Dynamic Persistence of Shocks to Stock Prices in Emerging Markets: Non‐Normal Distributions, Structural Changes and Asymmetry
Fuente:
Wiley Open Access
Enregistré dans:
| Auteurs principaux: | Saban Nazlioglu, Ilhan Kucukkaplan, Sevket Pazarci, Asim Kar, Osman Varol |
|---|---|
| Format: | Artículo Open Access |
| Publié: |
Wiley
2025
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
The Dynamic Persistence of Economic Shocks
par: Barunik, Jozef, et autres
Publié: (2023)
par: Barunik, Jozef, et autres
Publié: (2023)
Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
par: Hirayama, Kenichi, et autres
Publié: (2019)
par: Hirayama, Kenichi, et autres
Publié: (2019)
Market-Based Price Autocorrelation
par: Olkhov, Victor
Publié: (2022)
par: Olkhov, Victor
Publié: (2022)
Climate Change Laws and European Stock Markets: An Event Analysis
par: Theodoros Bratis, et autres
Publié: (2025)
par: Theodoros Bratis, et autres
Publié: (2025)
Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days
par: Chi, Zhengyang, et autres
Publié: (2024)
par: Chi, Zhengyang, et autres
Publié: (2024)
Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns
par: Farahani, Hamed, et autres
Publié: (2025)
par: Farahani, Hamed, et autres
Publié: (2025)
On Optimal Currency Areas: Common Shocks Versus Common Persistence of Shocks
par: Louisa Grimm, et autres
Publié: (2024)
par: Louisa Grimm, et autres
Publié: (2024)
Market Rewards in Capital Markets: The Impact of First‐Time Recognition by the Golden Round Table Award on Stock Price Crash Risk
par: Yuhang Zheng, et autres
Publié: (2026)
par: Yuhang Zheng, et autres
Publié: (2026)
Heterogeneous co‐movements in US state and metropolitan statistical area housing prices: New insights from quantile factor models
par: Saban Nazlioglu, et autres
Publié: (2026)
par: Saban Nazlioglu, et autres
Publié: (2026)
Impact of FinTech on Stock Price Liquidity
par: Irfan Ullah, et autres
Publié: (2025)
par: Irfan Ullah, et autres
Publié: (2025)
Empirical Study on the Factors Influencing Stock Market Volatility in China
par: Zhang, Jingchu
Publié: (2025)
par: Zhang, Jingchu
Publié: (2025)
"Digitwashing": The Gap between Words and Deeds in Digital Transformation and Stock Price Crash Risk
par: Zor, Shutter
Publié: (2024)
par: Zor, Shutter
Publié: (2024)
Market-Based Probability of Stock Returns
par: Olkhov, Victor
Publié: (2023)
par: Olkhov, Victor
Publié: (2023)
The Impact of Social Media Activities on Stock Price Informativeness
par: Wansu Hu, et autres
Publié: (2025)
par: Wansu Hu, et autres
Publié: (2025)
Market-Based Asset Price Probability
par: Olkhov, Victor
Publié: (2022)
par: Olkhov, Victor
Publié: (2022)
Do Credit Ratings Matter for Stock Price Crash Risk? New Evidence From China
par: Chien‐Chiang Lee, et autres
Publié: (2026)
par: Chien‐Chiang Lee, et autres
Publié: (2026)
Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
par: Kikuchi, Tatsuru
Publié: (2024)
par: Kikuchi, Tatsuru
Publié: (2024)
How Do GCC Countries Stocks Interact With US and European Debt Markets?
par: Waqas Hanif, et autres
Publié: (2025)
par: Waqas Hanif, et autres
Publié: (2025)
Operating Capacity, Pricing and Supply Elasticity in Container Shipping Markets
par: Cong Sui, et autres
Publié: (2025)
par: Cong Sui, et autres
Publié: (2025)
Clean Energy Markets: Responses to Emerging Risks and Investor Behaviour
par: Khaled Mokni, et autres
Publié: (2024)
par: Khaled Mokni, et autres
Publié: (2024)
Economic Policy Uncertainty and Gambling Preference: Evidence From the Asia‐Pacific Stock Markets
par: Khoa Dang Duong, et autres
Publié: (2026)
par: Khoa Dang Duong, et autres
Publié: (2026)
Stock Market Volatility Predictability: A Transfer Entropy‐Determined Model‐Switching Strategy
par: Xueqing Wang, et autres
Publié: (2026)
par: Xueqing Wang, et autres
Publié: (2026)
Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices
par: Sovbetov, Yhlas, et autres
Publié: (2025)
par: Sovbetov, Yhlas, et autres
Publié: (2025)
Market-Based Variance of Market Portfolio and of Entire Market
par: Olkhov, Victor
Publié: (2025)
par: Olkhov, Victor
Publié: (2025)
What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts
par: Chen, Shuaiyu, et autres
Publié: (2024)
par: Chen, Shuaiyu, et autres
Publié: (2024)
Is the Stock Market Performance Vulnerable to the Russian–Ukrainian War? Evidence From the Twitter Sentiment Index
par: Yi‐Shuai Ren, et autres
Publié: (2025)
par: Yi‐Shuai Ren, et autres
Publié: (2025)
A Novel DTW ‐ TMFG Network Analysis of Emerging Blockchain Market in China
par: Hairong Lan, et autres
Publié: (2025)
par: Hairong Lan, et autres
Publié: (2025)
Corporate Social Responsibility, Resource Curse and Crash Risk: New Evidence From International Stock Markets
par: Shi Teng, et autres
Publié: (2026)
par: Shi Teng, et autres
Publié: (2026)
Herding and Anti‐Herding Behaviour in the UK , French and German Stock Markets Before and During the Covid Pandemic
par: Dimitrios Asteriou, et autres
Publié: (2025)
par: Dimitrios Asteriou, et autres
Publié: (2025)
Broken Symmetry of Stock Returns -- a Modified Jones-Faddy Skew t-Distribution
par: Shao, Siqi, et autres
Publié: (2025)
par: Shao, Siqi, et autres
Publié: (2025)
Dynamic Pricing for Real Estate
par: Razumovskiy, Lev, et autres
Publié: (2024)
par: Razumovskiy, Lev, et autres
Publié: (2024)
Alternative Price Dynamics and Valuation of Flexible Strategies
par: Cristina Bertolosi, et autres
Publié: (2025)
par: Cristina Bertolosi, et autres
Publié: (2025)
Economic Forces in Stock Returns
par: Chen, Yue, et autres
Publié: (2024)
par: Chen, Yue, et autres
Publié: (2024)
Stories that (are) Move(d by) Markets: A Causal Exploration of Market Shocks and Semantic Shifts across Different Partisan Groups
par: Drinkall, Felix, et autres
Publié: (2025)
par: Drinkall, Felix, et autres
Publié: (2025)
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs
par: Nguyen, An Pham Ngoc, et autres
Publié: (2024)
par: Nguyen, An Pham Ngoc, et autres
Publié: (2024)
Implementing Dynamic Pricing Across Multiple Pricing Groups in Real Estate
par: Razumovskiy, Lev, et autres
Publié: (2024)
par: Razumovskiy, Lev, et autres
Publié: (2024)
Structured Event Representation and Stock Return Predictability
par: Li, Gang, et autres
Publié: (2025)
par: Li, Gang, et autres
Publié: (2025)
Connectedness Structure and Volatility Dynamics Between BRICS Markets and International Volatility Indices: An Investigation
par: Halilibrahim Gökgöz, et autres
Publié: (2024)
par: Halilibrahim Gökgöz, et autres
Publié: (2024)
Time Varying Efficiency and Asymmetric Extreme Risk Spillover Effects: Evidence From the Chinese and US Stock Markets
par: Wenhao Xie, et autres
Publié: (2026)
par: Wenhao Xie, et autres
Publié: (2026)
Economic Policy Uncertainty, Investor Sentiment and Industry Stock Market Volatility in China: A Quantile Regression Approach
par: Peng Guo, et autres
Publié: (2025)
par: Peng Guo, et autres
Publié: (2025)
Documents similaires
-
The Dynamic Persistence of Economic Shocks
par: Barunik, Jozef, et autres
Publié: (2023) -
Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
par: Hirayama, Kenichi, et autres
Publié: (2019) -
Market-Based Price Autocorrelation
par: Olkhov, Victor
Publié: (2022) -
Climate Change Laws and European Stock Markets: An Event Analysis
par: Theodoros Bratis, et autres
Publié: (2025) -
Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days
par: Chi, Zhengyang, et autres
Publié: (2024)