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Articoli di riviste sul tema "Stock markets"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 25 luglio 2025

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1

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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2

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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3

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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4

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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5

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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6

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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7

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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8

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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9

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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10

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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11

Murekachiro, Dennis. "Stock Market Calendar Anomalies in Sub-Saharan Africa Stock Markets." International Journal of Research and Scientific Innovation XII, no. II (2025): 42–49. https://doi.org/10.51244/ijrsi.2025.12020005.

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With the use of appropriate tools and correct timing of the stock market, investors can predict the stock market and yield abnormal returns. One strategy can be based on the identification of calendar anomalies in a pursuit to increase returns and attain abnormal profits. The aim of this study was to find the presence of market inefficiency through identification of exploitable calendar anomalies (i.e. Day of the Week Effect, January Effect and Halloween Effect) in the S&P500 and ten African stock markets using a novel approach of generalized additive models (GAMs). The week effect and Jan

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12

Pandey, Dharen Kumar, Vineeta Kumari, and Varun Kumar Rai. "Pandemic effects on the Asian Emerging Markets and the Korean Stock Market." Indian Journal of Commerce 74, no. 1 & 2 (2021): 1–23. https://doi.org/10.5281/zenodo.5211097.

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With the daily log-returns of 17 indices and 48 stocks, we examine the global pandemic's impact on the Asian emerging markets, the Korean stock market, and the KOSPI50 constituent stocks. The study uses the standard event methodology and Spearman’s correlation. We also use the simple measure of volatility. Covid-19 had negative impacts on the Asian emerging markets except the Chinese and the Taiwanese market. The Korean stock indices, too, experienced significant negative abnormal returns. The individual stock's analysis shows that the&nbsp

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13

Shahzad, Syed Jawad Hussain, Memoona Kanwal, Tanveer Ahmed, and Mobeen Ur Rehman. "Relationship between developed, European and South Asian stock markets: a multivariate analysis." South Asian Journal of Global Business Research 5, no. 3 (2016): 385–402. http://dx.doi.org/10.1108/sajgbr-01-2015-0002.

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Purpose The assessment of interdependence between stock markets is an important aspect of international portfolio management. The purpose of this paper is to examine and highlight the diversification potential of South Asian stock markets vis-à-vis developed and European stock markets. Design/methodology/approach The developed stocks markets include USA and UK, and South Asian stock markets include India, Pakistan and Sri Lanka while DJ STOXX 600 index is used to represent the European stock markets. Monthly data are used to examine long-run relationship through ARDL bound testing approach and

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14

Bauman, W. Scott, C. Mitchell Conover, and Robert E. Miller. "The Performance of Growth Stocks and Value Stocks in the Pacific Basin." Review of Pacific Basin Financial Markets and Policies 04, no. 02 (2001): 95–108. http://dx.doi.org/10.1142/s0219091501000358.

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Many studies show that value stock strategies outperform growth stock strategies in U.S. markets and in international markets. However, the evidence is not clear as growth stocks have had higher returns in a few countries. Because the behavior of stock markets vary between different geographic regions, it is possible that the performance of these strategies may differ in the Pacific Rim region. We examine the performance of value stocks and growth stocks, defined on the basis of market price to book value per share, over the 10-year period 1986-1996, for six Pacific Rim countries. Based on ove

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15

Matek, Petar-Pierre, and Maša Galić. "The impact of designated market-makers on liquidity in frontier markets." Zbornik radova Ekonomskog fakulteta u Rijeci 42, no. 1 (2024): 95–121. http://dx.doi.org/10.18045/zbefri.2024.1.95.

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Many exchanges around the globe have implemented market-making schemes inan attempt to mitigate liquidity risk and enhance trading volume. This researchexamines the impact of designated market makers on stock liquidity in frontiermarkets, specifically measured by bid-ask spreads and trading turnover. Using adifference-in-differences analysis, we studied 19 stocks that introduced designatedmarket makers at the Zagreb Stock Exchange and Ljubljana Stock Exchangebetween May 2010 and January 2022. To the best of our knowledge, this is the firststudy investigating the impact of market makers in thes

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16

Shaik, Muneer, and S. Maheswaran. "Market Efficiency of ASEAN Stock Markets." Asian Economic and Financial Review 7, no. 2 (2017): 109–22. http://dx.doi.org/10.18488/journal.aefr/2017.7.2/102.2.109.122.

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Bernstein, Peter L. "Liquidity, Stock Markets, and Market Makers." Financial Management 16, no. 2 (1987): 54. http://dx.doi.org/10.2307/3666004.

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18

Nittayakamolphun, Pitipat, Thanchanok Bejrananda, and Panjamapon Pholkerd. "Asymmetric Effects of Uncertainty and Commodity Markets on Sustainable Stock in Seven Emerging Markets." Journal of Risk and Financial Management 17, no. 4 (2024): 155. http://dx.doi.org/10.3390/jrfm17040155.

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The increase in global economic policy uncertainty (EPU), volatility or stock market uncertainty (VIX), and geopolitical risk (GPR) has affected gold prices (GD), crude oil prices (WTI), and stock markets, which present challenges for investors. Sustainable stock investments in emerging markets may minimize and diversify investor risk. We applied the non-linear autoregressive distributed lag (NARDL) model to examine the effects of EPU, VIX, GPR, GD, and WTI on sustainable stocks in seven emerging markets (Thailand, Malaysia, Indonesia, Brazil, South Africa, Taiwan, and South Korea) from Januar

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19

Karaömer, Yunus. "Investigation of Fractal Market Hypothesis in Emerging Markets: Evidence from the MINT Stock Markets." Organizations and Markets in Emerging Economies 13, no. 2 (2022): 467–89. http://dx.doi.org/10.15388/omee.2022.13.89.

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This study aims to investigate the market efficiency of emerging stock markets, namely the Mexico, Indonesia, Nigeria, and Turkey (MINT) stock markets based on the Fractal Market Hypothesis. For this purpose, the ARFIMA and ARFIMA-FIGARCH type models are used to analyze the MINT stock return series. In this study, the dataset encompasses the daily frequency data of the MINT stock market indices from January 12, 2018, to January 12, 2022. The empirical findings show that long memory is reported for the MINT stock returns. The long memory in the returns implies that the MINT stock prices follow

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Setiawan, Budi, and Muhammad Hidayat. "PENGARUH PASAR MODAL NEGARA G-3 TERHADAP PASAR MODAL ASEAN-5." Jurnal Ilmiah Ekonomi Global Masa Kini 8, no. 3 (2018): 11–15. http://dx.doi.org/10.36982/jiegmk.v8i3.348.

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The stock marketÂ has captured the attention of many practitioners and scholars in the past decade. ItÂ has becomeÂ one of the most vital aspects of a modern market economy. The stock market providesÂ companiesÂ with access to capital and gives opportunity forÂ investors to have a slice of company ownership. The present paper investigates the impact of G-3 stock markets (US, Japan and Europe) to ASEAN-5 stock markets (Indonesia, Malaysia, Philippines, Thailand and Singapore). The data coverage is composed of daily closing stock index at G-3 stock markets and ASEAN-5 stock markets over the peri

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Sharma, Gunjan. "A STUDY ON PERFORMANCE OF STOCKS OF BLUE CHIP COMPANIES IN INDIA." BSSS Journal of Management 14, no. 1 (2023): 110–64. http://dx.doi.org/10.51767/jm1410.

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The main aims of this paper are to explain the discriminatory variables between the top 10 blue chip companies stocks in stock markets of the India. . Since there is relatively less empirical research on the stock selection in markets, with even less studies on the markets in the transition economies of India, this paper is designed to shed some light on the identification of blue chip stocks from Indian stock market. Results presented in this paper provide confirmatory evidence that the blue chip stocks from the selected stock markets of the Indian stock market can be identified by examining

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22

Al Nasser, Omar M., and Massomeh Hajilee. "Integration of emerging stock markets with global stock markets." Research in International Business and Finance 36 (January 2016): 1–12. http://dx.doi.org/10.1016/j.ribaf.2015.09.025.

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23

Yousaf, Imran, Shoaib Ali, and Wing-Keung Wong. "An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management." Journal of Risk and Financial Management 13, no. 10 (2020): 226. http://dx.doi.org/10.3390/jrfm13100226.

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This study employs the Vector Autoregressive-Generalized Autoregressive Conditional Heteroskedasticity (VAR-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging Asian stock markets during the full sample period, the US financial crisis, and the Chinese Stock market crash. We also calculate the optimal weights and hedge ratios for the stock portfolios. Our results reveal that both return and volatility transmissions vary across the pairs of stock markets and the financial crises. More specifically, return spillover w

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24

Manu, K. S., and Varsha L. Menda. "Dynamics of indian stock market integration with global stock markets." Asian Journal of Management 8, no. 3 (2017): 559. http://dx.doi.org/10.5958/2321-5763.2017.00090.7.

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Jamil, Izaan, Mori Kogid, Thien Sang Lim, and Jaratin Lily. "Pre- and Post-COVID-19: The Impact of US, UK, and European Stock Markets on ASEAN-5 Stock Markets." International Journal of Financial Studies 11, no. 2 (2023): 54. http://dx.doi.org/10.3390/ijfs11020054.

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This study investigates the relationship between closing–opening prices of stocks in the US, UK, and European markets and the prices of stocks in the five Association of Southeast Asian Nations (ASEAN-5) markets, a group consisting of five founding members, namely, Indonesia, Malaysia, the Philippines, Singapore, and Thailand. In particular, this study examines the impact of US, UK, and European stock market movements on ASEAN-5 stock markets before and during the COVID-19 pandemic. An autoregressive distributed lag (ARDL) bounds testing approach was employed on two independent data sets, repr

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Jamaani, Fouad, and Eduardo Roca. "Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market?" Research in International Business and Finance 33 (January 2015): 221–46. http://dx.doi.org/10.1016/j.ribaf.2014.09.001.

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Chi, Wei, Robert Brooks, Emawtee Bissoondoyal-Bheenick, and Xueli Tang. "Classifying Chinese bull and bear markets: indices and individual stocks." Studies in Economics and Finance 33, no. 4 (2016): 509–31. http://dx.doi.org/10.1108/sef-01-2015-0036.

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Purpose This paper aims to investigate Chinese bull and bear markets. The Chinese stock market has experienced a long period of bear cycle from early 2000 until 2006, and then it fluctuated greatly until 2010. However, the cyclical behaviour of stock markets during this period is less well established. This paper aims to answer the question why the Chinese stock market experienced a long duration of bear market and what factors would have impacted this cyclical behaviour. Design/methodology/approach By comparing the intervals of bull and bear markets between stocks and indices based on a Marko

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Freund, William C. "Internationalizing Stock Markets." Journal of Accounting, Auditing & Finance 3, no. 1 (1988): 73–77. http://dx.doi.org/10.1177/0148558x8800300107.

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Hartmann, Mark A., and Dara Khambata. "Emerging stock markets." Columbia Journal of World Business 28, no. 2 (1993): 82–104. http://dx.doi.org/10.1016/0022-5428(93)90043-o.

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Galletly, Guy. "emerging stock markets." Economic Affairs 13, no. 1 (1992): 22–23. http://dx.doi.org/10.1111/j.1468-0270.1992.tb01185.x.

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Dheeriya, Prakash L., and Erdost Torun. "Are frontier stock markets more inefficient than emerging stock markets?" International Journal of Monetary Economics and Finance 6, no. 4 (2013): 271. http://dx.doi.org/10.1504/ijmef.2013.059943.

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Rajiv Menon, N., M. V. Subha, and S. Sagaran. "Cointegration of Indian stock markets with other leading stock markets." Studies in Economics and Finance 26, no. 2 (2009): 87–94. http://dx.doi.org/10.1108/10867370910963028.

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Tripathy, Naliniprava, and Ashish Garg. "Forecasting Stock Market Volatility: Evidence from Six Emerging Markets." Journal of International Business and Economy 14, no. 2 (2013): 68–93. http://dx.doi.org/10.51240/jibe.2013.2.4.

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This paper forecasts the stock market volatility of six emerging countries by using daily observations of indices over the period of January 1999 to May 2010 by using ARCH, GARCH, GARCH-M, EGARCH and TGARCH models. The study reveals the positive relationship between stock return and risk only in Brazilian stock market. The analysis exhibits that the volatility shocks are quite persistent in all country’s stock market. Further the asymmetric GARCH models find a significant evidence of asymmetry in stock returns in all six country’s stock markets. This study confirms the presence of leverage eff

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Lee, Ming-Te, Chyi Lin Lee, Ming-Long Lee, and Chien-Ya Liao. "Price linkages between Australian housing and stock markets." International Journal of Housing Markets and Analysis 10, no. 2 (2017): 305–23. http://dx.doi.org/10.1108/ijhma-05-2016-0037.

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Purpose The purpose of this study is to examine the linkages between Australian house prices and stock prices under the Toda and Yamamoto test framework. Specifically, it investigated whether there is a capital switching effect between house prices and stock prices. Design/methodology/approach This study examined the linkages between house prices and stock prices under the Toda and Yamamoto test framework. To accommodate the impact of the global financial crisis (GFC), a sub-period analysis was undertaken. To assess the impact of investor structure, the tests were also performed for small cap

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Wang, Xiaowei, Rui Wang, and Yichun Zhang. "Cross-asset momentum and the hybrid fund transmission mechanism in China’s stock and bond markets." PLOS ONE 19, no. 3 (2024): e0300781. http://dx.doi.org/10.1371/journal.pone.0300781.

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The allocation of assets across different markets is a crucial element of investment strategy. In this regard, stocks and bonds are two significant assets that form the backbone of multi-asset allocation. Among publicly offered funds (The publicly offered funds in China correspond to the mutual funds in the United States, with different names and details in terms of legal form and sales channels), the stock-bond hybrid fund gives investors a return while minimizing the risk through capital flow between the stock and bond markets. Our research on China’s financial market data from 2006 to 2022

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Yang, Jae-Suk, Wooseop Kwak, Taisei Kaizoji, and In-mook Kim. "Increasing market efficiency in the stock markets." European Physical Journal B 61, no. 2 (2008): 241–46. http://dx.doi.org/10.1140/epjb/e2008-00050-0.

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Yang, Jae-Suk, Wooseop Kwak, Taisei Kaizoji, and In-mook Kim. "Increasing market efficiency in the stock markets." European Physical Journal B 61, no. 3 (2008): 389. http://dx.doi.org/10.1140/epjb/e2008-00088-x.

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Borges, Maria Rosa. "Efficient market hypothesis in European stock markets." European Journal of Finance 16, no. 7 (2010): 711–26. http://dx.doi.org/10.1080/1351847x.2010.495477.

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Hiang Liow, Kim, Joseph Ooi, and Yantao Gong. "Cross‐market dynamics in property stock markets." Journal of Property Investment & Finance 23, no. 1 (2005): 55–75. http://dx.doi.org/10.1108/14635780510575094.

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Lamichhane, Pitamber. "Individual Investors' Consciousness and Investment on Common Stocks." Journal of Academic Development 8, no. 1 (2023): 45–60. http://dx.doi.org/10.3126/tjad.v8i1.64826.

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This paper analyzes Nepalese individual investors' consciousness and their investment on stocks. Investors’ consciousness creates positive environment for the investment which helps in capital formulation. This study has employed explorative research design to explain investors’ consciousness and investment on common stock in Nepalese stock market. Data were collected through survey from individual stock investors using structural questionnaire in Kathmandu valley in 2021. The estimated result of this study shows the level of investors’ consciousness (investors’ education and training, access

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Arshad, M. N., and M. H. Yahya. "RELATIONSHIP BETWEEN STOCK MARKET RETURNS AND EXCHANGERATES IN EMERGING STOCK MARKETS." IKONOMIKA 1, no. 2 (2017): 131. http://dx.doi.org/10.24042/febi.v1i2.148.

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Abstract-This paper aims to study the relationship between stock market returns and exchange rates in emerging stock markets including Malaysia, Singapore, Thailand, Indonesia and Philippines. The data is taken from January 2003 to December 2012 using weekly closing indices and separated in two periods; before (2003-2007) and second, after (2008-2012) the financial crisis of 2008. Johansen-Juselius (JJ). Granger causality tests show that unidirectional causality exists between the stock market returns and exchange rates for Thailand before the financial crisis, whilst, for Indonesia and Singap

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Kumar, Rakesh, and Raj S. Dhankar. "Asymmetric Volatility and Cross Correlations in Stock Returns under Risk and Uncertainty." Vikalpa: The Journal for Decision Makers 34, no. 4 (2009): 25–36. http://dx.doi.org/10.1177/0256090920090403.

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Capital market efficiency is a matter of great interest for policy makers and investors in designing investment strategy. If efficient market hypothesis (EMH) holds true, it will prevent the investors to realize extra return by utilizing the inherent information of stocks. They will realize extra returns only by incorporating the extra risky stocks in their portfolios. While empirical tests of EMH and risk-return relationship are plentiful for developed stock markets, the focus on emerging stock markets like India, Pakistan, Sri Lanka, etc., began with the liberalization of financial systems i

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Árendáš, Peter, Božena Chovancová, and Ľuboš Pavelka. "Influence of German Stock Market on Stock Markets of V4 Countries." Politická ekonomie 68, no. 5 (2020): 554–68. http://dx.doi.org/10.18267/j.polek.1288.

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Bui, Nha Duc, Loan Thi Bich Nguyen, Nhung Thi Tuyet Nguyen, and Gordon Frederick Titman. "Herding in frontier stock markets: evidence from the Vietnamese stock market." Accounting & Finance 58 (January 18, 2017): 59–81. http://dx.doi.org/10.1111/acfi.12253.

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Hull, Robert M., Ashfaq Habib, and Muhammad Asif Khan. "Impact of major stock markets on China's stock market." Managerial Finance, May 10, 2023. http://dx.doi.org/10.1108/mf-01-2023-0022.

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PurposeThe main purpose is to explore the impact of major stock markets on China's market where major markets are represented by former G8 nations (current G7 and Russia).Design/methodology/approachThe article makes use of: stationarity tests (ADF and PP unit root); long-run correlation tests (Johansen integration involving trace and maximum eigenvalue); impact of G8 markets on China (VECM test); influence of G8 markets on volatility in China's market (variance decomposition analysis) and, effect from shocks in G8 markets on China (impulse response function).FindingsUsing a period of 2009–2019

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46

G., Ram Raj,. "Market Linkage of Indian Stock Market with Select Stock Markets." Economic Affairs 64, no. 1 (2019). http://dx.doi.org/10.30954/0424-2513.1.2019.22.

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Trinidad-Segovia, Juan E. "Testing the efficient market hypothesis in Latin American stock markets." February 15, 2020. https://doi.org/10.1016/j.physa.2019.123082.

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We propose a novel approach to study if Latin America Stock Markets are Efficient. This test is based on a statistical arbitrage technique known as Pairs Trading, which is a relative value trading strategy consisting in taking a position in a pair of stocks that are chosen to have similar characteristics and taking a long position in one stock and a short position in the other stock. We use an approach introduced in Ramos et al. (2007) based on the evolution of the Hurst Exponent of a pair. We will show how in emerging markets this trading strategy is profitable though it is not in develo

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"Convergence of Stock Futures Markets – An Analytical Study of Indian Stock Markets." International Journal of Recent Technology and Engineering 8, no. 2S4 (2019): 337–42. http://dx.doi.org/10.35940/ijrte.b1064.0782s419.

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Trading on stock futures was introduced in India on 9 th November 2001. Initially the contracts are settled in cash and in 2010 July 15 the SEBI allowed the exchanges to choose the physical settlement system for futures trading in stocks, with an aim to put the Indian futures and settlement system at par with other developed markets. So the stocks can be settled either through the cash or physical delivery. The study aims to investigate the price convergence between the spot and the futures prices and its effect on cash settled and the physical delivery in single stock futures. The study finds

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49

"STOCK MARKETS." Africa Research Bulletin: Economic, Financial and Technical Series 47, no. 8 (2010): 18806C—18807C. http://dx.doi.org/10.1111/j.1467-6346.2010.03456.x.

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50

"Stock Markets." Africa Research Bulletin: Economic, Financial and Technical Series 51, no. 7 (2014): 20496A—20496B. http://dx.doi.org/10.1111/j.1467-6346.2014.05944.x.

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