Matches in SemOpenAlex for { <https://semopenalex.org/work/W2014992261> ?p ?o ?g. }
- W2014992261 endingPage "685" @default.
- W2014992261 startingPage "662" @default.
- W2014992261 abstract "Abstract We estimate a cross-sectional time-series model to assess the impact of equity market liberalization and capital account openness on individual-firm stock return volatility in GCC (Gulf Cooperation Council) markets. We document evidence that international participation in local trades has no impact on idiosyncratic volatility and a rising impact on total volatility. In contrast, capital account openness significantly reduces total volatility, especially for stocks with low foreign ownership limits. Moreover, we find that the effect of restrictions on capital account transactions is stronger on capital inflows than outflows and on residents than nonresidents. The findings continue to hold for portfolio return volatility. Our results are important for GCC policy makers, portfolio managers, as well as academics." @default.
- W2014992261 created "2016-06-24" @default.
- W2014992261 creator A5019898141 @default.
- W2014992261 creator A5061047861 @default.
- W2014992261 date "2011-12-01" @default.
- W2014992261 modified "2023-09-25" @default.
- W2014992261 title "The effect of financial liberalization on stock-return volatility in GCC markets" @default.
- W2014992261 cites W1553891743 @default.
- W2014992261 cites W1558490703 @default.
- W2014992261 cites W1714264005 @default.
- W2014992261 cites W1967873618 @default.
- W2014992261 cites W1976162410 @default.
- W2014992261 cites W1976381372 @default.
- W2014992261 cites W1979575715 @default.
- W2014992261 cites W1981696916 @default.
- W2014992261 cites W1991311094 @default.
- W2014992261 cites W1995834279 @default.
- W2014992261 cites W1996250429 @default.
- W2014992261 cites W1999048455 @default.
- W2014992261 cites W1999814123 @default.
- W2014992261 cites W1999996900 @default.
- W2014992261 cites W2010451939 @default.
- W2014992261 cites W2016971986 @default.
- W2014992261 cites W2018412592 @default.
- W2014992261 cites W2038133134 @default.
- W2014992261 cites W2038428845 @default.
- W2014992261 cites W2041931283 @default.
- W2014992261 cites W2043800282 @default.
- W2014992261 cites W2049079152 @default.
- W2014992261 cites W2054843523 @default.
- W2014992261 cites W2055804518 @default.
- W2014992261 cites W2058380915 @default.
- W2014992261 cites W2078140895 @default.
- W2014992261 cites W2083409253 @default.
- W2014992261 cites W2084800487 @default.
- W2014992261 cites W2086242812 @default.
- W2014992261 cites W2091938053 @default.
- W2014992261 cites W2118226002 @default.
- W2014992261 cites W2121147018 @default.
- W2014992261 cites W2122929240 @default.
- W2014992261 cites W2125577331 @default.
- W2014992261 cites W2126450706 @default.
- W2014992261 cites W2139556952 @default.
- W2014992261 cites W2141807369 @default.
- W2014992261 cites W2153554155 @default.
- W2014992261 cites W2157185050 @default.
- W2014992261 cites W2165305482 @default.
- W2014992261 cites W2953400942 @default.
- W2014992261 cites W2954141714 @default.
- W2014992261 cites W3022133508 @default.
- W2014992261 cites W3022360661 @default.
- W2014992261 cites W3023073341 @default.
- W2014992261 cites W3023429964 @default.
- W2014992261 cites W3024113314 @default.
- W2014992261 cites W3121364726 @default.
- W2014992261 cites W3121953689 @default.
- W2014992261 cites W3122426461 @default.
- W2014992261 cites W3122661515 @default.
- W2014992261 cites W3123289511 @default.
- W2014992261 cites W3123376116 @default.
- W2014992261 cites W3123479862 @default.
- W2014992261 cites W3124320957 @default.
- W2014992261 cites W3124434809 @default.
- W2014992261 cites W3124437711 @default.
- W2014992261 cites W3124527974 @default.
- W2014992261 cites W3124529028 @default.
- W2014992261 cites W3124949184 @default.
- W2014992261 cites W3125195923 @default.
- W2014992261 cites W3125242341 @default.
- W2014992261 cites W3125369108 @default.
- W2014992261 cites W3125554596 @default.
- W2014992261 cites W3125666236 @default.
- W2014992261 cites W3125718521 @default.
- W2014992261 doi "https://doi.org/10.1016/j.intfin.2011.04.003" @default.
- W2014992261 hasPublicationYear "2011" @default.
- W2014992261 type Work @default.
- W2014992261 sameAs 2014992261 @default.
- W2014992261 citedByCount "16" @default.
- W2014992261 countsByYear W20149922612013 @default.
- W2014992261 countsByYear W20149922612014 @default.
- W2014992261 countsByYear W20149922612015 @default.
- W2014992261 countsByYear W20149922612016 @default.
- W2014992261 countsByYear W20149922612017 @default.
- W2014992261 countsByYear W20149922612018 @default.
- W2014992261 countsByYear W20149922612019 @default.
- W2014992261 countsByYear W20149922612020 @default.
- W2014992261 countsByYear W20149922612023 @default.
- W2014992261 crossrefType "journal-article" @default.
- W2014992261 hasAuthorship W2014992261A5019898141 @default.
- W2014992261 hasAuthorship W2014992261A5061047861 @default.
- W2014992261 hasConcept C10138342 @default.
- W2014992261 hasConcept C106159729 @default.
- W2014992261 hasConcept C144133560 @default.
- W2014992261 hasConcept C162324750 @default.
- W2014992261 hasConcept C166957645 @default.
- W2014992261 hasConcept C19244329 @default.
- W2014992261 hasConcept C204036174 @default.
- W2014992261 hasConcept C205649164 @default.