Search Results - "Foreign securities"

Journal Article

Neutron-skin thickness in neutron-rich isotopes

by Krasznahorkay, A Akimune, H van den Berg, A.M Blasi, N Brandenburg, S Csatlo´s, M Fujiwara, M Gulya´s, J Harakeh, M.N Hunyadi, M de Huu, M Ma´te, Z Sohler, D van der Werf, S.Y Wo¨rtche, H.J Zolnai, L Published in Nuclear physics. A (2004)

“...After a short overview of the methods applied for measuring the neutron-skin thickness, we present the recent experimental results for the neutron-skin...”

Journal Article

New testing approaches for mean–variance predictability

by Fiorentini, Gabriele Sentana, Enrique Published in Journal of econometrics (01.05.2021)

“...We propose parametric tests for serial correlation in levels and squares that exploit the non-normality of financial returns. Our tests are robust to...”

Journal Article

Size, value, and momentum in international stock returns

by Fama, Eugene F French, Kenneth R Published in Journal of financial economics (01.09.2012)

“...In the four regions (North America, Europe, Japan, and Asia Pacific) we examine, there are value premiums in average stock returns that, except for Japan,...”

Journal Article

An assessment of volatility and leverage effect before and during the period of Covid-19: a study of selected international stock markets

by Bhunia, Amalendu Ganguly, Soumya Published in International journal of financial services management (20200000)

“...This research work assesses the volatility and leverage effect of the selected stock markets before and during the outburst of the Covid-19 of the selected...”

Journal Article

International Stock Return Predictability: What Is the Role of the United States?

by DAVID E. RAPACH JACK K. STRAUSS GUOFU ZHOU Published in The Journal of finance (New York) (01.08.2013)

“...We investigate lead-lag relationships among monthly country stock returns and identify a leading role for the United States: lagged U.S. returns significantly...”

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Journal Article

Integration and risk contagion in financial crises: Evidence from international stock markets

by Gkillas, Konstantinos Tsagkanos, Athanasios Vortelinos, Dimitrios I Published in Journal of business research (01.11.2019)

“...We examine the size of contagion (i.e., integration and co-movement) of weighted portfolios on a global level determining whether the amplification of...”

Journal Article

Long memory in international financial markets trends and short movements during 2008 financial crisis based on variational mode decomposition and detrended fluctuation analysis

by Lahmiri, Salim Published in Physica A (01.11.2015)

“...The purpose of this study is to investigate long-range dependence in trend and short variation of stock market price and return series before, during, and...”

Journal Article

Meta-analysis of financial performance and cross-listing of Indian and Chinese firms

by Lakshmi, P Visalakshmi, S Published in International journal of business excellence (20160000)

“...This paper examines the transmission of information and the influence of arbitrage trading between index returns of developed US markets and returns of...”

Journal Article

CropLife International shares FAO's vision

by Di Tommaso, Giulia
edited by Sills, Jennifer
Published in Science (American Association for the Advancement of Science) (19.02.2021)

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Journal Article

International Stock Return Comovements

by Geert Bekaert Robert J. Hodrick Xiaoyan Zhang Published in The Journal of finance (New York) (01.12.2009)

“...We examine international stock return comovements using country-industry and country-style portfolios as the base portfolios. We first establish that...”

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Journal Article

Daily happiness and stock returns: Some international evidence

by Zhang, Wei Li, Xiao Shen, Dehua Teglio, Andrea Published in Physica A (15.10.2016)

“...In this paper, we examine the relations between the daily happiness sentiment extracted from Twitter and the stock market performance in 11 international stock...”

Journal Article

Forecasting stock market crisis events using deep and statistical machine learning techniques

by Chatzis, Sotirios P Siakoulis, Vassilis Petropoulos, Anastasios Stavroulakis, Evangelos Vlachogiannakis, Nikos Published in Expert systems with applications (01.12.2018)

“...Highlights•We examine crash event propagation in international stock markets.•We investigate transmission mechanisms across markets.•We devise a forecasting...”

Journal Article

On the transaction cost of Bitcoin

by Kim, Thomas Published in Finance research letters (01.11.2017)

“...Using a unique data on Bitcoin quotes in 16 different currencies, this paper examines the empirical transaction costs of Bitcoin in international transactions...”

Journal Article

Classification of international stock markets through MDS based on Hurst-surface distance

by Liu, Xiaoming Lin, Aijing Li, Shuqi Published in Physica A (15.03.2021)

“...Classifying stock markets by measuring the similarity between them can provide a reliable reference for investors and help them earn more profits. This paper...”

Journal Article

Do managements tell us the whole truth and nothing but the truth? Impact of textual sentiment in financial disclosure to future firm performance and market response in Thailand

by Chuthanondha, Siriyos Published in International journal of monetary economics and finance (20200000)

“...This paper empirically explores causal relation between financial news and stock price performance by applying textual analysis to listed firms' financial...”

Journal Article

The dynamic volatility transmission in the multiscale spillover network of the international stock market

by Liu, Xueyong Jiang, Cheng Published in Physica A (15.12.2020)

“...Describing the characteristics of volatility contagion in the financial market is beneficial to market participants and regulators capturing market information...”

Journal Article

Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics

by Yang, Kun Wei, Yu Li, Shouwei Liu, Liang Wang, Lei Published in Energy economics (01.04.2021)

“...This paper investigates the impacts of five global financial market uncertainties on the interday and intraday price dynamics of newly launched China’s crude...”

Journal Article

RIPL – Reference Input Parameter Library for Calculation of Nuclear Reactions and Nuclear Data Evaluations

by Capote, R Herman, M Obložinský, P Young, P.G Goriely, S Belgya, T Ignatyuk, A.V Koning, A.J Hilaire, S Plujko, V.A Avrigeanu, M Bersillon, O Chadwick, M.B Fukahori, T Ge, Zhigang Han, Yinlu Kailas, S Kopecky, J Maslov, V.M Reffo, G Sin, M Soukhovitskii, E.Sh Talou, P Published in Nuclear data sheets (2009)

“...We describe the physics and data included in the Reference Input Parameter Library, which is devoted to input parameters needed in calculations of nuclear...”

Journal Article

Real-time price discovery in global stock, bond and foreign exchange markets

by Andersen, Torben G Bollerslev, Tim Diebold, Francis X Vega, Clara Published in Journal of international economics (2007)

“...Using a unique high-frequency futures dataset, we characterize the response of U.S., German and British stock, bond and foreign exchange markets to real-time...”

Journal Article

What lessons do the first Nationally Determined Contribution (NDC) formulation process and implementation outcome provide to the enhanced/updated NDC? A reality check from Nepal

by Laudari, Hari Krishna Aryal, Kishor Bhusal, Shreejana Maraseni, Tek Published in The Science of the total environment (10.03.2021)

“...Nationally Determined Contributions (NDCs) are the foundation of the Paris Agreement. So far, 190 Parties have submitted their NDCs. But how the NDC can be...”

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