...Turkhan Ali Abdul Manap; Salina H. Kassim Purpose The purpose of this paper is to examine the long memory property of equity returns and volatility of emerging equity market by focusing on the Malaysian equity market, namely the Kuala Lumpur Stock Exchange (KLSE). Design/methodology/approach...

... the Athens stock exchange without taking into account conditional heteroscedasticity. The same procedure is repeated, but this time taking into consideration conditional heteroscedasticity, which is found to exist. The results of the two approaches are compared. Findings Empirical evidence is provided...

... between leverage and TAN. Financial management Banking Palestine Stock exchanges Capital structure Debts Over the past 40 years, much of the capital structure research has advanced theoretical models to explain the capital structure pattern and to provide empirical evidence concerning...

...Gordon Newlove Asamoah; Anthony Quartey‐Papafio Purpose The purpose of this paper is to estimate the Beta Risk Coefficient of 32 listed companies (shares), which are included in the Ghana Stock Exchange (GSE All Share Index). Design/methodology/approach This research investigated some...

...Godfred A. Bokpin; Anthony Q.Q. Aboagye; Kofi A. Osei Purpose The purpose of this paper is to examine the extent to which corporate managers alter their capital structure in response to risk exposures on the Ghana Stock Exchange (GSE). Design/methodology/approach A panel data covering...

...Pratap Chandra Pati; Prabina Rajib Purpose The purpose of this paper is to estimate time‐varying conditional volatility, and examine the extent to which trading volume, as a proxy for information arrival, explain the persistence of futures market volatility using National Stock Exchange S&P...

... as for financial investors. Zied Kacem can be contacted at: zied_kacem2004@yahoo.fr © Emerald Group Publishing Limited 2010 Stock markets Stock returns Data analysis Stock exchanges Regression analysis France Many methods of data analysis study the relationship between a group...

.../methodology/approach This paper employs eight filtered EVT models created with conditional quantile to estimate value‐at‐risk (VaR) for the Istanbul Stock Exchange. The performances of the filtered EVT models are compared to those of generalized autoregressive conditional heteroskedasticity (GARCH), GARCH...

...Michael Mainelli Purpose This paper aims to offer a commentary on new stock exchanges in the financial markets. Design/methodology/approach The approach is a critical commentary on new exchanges in the market and how they continue to evolve. Findings Existing exchanges need to continue...

... and tested using 300 firms randomly selected from the Kuala Lumpur Stock Exchange. Additional statistical analyses were presented. Findings The results suggest that current dividends are affected by their pasts and their future prospects. To a lesser extent dividends were associated with net earnings...