The dynamic impact of foreign portfolio investment on stock prices in Pakistan

MS Shabbir, I Muhammad - Transnational Corporations Review, 2019 - Taylor & Francis
The objective of this paper is to examine the short-run and long-run dynamic relationship
between foreign portfolio investments (FPI) and stock prices of Pakistan. This study first ever …

Asymmetric price and volatility adjustments in emerging Asian stock markets

G Koutmos - Journal of Business Finance & Accounting, 1999 - Wiley Online Library
This paper tests the hypothesis that stock returns in emerging stock markets adjust
asymmetrically to past information. The evidence suggests that both the conditional mean …

The predictability of international real estate markets, exchange rate risks and diversification consequences

CH Liu, J Mei - Real Estate Economics, 1998 - Wiley Online Library
International real estate related securities are investigated to see whether they offer any
incremental diversification benefits over foreign stocks using mean‐variance analysis …

[PDF][PDF] Informational efficiency of the Istanbul Securities Exchange and some rationale for public regulation

E Balaban - The Central Bank of The Republic of Turkey Research …, 1995 - Citeseer
The primary objective of this paper is to test informational efficiency of the İstanbul Securities
Exchange (İSE) in terms of the Composite Index for the period January 1988-August 1994. A …

[PDF][PDF] Efficient market hypothesis and market anomaly: Evidence from day-of-the week effect of Malaysian exchange

NMN Muhammad, N Rahman - International Journal of Economics …, 2010 - academia.edu
The movements of prices in the stock market are among a few phenomena that have cut
across the boundaries of academic disciplines and have cumulative research evidence …

[PDF][PDF] The dynamic relationship among domestic stock returns volatility, oil prices, exchange rate and macroeconomic factors of investment

MS Shabbir, LR Said, I Pelit, E Irmak - International Journal of Energy …, 2023 - zbw.eu
This study investigates the impact of oil price variations, exchange rates, macroeconomic
factors and domestic stock volatility in selected south Asian countries. This study employs a …

Equity market integration in Latin America: A time-varying integration score analysis

M Barari - International Review of Financial Analysis, 2004 - Elsevier
We develop a measure of market integration score by extending the methodology of
Akdogan [J. Portf. Manage.(1996) 33; J. Portf. Manage.(1997) 82] to reflect the degree of …

A suggested approach to country selection in international portfolio diversification

H Akdogan - Journal of Portfolio Management, 1996 - search.proquest.com
Proposition 1. Do not hedge against foreign exchange risk in emerging markets (EMs).
Benefits from diversification in EMs and some of the developed markets (DMs) cannot be …

Heterokedastic behavior of the Latin American emerging stock markets

E Ortiz, E Arjona - International Review of Financial Analysis, 2001 - Elsevier
Few studies on emerging markets have been devoted to examine the nature of their
volatility. This work analyzes the time series characteristics of six major Latin American …

[PDF][PDF] International portfolio diversification: A Malaysian perspective

SZ Abidin, M Ariff, AM Nassir… - … and Financial Innovations, 2004 - irbis-nbuv.gov.ua
The main purpose of this study is to provide evidence whether international portfolio
diversification gain exists in equity investment from a Malaysian perspective. The study …