... align with research on the efficiency of financial markets, which has roots dating back to Fama (1970) . Second, we contribute to the emerging literature on crypto regulation that uses an event study approach, similar to recent papers by Corbet et al. (2019) or Shanaev et al. (2020...

... of the relationship between the predictability and probability of rare major disasters, while Kim et al.’s (2011) empirical study demonstrated the increase in predictability during crises. Measurements Financial markets Filter rule Intraday trading Realized volatility Spline smoothing Range...

...Abhinava Tripathi; Alok Dixit; Vipul Purpose The purpose of this study is to systematically review and analyze the literature in the area of liquidity of financial markets. The study summarizes the key findings and approaches and highlights the research gaps in the extant literature. Design...

... of policies aimed to reduce the instability of financial markets. Design/methodology/approach The paper is based on an agent-based model and the applied methodology is the computational simulation. Findings The policymaker can actively reduce the instability of financial market by means of policies...

...Lukasz Prorokowski Purpose The current paper contributes to the vigorous debate about policies and regulations that would shield financial markets' participants from future events of the financial turmoil. In doing so, the paper aims to broaden the picture of the financial crisis contagion and set...

... Financial markets Credit rating European law World economy Given the title of this special issue, “Financial crisis: is there a need for a paradigm shift?”, it is appropriate to clarify what we mean by a paradigm shift: “a complete change in way of thinking or in a belief system that allows...

... hypotheses: H0. There is no difference in the volatility pattern between developed and emerging markets. H1. There is a different pattern of volatility between developed and emerging markets. © Emerald Group Publishing Limited 2009 Market forces Financial markets...

... © Emerald Group Publishing Limited 2009 Equity capital Financial markets Financial marketing Africa Portfolio investment Finally, the above‐mentioned models will be estimated using maximum likelihood methods. Following the results of previous findings (Baillie et al...

.... Patricia L. Chelley‐Steeley can be contacted at: P.L.Chelley‐Steeley@aston.ac.uk © Emerald Group Publishing Limited 2008 Futures markets Financial markets Stock returns Securities On the 29 January 2001, Euronext‐LIFFE introduced the first cross‐border single security futures...

...Ananth Rao Purpose There is growing demand for research approaches that consider the functioning of financial markets in the emerging economy. The current paper aims to examine cointegration and volatility persistence of six Middle East emerging Arabian Gulf Cooperation council (AGCC) equity...