Dynamic relationship between stock index and asset prices: A long-run analysis
VK Natarajan, M ABRAR UL HAQ… - The Journal of Asian …, 2021 - koreascience.kr
There are many asset prices which are interlinked and have a bearing on the stock market
index. Studies have shown that the interrelationship among these asset prices vary and are …
index. Studies have shown that the interrelationship among these asset prices vary and are …
Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets
Y Bai, CJ Green - Economic Modelling, 2020 - Elsevier
Existing literature has produced broadly inconclusive evidence about the asset pricing
model which best fits partially integrated markets. This paper examines whether industry and …
model which best fits partially integrated markets. This paper examines whether industry and …
Investor behavior, stock returns and CDS spreads: evidence from foreign and domestic investors in Korea
Investor behavior, stock returns and CDS spreads: evidence from foreign and domestic
investors in Korea | Emerald Insight Books and journals Case studies Expert Briefings Open …
investors in Korea | Emerald Insight Books and journals Case studies Expert Briefings Open …
Predicting stock closing price with stock network public opinion based on AdaBoost-AAFSA-Elman model and CEEMDAN algorithm
C Zhu, L Kang, W Feng - Journal of Shanghai Jiaotong University (Science …, 2023 - Springer
To solve low prediction accuracy of Elman in predicting stock closing price, the model of
adaptive boosting (AdaBoost)-improved artificial fish swarm algorithm (AAFSA)-Elman …
adaptive boosting (AdaBoost)-improved artificial fish swarm algorithm (AAFSA)-Elman …
The Interplay between Board Gender Diversity, Earnings Quality, and Return Volatility: Considering the Reputation of Corporate Awards
This study investigates the role of board gender diversity and earnings quality on return
volatility by examining corporate reputation, as represented by Indonesia's Most Admired …
volatility by examining corporate reputation, as represented by Indonesia's Most Admired …
[PDF][PDF] Does an exchange-traded fund converge to its benchmark in the long run? Evidence from iShares MSCI in Asia-Pacific Countries
Contribution/Originality: This study contributes to the existing literature on whether ETFs
replicate the performance of the benchmark index in the long run. The findings of long-run …
replicate the performance of the benchmark index in the long run. The findings of long-run …
DO DIFFERENT SECTORS AFFECT EQUITY RISK PREMIUMS IN EMERGING MARKETS? EVIDENCE FROM ASIA
This paper explores intricacies of the higher equity risk premia of emerging Asian
economies within the context of industrial composition. The conventional ex-post empirical …
economies within the context of industrial composition. The conventional ex-post empirical …
Value relevance of financial reports and macroeconomic factors in defining stock price: evidence from Indian stock markets
RK Jain, KPV Rao - International Journal of Business …, 2022 - inderscienceonline.com
The aim of this study is to investigate the causality of the accounting information reported as
per Indian Accounting Standards (Ind AS) adopted by the Indian companies from the …
per Indian Accounting Standards (Ind AS) adopted by the Indian companies from the …