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Olivier Niyitegeka and Alexis Habiyaremye
We employ wavelet analysis using the maximum overlap discrete wavelet transform (MODWT) to examine the return and volatility interconnectedness between the German equity market (a prominent representative of the Eurozone market) and the BRICS countries o...
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Caston Sigauke, Rosinah Mukhodobwane, Wilbert Chagwiza and Winston Garira
With the use of empirical data, this paper focuses on solving financial and investment issues involving extremal dependence of 10 pairwise combinations of the 5 BRICS (Brazil, Russia, India, China, and South Africa) stock markets. Daily closing equity in...
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Param Shah, Ankush Raje and Jigarkumar Shah
Estimating the impact of volatility in financial markets is challenging due to complex dynamics, including random fluctuations involving white noise and trend components involving brown noise. In this study, we explore the potential of leveraging the cha...
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Francesco Della Corte and Francesca Marzorati
We construct a model where, at each time instance, risky securities can only take a limited number of values and the equity-linked policy sold by the insurer to policyholders pays benefits linked to these securities. Since the number of states in the mod...
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Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba
This paper investigates whether currency risk is priced differently in the different sectors (industrial, financial, and basic materials) of equity markets in a sample of developed United States of America (USA) and developing economies (Brazil, India, P...
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Pengda Fan
Given the prevalence of dual directors who serve simultaneously on the parent as well as the subsidiary board, it is important to examine their functions, a topic largely ignored in the existing literature. Exploring the functions of dual directors highl...
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Ender Demir, Renatas Kizys, Wael Rouatbi and Adam Zaremba
The COVID-19 pandemic has elevated both the risk and volatility of energy companies. Can mass vaccinations restore stability within this sector? To answer this question, we investigate stock market data from fifty-eight countries from January 2020 to Apr...
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Bachar FAKHRY
Pág. 227 - 256
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Carl Hope Korkpoe,Nathaniel Howard
Pág. 69 - 79
We adopt a granular approach to estimating the risk of equity returns in sub-Saharan African frontier equity markets under the assumption that, returns are influenced by developments in the underlying economy. Four countries were studied ? Botswana, Ghan...
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Théophile Bindeouè Nasse,Yvonne Marie Sawadogo
Pág. 42 - 58
The concept of internal equity in the customer relationship management is often overlooked by Burkina companies, causing thereby a reduction in profitability. Equity and ethical marketing practices are essential to the survival of Burkina companies, espe...
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Rabia Luqman and Rehana Kouser
The symmetrical relationship between currency and equity markets has gained much attention among academicians and policy makers in the recent era. Many studies conducted on this relationship have concluded that there is short-run relationship between the...
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Yudhvir Seetharam,Jesse A. Da Cunha
AbstractUnderstanding the stock market?s reaction to secondary equity offerings (SEOs) is vital for managers who are commonly tasked with deciding on how to finance their firm?s operations. This study investigated the short-run performance of firms condu...
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Antonio Zoratto Sanvicente
Pág. 1 - 12
The paper reports the availability of equity market and government bond indices for the 1950-1967 in Brazil, before the introduction of the Bovespa index. Nominal monthly returns are computed, and the historical market risk premium is determined. A 1.86%...
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Antonio Zoratto Sanvicente,Renato Teles Delgado
Pág. 113 - 139
This paper tested the Pástor and Veronesi (2003) hypothesis that the market-to-book ratio (M/B) is negatively related to the number of years (age) during which a firm has had its stock traded on an Exchange. The predicted decline takes place as a result ...
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Jesse de Beer
AbstractThe concept of an equity risk premium (ERP) is fundamental to modern financial theory and central to every decision at the heart of corporate finance. Efforts to quantify ERP are well rewarded by insights into the stability and dynamics of long-t...
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Miramir Bagirov and Cesario Mateus
The multifaceted interrelationship between petroleum prices and equity markets has been a subject of immense interest. The current paper offers an extensive review of a plethora of empirical studies in this strand of literature. By scrutinising over 190 ...
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Samuel Tabot Enow
Pág. 153 - 158
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Faheem Aslam, Paulo Ferreira, Haider Ali, Arifa and Márcia Oliveira
There is ample evidence that Islamic stock markets perform differently from conventional stock markets, particularly when economic policy uncertainty (EPU) or any other uncertainty such as geopolitical uncertainty is present. Considering this context, th...
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Frank Ranganai Matenda, Justin Chirima, Mabutho Sibanda
Pág. 7 - 12
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Samuel Tabot Enow
Pág. 153 - 158
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