Series Analysis." In SLIIT International Conference on Advancements in Sciences and Humanities 2023. Faculty of Humanities and Sciences, SLIIT, 2023. http://dx.doi.org/10.54389/avnd4327.

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A stock market plays a vital role in the capital generation of a nation. With increased financial integration, factoring the regional and international dynamics shared in stock markets assist investors in portfolio diversification decisions and assist policy makers in implementing appropriate policies during a turmoil period. Thus, the study intended to identify the dynamic relations of the Colombo Stock Exchange (CSE) with other prominent global markets to provide insights in making appropriate investment and policy decisions. The study analysed the daily returns of All Share Price Index (ASP
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Horng, Wann-Jyi, Liu-Hsiang Hsu, and Hui-Hsin Hsu. "An Influence of U.S. and U.K. Stock Market Returns for Two Stock Markets: An Evidence Case by Singapore and Japan's Stock Markets." In 2010 International Conference on Management and Service Science (MASS 2010). IEEE, 2010. http://dx.doi.org/10.1109/icmss.2010.5578218.

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Yuksel, Sadettin Aydin, Asli Yuksel, and Riza Demirer. "THE U.S. TERM STRUCTURE AND STOCK MARKET VOLATILITY: EVIDENCE FROM EMERGING STOCK MARKETS." In 48th International Academic Conference, Copenhagen. International Institute of Social and Economic Sciences, 2019. http://dx.doi.org/10.20472/iac.2019.048.060.

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Devi, M. Uma, P. Akilandeswari, and M. Eliazer. "Stock Market Ontology-Based Knowledge Management for Forecasting Stock Trading." In International Research Conference on IOT, Cloud and Data Science. Trans Tech Publications Ltd, 2023. http://dx.doi.org/10.4028/p-02laqd.

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Today’s markets are rather matured and arbitrage opportunities remain for a very short time. The main objective of the paper is to devise a stock market ontology-based novel trading strategy employing machine learning to obtain maximum stock return with the highest stock ratio. The paper aims to create a dynamic portfolio to obtain high returns. In this work, the impact of the applied machine learning techniques on the Chinese market was studied. The problem of investing a particular total amount in a large universe of stocks is considered. The Chinese stocks traded on Shanghai Stock Exchange
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Silva, Natacha, Maria José Palma Lampreia Dos Santos, and Nuno Baptista. "The impact of COVID-19 pandemic on South Asian Stock Markets." In 14th International Conference on Applied Human Factors and Ergonomics (AHFE 2023). AHFE International, 2023. http://dx.doi.org/10.54941/ahfe1003902.

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The main aim of this paper is to analyze the impact of the pandemic COVID-19 on the efficiency of capital markets in countries of South Asia, namely, the market efficiency of these stock markets in the pre and post-COVID-19 global wave. The methods include quantitative research and time series analysis. Information and data were collected from the stock indices of Pakistan (KSE), India (BSE), Bangladesh (DSE) and Sri Lanka (CSE) for the period from August 2018 to July 2021. The results confirm that all capital markets are efficient before the global outbreak. In a meanwhile, after the pandemic
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Informes sobre el tema "Stock markets"

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Goetzmann, William, and Philippe Jorion. A Century of Global Stock Markets. National Bureau of Economic Research, 1997. http://dx.doi.org/10.3386/w5901.

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Jorion, Philippe, and William N. Goetzmann. A Century of Global Stock Markets. National Bureau of Economic Research, 2000. http://dx.doi.org/10.3386/w7565.

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Chousakos, Kyriakos, Gary Gorton, and Guillermo Ordoñez. The Macroprudential Role of Stock Markets. National Bureau of Economic Research, 2020. http://dx.doi.org/10.3386/w27113.

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King, Mervyn, and Sushil Wadhwani. Transmission of Volatility Between Stock Markets. National Bureau of Economic Research, 1989. http://dx.doi.org/10.3386/w2910.

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Chari, Anusha, Paige Ouimet, and Linda Tesar. Acquiring Control in Emerging Markets: Evidence from the Stock Market. National Bureau of Economic Research, 2004. http://dx.doi.org/10.3386/w10872.

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Beck, Thorsten, and Ross Levine. Stock Markets, Banks, and Growth: Panel Evidence. National Bureau of Economic Research, 2002. http://dx.doi.org/10.3386/w9082.

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King, Mervyn, Enrique Sentana, and Sushil Wadhwani. Volatiltiy and Links Between National Stock Markets. National Bureau of Economic Research, 1990. http://dx.doi.org/10.3386/w3357.

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Lo, Andrew, and A. Craig MacKinlay. Maximizing Predictability in the Stock and Bond Markets. National Bureau of Economic Research, 1995. http://dx.doi.org/10.3386/w5027.

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Beber, Alessandro, and Michael Brandt. Resolving Macroeconomic Uncertainty in Stock and Bond Markets. National Bureau of Economic Research, 2006. http://dx.doi.org/10.3386/w12270.

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Caballero, Ricardo, and Alp Simsek. Central Banks, Stock Markets, and the Real Economy. National Bureau of Economic Research, 2024. http://dx.doi.org/10.3386/w32053.

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