Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect

R Huo, AD Ahmed - Economic Modelling, 2017 - Elsevier
This study investigates the impact of the recently introduced Shanghai-Hong Kong Stock
Connect. Using high frequency data and dynamic forecasting techniques, we find that the …

How does liberalization affect emerging stock markets? Theories and empirical evidence

BT Hoang, C Mateus - Journal of Economic Surveys, 2024 - Wiley Online Library
This paper reviews the literature that discusses how liberalization affects emerging stock
markets on the cost of equity, stock volatility, stock liquidity, and informational efficiency. The …

An Event Based Analysis of Stock Return and Political Uncertainty in Pakistan: Revisited

M Audi, FA Sulehri, A Ali… - International Journal of …, 2022 - econjournals.com.tr
This study provides an exploration of the impact of political events on the Pakistan Stock
Market using a larger data set. The stock market of Pakistan which is considered the top …

Determinants of foreign portfolio investment: the case of Jordan

MO Al-Smadi - Investment management and financial innovations, 2018 - ceeol.com
This study investigates the determinants of foreign portfolio investment in Jordan using
series of data covering the period from 2000 to 2016. Eight independent variables were …

Multiple directorships, family ownership and the board nomination committee: International evidence from the GCC

B Eulaiwi, A Al-Hadi, G Taylor, KH Al-Yahyaee… - Emerging Markets …, 2016 - Elsevier
In this paper, we investigate the association between outside board directorships and family
ownership concentration. Using a sample of 1091 firm-year observations of non-financial …

Do institutional factors influence cross-border portfolio equity flows? New evidence from emerging markets

S Alderighi, S Cleary, P Varanasi - Journal of international money and …, 2019 - Elsevier
We exploit a proprietary database containing foreign trading data from 20 stock exchanges
for the 2006–2018 period to expand the existing evidence on cross-border equity flows …

Disaggregation, auditor conservatism and implied cost of equity capital: An international evidence from the GCC

A Al-Hadi, G Taylor, M Hossain - Journal of Multinational Financial …, 2015 - Elsevier
This research investigates the association between discretionary disaggregation in
mandatory risk disclosures, auditor conservatism and the implied cost of equity capital …

Does financial liberalization affect bank risk-taking in China?

R Wang, H Luo - Sage Open, 2019 - journals.sagepub.com
This article examines the effect of financial liberalization on bank risk-taking, using bank-
level data of 169 Chinese banks from 2000-2014. Empirical results show that bank stability …

The effects of free trade agreements on the stock market: Evidence from Vietnam

H Pham, P Mudalige, H Le, M Bui, V Nguyen… - Plos one, 2024 - journals.plos.org
This study examines the effects of news events related to the European Union-Vietnam Free
Trade Agreement (EVFTA) on the Vietnam stock market from 2010 to 2020. We calculate …

Foreign Equity Trading and Average Stock‐return Volatility

M Umutlu, L Akdeniz, A Altay‐Salih - The World Economy, 2013 - Wiley Online Library
We examine whether there is a relationship between foreign equity trading and average
total volatility, measured as the value‐weighted average of stock‐return variance in the …