Matches in SemOpenAlex for { <https://semopenalex.org/work/W2912254752> ?p ?o ?g. }
Showing items 1 to 64 of
64
with 100 items per page.
- W2912254752 endingPage "133" @default.
- W2912254752 startingPage "133" @default.
- W2912254752 abstract "Objective: To explore the bilateral relationship of trading volume, market size differential, foreign portfolio equity holdings and interest rates with international stock market co-movements. Background: Stock returns are based on the market fundamentals of companies according to traditional literature on finance however international equity markets share interconnectedness with each other. Return co-movements between any two markets therefore, are based not only on any single market fundamentals but on the bilateral relationship among stock market’s fundamentals. Method: We select ten Asian emerging and frontier equity markets from January 2000 to December 2014 using panel co-integration techniques. Pakistani equity market is selected as a home country with which bilateral equity co-movement of other markets is analyzed. Results: Long run relationship between bilateral equity market co-movement and its determinants are reported. In short-run only bilateral trading volume and exchange rate differential between the two countries have significant impact on bilateral equity co-movement. Contributions: Our study has implication for policy makers, institutional and individual investors. Understanding these relationships between bilateral equity market co-movement and its determinants can help investors to gain diversification benefits keeping in view the associated bilateral co-movement, its determinants and their underlying relationship." @default.
- W2912254752 created "2019-02-21" @default.
- W2912254752 creator A5008279816 @default.
- W2912254752 creator A5083386578 @default.
- W2912254752 creator A5089632054 @default.
- W2912254752 date "2019-01-24" @default.
- W2912254752 modified "2023-10-15" @default.
- W2912254752 title "Commonalities of Equity Market Fundamentals and Return Comovements: An Emerging and Frontier Market Perspective" @default.
- W2912254752 doi "https://doi.org/10.22478/ufpb.2318-1001.2019v7n1.37062" @default.
- W2912254752 hasPublicationYear "2019" @default.
- W2912254752 type Work @default.
- W2912254752 sameAs 2912254752 @default.
- W2912254752 citedByCount "3" @default.
- W2912254752 countsByYear W29122547522020 @default.
- W2912254752 countsByYear W29122547522022 @default.
- W2912254752 crossrefType "journal-article" @default.
- W2912254752 hasAuthorship W2912254752A5008279816 @default.
- W2912254752 hasAuthorship W2912254752A5083386578 @default.
- W2912254752 hasAuthorship W2912254752A5089632054 @default.
- W2912254752 hasBestOaLocation W29122547521 @default.
- W2912254752 hasConcept C106159729 @default.
- W2912254752 hasConcept C121087249 @default.
- W2912254752 hasConcept C12713177 @default.
- W2912254752 hasConcept C139719470 @default.
- W2912254752 hasConcept C154945302 @default.
- W2912254752 hasConcept C162324750 @default.
- W2912254752 hasConcept C17744445 @default.
- W2912254752 hasConcept C199539241 @default.
- W2912254752 hasConcept C199728807 @default.
- W2912254752 hasConcept C2778571376 @default.
- W2912254752 hasConcept C41008148 @default.
- W2912254752 hasConceptScore W2912254752C106159729 @default.
- W2912254752 hasConceptScore W2912254752C121087249 @default.
- W2912254752 hasConceptScore W2912254752C12713177 @default.
- W2912254752 hasConceptScore W2912254752C139719470 @default.
- W2912254752 hasConceptScore W2912254752C154945302 @default.
- W2912254752 hasConceptScore W2912254752C162324750 @default.
- W2912254752 hasConceptScore W2912254752C17744445 @default.
- W2912254752 hasConceptScore W2912254752C199539241 @default.
- W2912254752 hasConceptScore W2912254752C199728807 @default.
- W2912254752 hasConceptScore W2912254752C2778571376 @default.
- W2912254752 hasConceptScore W2912254752C41008148 @default.
- W2912254752 hasIssue "1" @default.
- W2912254752 hasLocation W29122547521 @default.
- W2912254752 hasLocation W29122547522 @default.
- W2912254752 hasOpenAccess W2912254752 @default.
- W2912254752 hasPrimaryLocation W29122547521 @default.
- W2912254752 hasRelatedWork W173310015 @default.
- W2912254752 hasRelatedWork W2418743252 @default.
- W2912254752 hasRelatedWork W2559931233 @default.
- W2912254752 hasRelatedWork W2886369314 @default.
- W2912254752 hasRelatedWork W2894647272 @default.
- W2912254752 hasRelatedWork W3108909431 @default.
- W2912254752 hasRelatedWork W3122047754 @default.
- W2912254752 hasRelatedWork W3124753683 @default.
- W2912254752 hasRelatedWork W579077388 @default.
- W2912254752 hasRelatedWork W3122381461 @default.
- W2912254752 hasVolume "7" @default.
- W2912254752 isParatext "false" @default.
- W2912254752 isRetracted "false" @default.
- W2912254752 magId "2912254752" @default.
- W2912254752 workType "article" @default.