Table of contents
Stock market predictability: Non-synchronous trading or inefficient markets? Evidence from the national stock exchange of India
Silvio John Camilleri, Christopher J. Green– The main objective of this study is to obtain new empirical evidence on non-synchronous trading effects through modelling the predictability of market indices.
A structural VAR analysis of Islamic financing in Malaysia
Mansor H. Ibrahim, Fadzlan SufianThe purpose of this paper is evaluate the interrelations between Islamic financing and key economic and financial variables including real output, price level, interest rate and…
Are stock prices stationary? Some new evidence from a panel data approach
Xin Shen, Mark J. Holmes– This paper investigates whether mean reversion holds for a panel of 16 OECD stock price indices for the period 1970 to 2011.
Regional volatility: common or country-specific? Exploration of international stock market:
Asma Mobarek, Michelle LiThe purpose of this paper is to test whether the volatility of regional stock markets’ is common or country-specific for 46 international markets of the Asian, European, African…
Trading volume and return relationship in the crude oil futures markets
Saada Abba Abdullahi, Reza Kouhy, Zahid MuhammadThe purpose of this paper is to examine the relationship between trading volume and returns in the West Texas Intermediate (WTI) and Brent crude oil futures markets. In so doing…
ISSN:
1086-7376Online date, start – end:
1977Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Prof Niklas Wagner