... of this licence maybe seen at Link to the terms of the CC BY 4.0 licence . Capital market development Economic fitness index (EFI) Economic complexity index (ECI) Institutional quality C33 C36 G15 O16 Table 1 Data sources and variable definition Variable Definition...

... markets Five-factor model Industry portfolios Multiple hypothesis testing G11 G12 G15 The issue of return reversal, in which recently underperforming assets achieve higher returns than previously outperforming ones, has garnered considerable attention in the literature. Return reversal...

...-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode Corporate bonds Stocks Cross-market integration Trading mechanism Conditional volatility G12 G14 G15...

... Profitability E22 E44 G15 To establish a robust analytical foundation, we employ SSA. This technique, although originating in the natural sciences, has gained traction in recent years within economics and finance disciplines (Bógalo et al., 2021 ; Coussin, 2022 ; de Carvalho et al...

... of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode BRICS Bilateral trade Economic integration Stock market integration F14 F15 F36 G15 The first of the two econometric models to be estimated is the BEKK–MGARCH (Engle and Kroner, 1995). In this study, our...

... of 2008 also caused the downfall of stock markets in the world. The relationships between stock prices and exchange rates can affect economic growth and the success of government policies (Lin, 2012 , p. 161; Sui and Sun, 2016). F31 G11 G15 Real exchange rate Asymmetric real exchange...

.../licences/by/4.0/legalcode C32 F36 G15 Aswini Kumar Mishra can be contacted at: aswinimishra1@gmail.com Conflicts of interest/Competing interests: The authors declare that they have no conflict of interest. 01 06 2021 14 09 2021 06 12 2021 01 02...

... , (2) C o n f i d e n c e ( X → Y ) ≥ c o n f i d e n c e . C6 C8 G15 Financial deepening and financial integration process that the world stock markets experienced increases the co-movement of world stock indexes. Investors need to foresee which...

... and authors. The full terms of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode . G11 G12 G15 Asian emerging markets have enjoyed some of the fastest economic growth rates and spectacular equity returns in the past few years, making Asia the world's leading...

... to the public. Thus, the agencies' actions will have some effects on the market returns and asset prices. C34 G15 Liquidity Sovereign bond market Credit ratings © Amir Saadaoui, Anis Elammari and Mohamed Kriaa 2022 Amir Saadaoui, Anis Elammari and Mohamed Kriaa Published in Journal...

... at http://creativecommons.org/licences/by/4.0/legalcode Closed-end fund Discount Premium Puzzle Vector autoregressive models G12 G15 G23 G40 Closed-end funds (CEFs) are investment companies that issue a fixed number of shares and invest the resources pursuing the objective...

... to investors to make better decisions when they try to predict performance in the stock market. Originality/value To the best of our knowledge there are no more studies in the literature of the Mexican financial market that apply the same methodology. C58 G11 G14 G15 Regarding the literature...

... been done by using the two market timing models mentioned in the study. G10 G12 G15 Pakistan Emerging market Market timing CAPM Size premium Value premium © Syed Haroon Rashid, Mohsin Sadaqat, Khalil Jebran and Zulfiqar Ali Memon. 2018 Syed Haroon Rashid, Mohsin Sadaqat...