Are stock market networks non-fractal? Evidence from New York Stock Exchange

2016 ◽  
Vol 17 ◽  
pp. 97-102 ◽  
Author(s):  
Zhi-Jian Zeng ◽  
Chi Xie ◽  
Xin-Guo Yan ◽  
Jue Hu ◽  
Zhou Mao
2015 ◽  
Vol 23 (4) ◽  
pp. 571-595
Author(s):  
Myeong-Hoon Yeom ◽  
Jae-Seung Baek

This study focused on the Korea ETF which is listed and traded in NYSE (New York stock exchange) and analyzed empirically the price discovery effect of NYSE Korea ETF on the Korean stock market. There was almost no related research even though the Korea ETF listed in NYSE did not only show high correlation with the Korean stock market but also was often used as a predictive tool of the Korean stock market by investors. The significance of this study is in conducting a price discovery analysis on the Korea ETF traded in NYSE by using sample data of ‘iShares MSCI South Korea Capped (symbol: EWY)' of the most abundant liquidity among Korea ETF traded in NYSE. Also, the Korea ETF traded at in Korean nighttime is the spot trading, but since the KOSPI200 nighttime futures are the derivatives trading, there is an implication that the price discovery effect between spot market and derivatives market can be compared by comparing each price discovery effect.


2020 ◽  
Vol 12 (2) ◽  
pp. 28
Author(s):  
Issam Tlemsani ◽  
Maram Alghamdi ◽  
Munira Alomair ◽  
Fatimah Alsaleh ◽  
Samar Balhareth ◽  
...  

The value of any stock market could change for several diverse reasons such as financial, economic and health. The value of the New York Stock Exchange market has reduced drastically in the first quarter of 2020 and expected to reduce further in the upcoming months, according to many economists (Ayittey et al., 2020; White, 2017). It will face a huge blow this year due to the appearance of the unexpected new virus (COVID-19). The New York Stock Exchange has fallen sharply for the first time in 23 years, causing a significant crash in consumer sentiment indexes, thereafter, decreasing the overall global stock market value (Financial Buzz, 2020). Such instances are rarely encountered, making investors to feel insecure and unsafe to make significant decisions about their investments. Together with these uncertainties and fears, many industries were badly affected and many other industries benefited from this global health crisis (Ayittey et al., 2020). Through this research paper, an exploration of the effects of COVID-19 on New York Stock Exchange market are done with support from expert opinions.


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