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 …
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 …
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
International real estate related securities are investigated to see whether they offer any
incremental diversification benefits over foreign stocks using mean‐variance analysis …
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 …
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 …
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
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 …
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 …
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 …
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 …
volatility. This work analyzes the time series characteristics of six major Latin American …
[PDF][PDF] International portfolio diversification: A Malaysian perspective
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 …
diversification gain exists in equity investment from a Malaysian perspective. The study …