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Tchai Tavor
This research investigates the burgeoning peer-to-peer (P2P) economy, exemplified by platforms such as Airbnb, and its implications within the North American context. The study focuses on understanding the repercussions of Airbnb announcements on capital...
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Cheol-Keun Cho and Bosung Jang
This paper explores the implications of consumption heterogeneity between domestic and foreign investors on the cross-section of stock returns in a host country. We argue that foreign investors in a small open economy integrated into global financial mar...
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Tarek Eldomiaty, Marina Apaydin, Mona Yusuf and Mohamed Rashwan
Purpose: This paper examines the interrelatedness between countries? stock market development and competitiveness and the equity risk premium (hereinafter, ERP). In addition, this paper examines the length of time that stock market development takes to h...
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George B. Tawadros and Imad A. Moosa
In this paper, a structural time series model is estimated to analyse the effect of quantitative easing (QE) on stock prices for the US, UK and Japan. The model is estimated by maximum likelihood in a time-varying parametric framework, using the DJIA, S&...
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Katleho Makatjane and Tshepiso Tsoku
This study aims to overcome the problem of dimensionality, accurate estimation, and forecasting Value-at-Risk (VaR) and Expected Shortfall (ES) uncertainty intervals in high frequency data. A Bayesian bootstrapping and backtest density forecasts, which a...
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Kishor K. Guru-Gharana,Matiur Rahman,Anisul M. Islam
Pág. 107 - 122
This paper empirically examines the causal linkages of Japan?s stock market (proxied by Nikkei 225 index) performance with selected key macroeconomic fundamentals. Relatively recent Toda-Yamamoto and Dolado-Lutkepohl, multivariate Granger causality tests...
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Ade Al-Nimri,Yaseen Altarawneh
Pág. 1 - 4
The study aimed to identify the most salient and critical factors influencing the Stock yield and causing this sharp fluctuation, and clarifying which factors are more influential than others on the Stock yield in the Amman Stock Market ? Jordan. The stu...
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Gurpreet Singh Sidhu,Jaskirat Singh Rai,Kanwarvir Singh Khaira,Sarabjit Kaur
Pág. 113 - 120
COVID-19 is changing the world we live in for the worst, and almost all parts of the world are stuck with hung economies and people?s lockdown in their homes. This pandemic is not only taking a toll out of health care systems and peoples? lives but also ...
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Anita Mirchandani,Namrata Gupta,Esinath Ndiweni
Pág. 331 - 343
The recent rise in the number of ?Fintech? companies is set to transform the financial services industry on a global scale. Fintech companies create more competitive advantages in the financial market by providing faster services in the field of payment,...
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Mohammad Alsharif
Pág. 1 - 8
Using daily data from 2000 to 2019, this study examines the sensitivity of Saudi market returns and volatility to changes in oil prices. This study employs the threshold general autoregressive conditional heteroskedastic in mean model (TGARCH-M) and thre...
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