scholarly journals Could Short Selling Improve the Quality of Emerging Stock Markets? – Review of Some Theoretical and Empirical Evidence Presented in Literature

2020 ◽  
pp. 1-18
Author(s):  
Nermina Pobrić
Keyword(s):  
Empirical Evidence ◽  
Stock Markets ◽  
Short Selling ◽  
Emerging Stock Markets

Empirical evidence on feedback trading in mature and emerging stock markets

2008 ◽  
Vol 18 (17) ◽  
pp. 1379-1389 ◽  
Author(s):  
Martin T. Bohl ◽  
Pierre L. Siklos
Keyword(s):  
Empirical Evidence ◽  
Stock Markets ◽  
Emerging Stock Markets ◽  
Feedback Trading

scholarly journals The Efficiency of Emerging Stock Markets: Empirical Evidence from the South Asian Region

2008 ◽  
Vol 41 (1) ◽  
pp. 171-183 ◽  
Author(s):  
Arusha. Cooray ◽  
Guneratne. Wickremasinghe
Keyword(s):  
Empirical Evidence ◽  
South Asian ◽  
Stock Markets ◽  
The South ◽  
Asian Region ◽  
Emerging Stock Markets ◽  
South Asian Region

Emerging stock markets factbook 1999

1999 ◽  
Author(s):  
Keyword(s):  
Stock Markets ◽  
Emerging Stock Markets

Local Return Factors and Turnover in Emerging Stock Markets

CFA Digest ◽  
2000 ◽  
Vol 30 (1) ◽  
pp. 15-16
Author(s):  
S. Brooks Marshall
Keyword(s):  
Stock Markets ◽  
Emerging Stock Markets ◽  
Return Factors

Crises in Developed and Emerging Stock Markets

CFA Digest ◽  
1999 ◽  
Vol 29 (2) ◽  
pp. 61-63
Author(s):  
Laurie Effron
Keyword(s):  
Stock Markets ◽  
Emerging Stock Markets

Effect of networks on product innovation: empirical evidence from Indonesian SMEs

2013 ◽  
Vol 1 (2) ◽  
pp. 140-158 ◽  
Author(s):  
Nurul Indarti ◽  
Theo Postma
Keyword(s):  
Empirical Evidence ◽  
Product Innovation ◽  
Dynamic Effects ◽  
Depth Of Knowledge ◽  
External Knowledge ◽  
Software Firms ◽  
Using Data

Innovative companies generally establish linkages with other actors and access external knowledge in order to benefit from the dynamic effects of interactive processes. Using data from 198 furniture and software firms in Indonesia, this study shows that the quality of interaction (i.e. multiplexity) as indicated by the depth of knowledge absorbed from various external parties and intensity of interaction (i.e., tie intensity) are better predictors of product innovation than the diversity of interaction.

Momentum Effect in Stock Market: Empirical Evidence from Pakistan Stock Exchange

2019 ◽  
Vol 12 (1) ◽  
Author(s):  
Shahid Rasheed ◽  
Umar Saood ◽  
Waqar Alam
Keyword(s):  
Stock Market ◽  
Empirical Evidence ◽  
Stock Markets ◽  
Stock Exchange ◽  
Momentum Effect ◽  
Using Data

This study aims to examine the momentum effect presence in selected stocks of Pakistan stock market using data from Jan 2007 to Dec 2016. This study constructed the strategies includes docile, equal weighted and full rebalancing techniques. Data was extracted from the PSX – 100 index ranging from 2007 to 2016. STATA coding ASM software was used for calculating momentum portfolios, finally top 25 stocks were considered as a winner stocks and bottom 25 stocks were taken as a loser stocks. In conclusion, the results of the study found a strong momentum effect in Pakistan stock exchange PSX 100- index. As by results it has been observed that a substantial profit can earn by the investors or brokers in constructing a portfolio with a short formation period of three months and hold for 3, 6 and 12 months. There is hardly a study is present on the same topic on Pakistan Stock Exchange as preceding studies were only conducted on individual stock markets before merger of stock markets in Pakistan while this study leads the explanation of momentum phenomenon in new dimension i.e. Pakistan Stock Exchange. Keywords: Momentum, Portfolio, Winner Stocks, Loser Stocks

The Conditional Risk-Return Relations in Two Asian Emerging Stock Markets

2007 ◽  
Author(s):  
Simon M. S. So ◽  
Gordon Y. N. Tang
Keyword(s):  
Stock Markets ◽  
Risk Return ◽  
Conditional Risk ◽  
Emerging Stock Markets
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