...Naowar Mohiuddin Purpose This paper aims to examine whether the forces linking financial markets to real economic activity operate differently across business cycle phases, using quarterly US data from 1990 to 2024, spanning four recession episodes. Specifically, the author asks whether...

...@praguecityuniversity.cz 14 07 2024 16 09 2024 10 11 2024 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Market efficiency Event study Financial markets Asset pricing Cryptocurrency Regulations and political economy C32 G12 G14 G18...

.... Among the many technical trading rules used to test the random walk hypothesis regarding financial markets, one stands out for its long history and many interesting theoretical properties and practical uses: the filter trading rule proposed by Alexander (1961 , 1964). This mechanical trading rule...

...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...

... can be contacted at: vassiapa@yahoo.gr © Emerald Group Publishing Limited 2010 Regulation 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...

... in order to assess the informational efficiency of these markets, using the efficient market hypothesis (EMH; Fama, 1970) as a criterion. Equity capital Financial markets Financial marketing Africa Portfolio investment Meanwhile, the most liquid markets in the world all have turnover...

... and emerging markets. © Emerald Group Publishing Limited 2009 Market forces Financial markets Financial modelling Economic cycles Stock market volatility differs dramatically across international markets (Xing, 2004 ; Roll, 1992 ; Harvey, 1995 ; Bekaert and Harvey, 1997 ; Aggarwal...

... change point, until T is reached and no further change points can be found. Patricia L. Chelley‐Steeley can be contacted at: P.L.Chelley‐Steeley@aston.ac.uk Futures markets Financial markets Stock returns Securities On the 29 January 2001, Euronext‐LIFFE introduced the first cross...

...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...