SSRN eLibrary Search Results
Econometric Modeling: International Financial Markets - Emerging Markets eJournal

127,714 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Search Within

Viewing: 1 - 50 of 1,893 papers

1.

The Impact of Dividend Policy on Share Price Volatility in the Malaysian Stock Market

Journal of Business Studies Quarterly, Vol. 4, No. 1, 2012
Number of pages: 19 Posted: 16 Sep 2012
Accepted Paper Series
Florida International University (FIU), Université de Limoges, LAPE and Multimedia University (MMU)
Downloads 3,998
2.

Social Media and Corruption

Number of pages: 50 Posted: 27 Sep 2012 Last Revised: 26 Nov 2016
Working Paper Series
Institute of Political Economy and Governance, Institute for Political Economy and Governance, Barcelona and University of Chicago - Irving B. Harris Graduate School of Public Policy Studies

Multiple version iconThere are 2 versions of this paper

Downloads 1,910
3.

On the International Spillovers of US Quantitative Easing

DIW Berlin Discussion Paper No. 1304
Number of pages: 64 Posted: 10 Jun 2013
Working Paper Series
DIW Berlin, European Central Bank (ECB) and European Central Bank (ECB)

Multiple version iconThere are 3 versions of this paper

Downloads 1,550
4.

The Profitability of Five Popular Variations of Moving Averages on Indian Market Index S&P CNX Nifty 50 During January 2004-December 2014

Advances in Economics and Business Management, Feb. 2015
Number of pages: 7 Posted: 30 Jan 2015 Last Revised: 24 Mar 2015
Accepted Paper Series
Noida International University
Downloads 1,507
5.

A Study on the Factors Affecting Crude Palm Oil (CPO) Price in Malaysia

Number of pages: 10 Posted: 15 Jun 2013
Working Paper Series
Johor Institution
Downloads 1,430
6.

Price Earning Ratio Effect: A Test of the Semi Strong Form of Efficient Market Hypothesis in Indian Stock Market

XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Number of pages: 8 Posted: 03 May 2013
Working Paper Series
Vignana Jyothi Institute of Management and ICFAI University
Downloads 1,388
7.

Tail Hedging Strategies

Number of pages: 28 Posted: 08 May 2013
Working Paper Series
The Cambridge Strategy
Downloads 1,234
8.

A Study of the Effect of Macroeconomic Variables on Stock Market: Indian Perspective

Number of pages: 42 Posted: 22 Nov 2012 Last Revised: 17 Dec 2012
Working Paper Series
University of Delhi - Department of Business Economics, Independent and Independent
Downloads 1,123
9.

Constructing Optimal Portfolio: Sharpe’s Single Index Model

Number of pages: 14 Posted: 28 Jun 2014
Working Paper Series
Shanti Business School
Downloads 1,080
10.

Determinants of Islamic Banks Profitability in Malaysia

Number of pages: 11 Posted: 08 Jun 2013
Working Paper Series
Independent
Downloads 1,032
11.

Political Connections and Preferential Access to Finance: The Role of Campaign Contributions

Journal of Financial Economics, Vol. 88, No. 3, AFA 2008 New Orleans Meetings Paper, ECGI - Finance Working Paper No. 166/2007
Number of pages: 61 Posted: 21 Mar 2007
Accepted Paper Series
Bank for International Settlements, World Bank - Finance & Markets Global Practice and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 999
12.

Imperative of Treasury Single Account (TSA) in Nigeria

Number of pages: 18 Posted: 05 Feb 2017
Working Paper Series
OGE Professional Services Ltd
Downloads 991
13.

Stock Market Prices Follow the Random Walks: Evidence from the Efficiency of Karachi Stock Exchange

European Journal of Economics, Finance and Administrative Sciences, Vol. 51, pp. 71-80, 2012
Number of pages: 10 Posted: 19 Aug 2012
Accepted Paper Series
Department of Management and Administrative Sciences, University of Gujrat, Gujrat, Pakistan, Superior University and Nova Southeastern University
Downloads 987
14.

The Effects of Dividends on Stock Prices in Pakistan

International Journal of Marketing and Technology, Vol. 2, No. 5, May 2012, 231-251
Number of pages: 21 Posted: 18 Nov 2012 Last Revised: 19 Oct 2014
Accepted Paper Series
UBL Fund Managers Limited
Downloads 833
15.

Testing the Weak Form of Efficient Market Hypothesis: Empirical Evidence from Asia-Pacific Markets

Number of pages: 13 Posted: 07 Feb 2017
Working Paper Series
University of Agriculture, Faisalabad - Institute of Business Management Sciences, School of Economics and Finance, Victoria University of Wellington, International Islamic University and International Islamic University, Islamabad
Downloads 826
16.

Relationship between Stock Market and Macroeconomics Variables

Number of pages: 13 Posted: 10 Jun 2013
Working Paper Series
Independent
Downloads 805
17.

On the Relevance of the EU as a Means of Spurring a Socially-Sustainable South-East Europe

South-East Europe Review, Issue 3/2005, pp. 111-120, 2005
Number of pages: 12 Posted: 08 Sep 2015
Accepted Paper Series
University of Prishtina and University of Messina
Downloads 778
18.

The Fama-French Three Factors in Chinese Stock Market

China Accounting and Finance Review, 2014, Volume 16, Issue 2, 210-227
Number of pages: 18 Posted: 21 Dec 2013 Last Revised: 08 Dec 2014
Accepted Paper Series
Hong Kong Polytechnic University and Hong Kong Polytechnic University
Downloads 755
19.

Corporate Bond Markets in India: A Study and Policy Recommendations

IIM Bangalore Research Paper No. 450
Number of pages: 35 Posted: 21 Feb 2014
Working Paper Series
Indian Institute of Management (IIMB), Bangalore, Indian Institute of Management (IIMB), Bangalore and Indian Institute of Management (IIMB), Bangalore
Downloads 716
20.

International Spillovers of Monetary Policy: US Federal Reserve's Quantitative Easing and Bank of Japan's Quantitative and Qualitative Easing

ADBI Working Paper 512
Number of pages: 31 Posted: 24 Jan 2015
Working Paper Series
University of Tokyo
Downloads 670
21.

Impact of International Financial Flows on Indian Stock Markets – An Empirical Study

XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Number of pages: 13 Posted: 03 May 2013
Working Paper Series
KL University and KL University
Downloads 634
22.

Comparison of Islamic Banks with Conventional Banks: Evidence from an Emerging Market

Asian Finance Association (AsianFA) 2015 Conference Paper, Aman, A., Sharif, S., & Arif, I. (2016). Comparison of Islamic Banks with Conventional Banks: Evidence from an Emerging Market. Journal of Management Sciences, 3(1), 13-22
Number of pages: 24 Posted: 16 Feb 2015 Last Revised: 31 Mar 2016
Accepted Paper Series
IQRA University, Institute of Business Administration, Karachi and Iqra University
Downloads 618
23.

Can Technology Undermine Macroprudential Regulation? Evidence from Peer-to-Peer Credit in China

Number of pages: 41 Posted: 24 Apr 2017 Last Revised: 31 Jan 2018
Working Paper Series
Tilburg University - Center and Faculty of Economics and Business Administration, Bocconi University - Department of Finance and Tilburg University

Multiple version iconThere are 2 versions of this paper

Downloads 571
24.

Size, Value, and Momentum in Emerging Market Stock Returns: Integrated or Segmented Pricing?

Asia-Pacific Journal of Financial Studies, Forthcoming
Number of pages: 42 Posted: 08 Nov 2013 Last Revised: 18 Apr 2015
Accepted Paper Series
Robeco Asset Management - Quantitative Strategies and Technische Universität München (TUM)
Downloads 570
25.

Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash

Swiss Finance Institute Research Paper No. 15-31
Number of pages: 16 Posted: 22 Nov 2015
Working Paper Series
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich, ETH Zurich, ETH Zürich, Swiss Federal Institute of Technology Zurich (ETH Zurich) and ETH Zurich
Downloads 534
26.

The Effects of Experience on Investor Behavior: Evidence from India's IPO Lotteries

Number of pages: 60 Posted: 24 Feb 2015 Last Revised: 10 Jul 2015
Working Paper Series
University of Pennsylvania - Wharton School of Business - Business Economics and Public Policy Department, Warwick Business School and Imperial College London
Downloads 519
27.

Interaction of Macroeconomic Factors and Stock Market Index: Empirical Evidence from Indian Data

Number of pages: 24 Posted: 22 Sep 2012
Working Paper Series
Department of Humanities and Social Sciences IIT Bombay and Indian Institute of Technology (IIT), Bombay - Department of Humanities and Social Sciences
Downloads 496
28.

Effect of Stock Split Announcement on Stock Performance of Neglected Firms from the Polish Capital Market

Number of pages: 16 Posted: 23 Jan 2013
Working Paper Series
Uniwersytet Ekonomiczny we Wrocławiu
Downloads 490
29.

Do the Size, Value, and Momentum Factors Drive Stock Returns in Emerging Markets?

Number of pages: 47 Posted: 04 Feb 2016 Last Revised: 06 Jun 2016
Working Paper Series
Fordham University, Fordham University - Gabelli School of Business and Fordham University - Gabelli School of Business
Downloads 485
30.

Effect of Dividend Policy on Market Return Empirical Evidence from South Asia

Number of pages: 23 Posted: 26 Jan 2013
Working Paper Series
Mohammad Ali Jinnah University - Faculty of Management Sciences

Multiple version iconThere are 2 versions of this paper

Downloads 483
32.

Financial Contracts in Conventional and Islamic Financial Institutions: An Agency Theory Perspective

Review of Business & Finance Studies, v. 4 (2) p. 79-88
Number of pages: 10 Posted: 05 Sep 2013
Accepted Paper Series
United Arab Emirates University and Wolters Kluwer Financial Services
Downloads 463
33.

Non-Performing Loan on Profitability: Evidence from Banking Sector of Dhaka Stock Exchange

Number of pages: 13 Posted: 08 Nov 2015 Last Revised: 29 May 2016
Working Paper Series
Daffodil International University
Downloads 461
34.

Is There Momentum or Reversal in Weekly Currency Returns?

26th Australasian Finance and Banking Conference 2013
Number of pages: 41 Posted: 30 Apr 2013 Last Revised: 10 Jun 2015
Working Paper Series
University of Otago - Department of Accountancy and Finance, Massey University - School of Economics and Finance and Massey University - Department of Economics and Finance
Downloads 449
35.

Relationship between Macroeconomic Variables and Stock Market Index: Cointegration Evidence from FTSE Bursa Malaysia Hijrah Shariah Index

Asian Journal of Management Sciences & Education, Vol. 2, No. 4, 2013
Number of pages: 15 Posted: 19 Oct 2013 Last Revised: 26 Dec 2013
Accepted Paper Series
Limkokwing University of Creative Technology and Faculty of Business Management & Globalisation, Limkokwing University of Creative Technology
Downloads 437
36.

The Effect of Equity-Market Frictions on Default-Risk Assessment: Evidence from Short-Sale Constraints around the World

Number of pages: 73 Posted: 23 Jul 2013 Last Revised: 31 Jul 2017
Working Paper Series
University of Chicago - Booth School of Business, Emory University - Department of Accounting and CAFRAL, Reserve Bank of India
Downloads 425
37.

Tapering Talk: The Impact of Expectations of Reduced Federal Reserve Security Purchases on Emerging Markets

World Bank Policy Research Working Paper No. 6754
Number of pages: 27 Posted: 20 Apr 2016
Working Paper Series
University of California, Berkeley and World Bank
Downloads 423
38.

Model Fama Dan French Sebagai Pembentukan Portfolio Saham Di Indonesia (Fama and French Model in Indonesia)

Jurnal Akuntansi dan Bisnis, Vol. 9, No. 1, pp. 1-12, February 2009
Number of pages: 31 Posted: 18 May 2011 Last Revised: 24 Nov 2017
Accepted Paper Series
Gunadarma University
Downloads 418
39.

Study of Calendar Anomalies in Indian Stock Markets

Amarnani, Neeraj and Parag Rijwani (Eds.) (2014) Perspectives on Financial Markets and Systems - Market Efficiency, Behavioural Finance and Financial Inclusion, (Ahmedabad, Institute of Management, Nirma University)
Number of pages: 16 Posted: 19 Feb 2014
Accepted Paper Series
Goa Institute of Management and Nirma University - Institute of Management
Downloads 407
40.

Demonetization and Its Overall Impact

Number of pages: 8 Posted: 27 Mar 2017
Working Paper Series
Guru Jambheshwar University of Science and Technology, Hisar - Department of Business Management
Downloads 385
41.

An Investigation of Beta and Downside Beta Based CAPM-Case Study of Karachi Stock Exchange

American Journal of Scientific Research, 85,118-135 (2013)
Number of pages: 18 Posted: 31 Mar 2013
Working Paper Series
COMSATS Institute of Information Technology, CIIT, CIIT, COMSATS Institute of Information Technology and COMSATS Institute of Information Technology
Downloads 381
42.

Efficient Market Hypothesis and Calendar Effects: Empirical Evidences from the Indian Stock Markets

Business Analyst, Volume 37, Issue 2, pp 145-160
Number of pages: 17 Posted: 10 Jun 2017
Accepted Paper Series
University of Delhi and University of Delhi - Shri Ram College of Commerce
Downloads 373
43.

Impact of Capital Structure on Firms Performance: A Study on Karachi Stock Exchange (KSE) Listed Firms in Pakistan

Basit, A., & Hassan, Z. (2017). Impact of Capital Structure on Firms Performance: A Study on Karachi Stock Exchange (KSE) Listed Firms in Pakistan. International Journal of Management, Accounting and Economics, 4(2), 118-135.
Number of pages: 18 Posted: 04 Apr 2017
Accepted Paper Series
Financial Training & Management Services (FTMS) College and Financial Training & Management Services (FTMS) College
Downloads 372
44.

Corporate Governance and Cash Holdings in Listed Non-Financial Firms of Pakistan

Business Review, Vol 9, No.2, pp. 48-72, July-December 2014
Number of pages: 26 Posted: 03 Feb 2015
Accepted Paper Series
Institute of Management Sciences - Peshawar and Institute of Management Sciences
Downloads 365
45.

Internal Control and Stock Price Crash Risk: Evidence from China

Number of pages: 45 Posted: 30 Oct 2015
Working Paper Series
Zhejiang University, Western Kentucky University - Department of Accounting and Finance, Zhejiang University - School of Management and Murdoch University - School of Business
Downloads 361
46.

The Impact of the New Ruble Crisis on Russian FDI

Baltic Rim Economies – Bimonthly Economic Review,No 1/2015, pp. 31-32,
Number of pages: 2 Posted: 28 Feb 2015
Accepted Paper Series
United Nations Conference on Trade and Development (UNCTAD)
Downloads 361
47.

Correlation Dynamics and International Diversification Benefits

Rotman School of Management Working Paper No. 2313954
Number of pages: 35 Posted: 22 Aug 2013
Working Paper Series
University of Toronto - Rotman School of Management, McGill University - Desautels Faculty of Management, University of Houston - C.T. Bauer College of Business and Central Bank of Luxembourg
Downloads 351
48.

Investor Sentiment and Stock Price: Evidence from India

XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Number of pages: 22 Posted: 01 May 2013
Working Paper Series
IIT Kharagpur and Indian Institute of Technology (IIT), Kharagpur
Downloads 345
49.

Global Impact of Islamic Financial Systems in the Arab World

Number of pages: 22 Posted: 04 Jul 2013
Working Paper Series
Arab Open University - Bahrain Branch, Oman College of Management and Technology and Effat University, Jeddah, KSA
Downloads 341
50.

Is the Saudi Stock Market Efficient? A Case of Weak-Form Efficiency

Research Journal of Finance and Accounting, Vol. 4, No. 6, 2013
Number of pages: 14 Posted: 10 Jun 2013
Accepted Paper Series
University of Bahrain and Central Bank of Bahrain
Downloads 329