Co-skewness and Expected Return: Evidence from International Stock Markets

Journal of International Financial Markets Institutions and Money ◽

10.1016/j.intfin.2021.101479 ◽

2021 ◽

pp. 101479

Author(s):

Liang Dong ◽

Hung Wan Kot ◽

Keith S. K. Lam ◽

Ming Liu

Keyword(s):

Stock Markets ◽

Expected Return ◽

International Stock Markets

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Investor Overreaction in International Stock Markets

10.2469/dig.v30.n1.612 ◽

2000 ◽

Vol 30 (1) ◽

pp. 31-32

Author(s):

Janet Yuen

Keyword(s):

Stock Markets ◽

International Stock Markets

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Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets

10.2469/dig.v32.n2.1072 ◽

2002 ◽

Vol 32 (2) ◽

pp. 54-56

Author(s):

Keith H. Black

Keyword(s):

Stock Markets ◽

Earnings Forecasts ◽

International Stock Markets

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Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets

10.2469/dig.v43.n3.37 ◽

2013 ◽

Vol 43 (3) ◽

Author(s):

Thomas M. Arnold

Keyword(s):

Cross Section ◽

Stock Markets ◽

Expected Returns ◽

International Stock Markets ◽

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Pemodelan Data Time Series Garch(1,1) Untuk Pasar Saham Indonesia

Jurnal Ilmiah Poli Rekayasa ◽

10.30630/jipr.11.1.15 ◽

2015 ◽

Vol 11 (1) ◽

pp. 13

Author(s):

Elfa Rafulta ◽

Roni Tri Putra

Keyword(s):

Time Series ◽

Stock Market ◽

Stock Markets ◽

Financial Data ◽

International Stock Markets

This paper introduced a method pengklusteran for financial data. By using the model Heteroskidastity Generalized autoregressive conditional (GARCH), will be estimated distance between the stock market using GARCH-based distance. The purpose of this method is mengkluster international stock markets with different amounts of data.

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The Long-Run World Consumption Risk of International Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1095174 ◽

2008 ◽

Author(s):

Jesper Rangvid

Keyword(s):

Stock Markets ◽

International Stock Markets ◽

Long Run ◽

Consumption Risk ◽

World Consumption

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Returns Synchronization and Daily Correlation Dynamics Between International Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.180391 ◽

1999 ◽

Author(s):

Martin P.E. Martens ◽

Ser-Huang Poon

Keyword(s):

Stock Markets ◽

International Stock Markets

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Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2020136 ◽

2012 ◽

Author(s):

Turan G. Bali ◽

Nusret Cakici ◽

Frank J. Fabozzi

Keyword(s):

Cross Section ◽

Stock Markets ◽

Expected Returns ◽

International Stock Markets ◽

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The Long-Run World-Consumption Risk of International Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.965657 ◽

2007 ◽

Author(s):

Jesper Rangvid

Keyword(s):

Stock Markets ◽

International Stock Markets ◽

Long Run ◽

Consumption Risk ◽

World Consumption

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From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions

International Review of Financial Analysis ◽

10.1016/j.irfa.2021.101663 ◽

2021 ◽

Vol 74 ◽

pp. 101663

Author(s):

Renatas Kizys ◽

Panagiotis Tzouvanas ◽

Michael Donadelli

Keyword(s):

Stock Markets ◽

Herd Immunity ◽

Role Of Government ◽

International Stock Markets

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Non-linear dynamic linkages in the international stock markets

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2006.11.013 ◽

2007 ◽

Vol 377 (1) ◽

pp. 173-180 ◽

Author(s):

Zeynel Abidin Ozdemir ◽

Esin Cakan

Keyword(s):

Stock Markets ◽

Linear Dynamic ◽

International Stock Markets ◽

Dynamic Linkages

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