Evidence of intraday multifractality in European stock markets during the recent coronavirus (COVID-19) outbreak

F Aslam, W Mohti, P Ferreira - International Journal of Financial Studies, 2020 - mdpi.com
This study assesses how the coronavirus pandemic (COVID-19) affects the intraday
multifractal properties of eight European stock markets by using five-minute index data …

The risk-adjusted return potential of integrating ESG strategies into emerging market equities

MW Sherwood, JL Pollard - Journal of Sustainable Finance & …, 2018 - Taylor & Francis
This study purposed to quantify the performance potential of integrating ESG research within
emerging market investment strategies, as well as the potential for risk diversification …

Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange

DO Cajueiro, P Gogas, BM Tabak - International Review of Financial …, 2009 - Elsevier
In this paper we assess if the financial market liberalization introduced in the beginning of
the 1990s in Greece has changed the degree of market development (efficiency) by studying …

Effect of global shocks and volatility on herd behavior in an emerging market: Evidence from Borsa Istanbul

M Balcilar, R Demirer - Emerging Markets Finance and Trade, 2015 - Taylor & Francis
In this article, we examine the dynamic relationship between global factors and herd
behavior in an emerging market. Utilizing a time-varying transition probability Markov …

The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion

P Horta, S Lagoa, L Martins - International Review of Financial Analysis, 2014 - Elsevier
This study analyzes how the 2008 and 2010 financial crises, which began in the US and
Greece respectively, affected the Hurst exponents of index returns of the stock markets of …

Investigating stock market efficiency: A look at OIC member countries

S Arshad, SAR Rizvi, GM Ghani, J Duasa - Research in international …, 2016 - Elsevier
The tremendous growth of emerging and developing markets bring forth new arenas of
research. One such area is the efficiency of stock markets. In light of the Efficient Market …

Free float and market liquidity around the world

XS Ding, Y Ni, L Zhong - Journal of Empirical Finance, 2016 - Elsevier
We investigate the relationship between free float and stock market liquidity using a sample
covering 55 countries from 2003 to 2011. We find that stocks with higher free float have a …

The Effect of Gambling Preference on Stock Volatility: From the Evidence of Looser Price Limits Regulation

H Liang, S Liu, X Zhan, W Xiong - Emerging Markets Finance and …, 2024 - Taylor & Francis
This article explores the intricate relationship between gambling preferences and stock
market dynamics, with a focus on the repercussions of a more lenient price limit regulation …

Star analyst activities and stock price synchronicity: Korean equity market reforms

K Kim, D Ryu, J Yu - Emerging Markets Review, 2024 - Elsevier
This study examines whether analysts' informativeness and activities change following
regulatory reforms strengthening market surveillance in Korea. Only star analysts provide …

Asset tokenization: A blockchain solution to financing infrastructure in emerging markets and developing economies

Y Tian, P Adriaens, RE Minchin, C Chang… - ADB-IGF Special …, 2020 - papers.ssrn.com
Infrastructure is essential to alleviate poverty and generate long-term growth in emerging
markets and developing counties (EMDEs). Nevertheless, financing of infrastructure in …