... 03 2025 © Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only Stock market Stock prices MSCI index Co-movement Financial crisis Moreover, our findings show that there is a high-frequency co-integration pattern between Malaysia and its...

... Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only Mutual funds Stock prices Financial institutions and services China Capital and ownership structure G23 G11 This paper focuses on the industry research reports from Guotai Junan Securities Company...

...Veli Yilanci; Ugur Korkut Pata Purpose This study aims to investigate the impact of the rise in coronavirus disease 2019 (COVID-19) cases on stock prices, exchange rates and sovereign bond yields in both Brazil and India. Design/methodology/approach The authors employ the wavelet transform...

...Isaac Cliford Queku; Seth Gyedu; Emmanuel Carsamer Purpose The purpose of the paper is to investigate the causal relationships and speed of adjustment of stock prices to changes in macroeconomic information (MEI) in Ghana from 1996 to 2018 using monthly data. The paper seeks to conduct...

... Returns Stock prices International investments Foreign investors Price effect Stock return Causality Feedback trading Impulse response Istanbul Stock Exchange The globalization of financial markets and the search for higher potential returns by international investors have resulted...

...Manish Kumar Purpose The purpose of this paper is to analyze the nature of returns and volatility spillovers between exchange rates and stock price in the IBSA nations (India, Brazil, South Africa). Design/methodology/approach The study uses VAR framework and the recently proposed Spillover...

... to the literature on risk return relationship with human capital by investigating the hypothesis that human capital is a significant factor affecting stock prices. Design/methodology/approach The dynamic inter‐linkages of factors representing financial and human components of wealth in predicting stock returns...

... that are ex ante. Consequently, the study sets out with the following objectives: © Emerald Group Publishing Limited 2012 India Stock prices Portfolio investment Implied volatility Volatility indices Quantile regression Volatility spillover A volatility index...

...Batool Asiri Purpose This study seeks to measure the behaviour of stock prices in the Bahrain Stock Exchange (BSE), which is expected to follow a random walk. The aim of the study is to measure the weak‐form efficiency. Design/methodology/approach Random walk models such as unit root...