This paper is the result of a crowdsourced effort to surface perspectives on the present and
future direction of international finance. The authors are researchers in financial economics …

Results Our analysis based on the GMM estimators method to capture correlations of order
two gave un-significant results for the AR (− 2) test and the Hansen test. Therefore, our …

This study investigates the characteristics of information spillover in 32 major stock markets
worldwide and takes into account the Global Financial Crisis in 2008, using the information …

This paper examines the inter-and intra-regional spillover effects across international stock
markets in London, Paris, Frankfurt, Toronto, New York, Tokyo, Shanghai, Hong Kong, and …

By introducing net entropy into a stock network, this paper focuses on investigating the
impact of network entropy on market returns and trading in the Chinese Growth Enterprise …

Financial internationalization leads to similar fluctuations and spillover effects in financial
markets around the world, resulting in cross‐border financial risks. This study examines …

Abstract [eng] The purpose of this paper is to determine the cross-market liquidity and price
spillover effects across euro area sovereign bond markets. The analysis is carried out with …

The purpose of this paper is to determine the liquidity spillover effects of trades executed in
European sovereign bond markets and to assess the driving factors behind the magnitude of …

The main goal of the research was to determine which indicators are the most impactful on
the buy and sell triggers of stocks to maximize profits of the trade. The aim was to determine …

Since US has been playing a leading role in global economy and technology, any major
price changes in the American stock market may affect other stock markets worldwide. The …