Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model
Sign Up to like & getrecommendations! Published in 2017 at "Emerging Markets Review"
DOI: 10.1016/j.ememar.2017.09.004
Abstract: Abstract We study stock market's response to real output shocks in the small and young Eastern European frontier markets, and compare to the larger European emerging- and world's most developed markets. To obtain a complete… read more here.
Keywords: stock market; market response; response; frontier markets ... See more keywords
Financial development and standardized reporting: A comparison among developed, emerging, and frontier markets
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Business Research"
DOI: 10.1016/j.jbusres.2018.12.012
Abstract: Abstract This study explores the influence of a country's financial development on the adherence of its companies to standardized reporting by comparing developed, emerging, and frontier markets. The results show that only high-income developed or… read more here.
Keywords: financial development; development; frontier markets; emerging frontier ... See more keywords
Calendar Anomalies in Islamic Frontier Markets
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DOI: 10.1177/21582440221097886
Abstract: This study investigates calendar anomalies in eight Islamic frontier markets. Our sample consists of the daily closing prices of their stock indices for the period of January 2006 to September 2019. The data are categorized… read more here.
Keywords: calendar anomalies; islamic frontier; frontier markets; market ... See more keywords
Forecasting the Risk Factor of Frontier Markets: A Novel Stacking Ensemble of Neural Network Approach
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DOI: 10.3390/fi14090252
Abstract: Forecasting the risk factor of the financial frontier markets has always been a very challenging task. Unlike an emerging market, a frontier market has a missing parameter named “volatility”, which indicates the market’s risk and… read more here.
Keywords: neural network; stacking ensemble; frontier markets; learning models ... See more keywords