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Daehwan Kim,Chi-Young Song
Pág. 210 - 219
We empirically examine the determinants of the short-term cross-country impacts of Lehman Brothers? bankruptcy on the volatility of stock prices. According to the results of this study, countries with lower financial openness and greater stock market dep...
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Yi-Chang Chen,Hung-Che Wu,Jen-Jsung Huang
Pág. 649 - 663
This paper aims to examine whether the changes of the rational expectations of a tendency to herd among investors under different market conditions in China?s market. We find that herding remains scarce during periods of market tumult. Also, herd behavio...
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Anmar Pretorius, Jesse de Beer
This paper compares the South African stock markets response to two periods of distinct instability, namely the East Asian and Russian crisis of 1997-98 and the global financial crisis of 2007-09. Considering share prices, the Johannesburg Securities Exc...
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Gokcen Ogruk
Pág. 909 - 919
This paper evaluates the performance of carry trade strategies with implied Taylor rule interest rate differentials and compares the performance statistics of them over the naive carry trade strategy with actual interest rates. Carry trade, a currency sp...
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Verdi Arli
Crane group has continued to develop and enhance its manufacturing capabilities. Starting in the mid 1990s, the company has some success as it revamped its network distribution op- erations. This study identifies whether this company has a strong financi...
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