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Trade openness and the informational efficiency of emerging stock markets

Citations

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Cited by:

  1. Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2019. "Risk perceptions and international stock market liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 94-116.
  2. João A. Bastos & Jorge Caiado, 2014. "Clustering financial time series with variance ratio statistics," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2121-2133, December.
  3. Hooy, Chee-Wooi & Lim, Kian-Ping, 2013. "Is market integration associated with informational efficiency of stock markets?," Journal of Policy Modeling, Elsevier, vol. 35(1), pages 29-44.
  4. Noda, Akihiko, 2016. "A test of the adaptive market hypothesis using a time-varying AR model in Japan," Finance Research Letters, Elsevier, vol. 17(C), pages 66-71.
  5. Akihiko Noda, 2021. "On the evolution of cryptocurrency market efficiency," Applied Economics Letters, Taylor & Francis Journals, vol. 28(6), pages 433-439, March.
  6. Zhang, Wei & Huang, Ke & Feng, Xu & Zhang, Yongjie, 2017. "Market maker competition and price efficiency: Evidence from China," Economic Modelling, Elsevier, vol. 66(C), pages 121-131.
  7. Md Lutfur Rahman & Mahbub Khan & Samuel A. Vigne & Gazi Salah Uddin, 2021. "Equity return predictability, its determinants, and profitable trading strategies," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 162-186, January.
  8. Andrieş, Alin Marius & Plopeanu, Aurelian-Petruş & Sprincean, Nicu, 2023. "Institutional determinants of households’ financial investment behaviour across European countries," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 300-325.
  9. Giuseppe Galloppo & Mauro Aliano, 2018. "Fund Manager Performance in Emerging Market: Factor Specialisation and Financial Crisis Impact," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(1), pages 130-158, April.
  10. Navaz Naghavi & Muhammad Shujaat Mubarik & Devinder Kaur, 2018. "Financial Liberalization And Stock Market Efficiency: Measuring The Threshold Effects Of Governance," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 1-24, December.
  11. Caihong Xu & Dong Zhang, 2019. "Market openness and market quality in gold markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(3), pages 384-401, March.
  12. Amédée-Manesme, Charles-Olivier & Barthélémy, Fabrice & Prigent, Jean-Luc, 2016. "Real estate investment: Market volatility and optimal holding period under risk aversion," Economic Modelling, Elsevier, vol. 58(C), pages 543-555.
  13. Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk, 2015. "Predictability dynamics of Islamic and conventional equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 222-248.
  14. Jasman Tuyon & Zamri Ahmada, 2016. "Behavioural finance perspectives on Malaysian stock market efficiency," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(1), pages 43-61, March.
  15. Gianluca Marcato & Stanimira Milcheva & Chen Zheng, 2018. "Urban Economic Openness and IPO Underpricing," The Journal of Real Estate Finance and Economics, Springer, vol. 56(3), pages 325-351, April.
  16. Sensoy, Ahmet & Tabak, Benjamin M., 2015. "Time-varying long term memory in the European Union stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 147-158.
  17. Badar Nadeem Ashraf & Sidra Arshad & Liang Yan, 2017. "Trade Openness and Bank Risk-Taking Behavior: Evidence from Emerging Economies," JRFM, MDPI, vol. 10(3), pages 1-18, July.
  18. Camelia Oprean, 2012. "Testing the financial market informational efficiency in emerging states," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 4(2), pages 181-190, Decembre.
  19. Tshikalange, Mulanga & Bonga-Bonga, Lumengo, 2023. "The determinants of the dynamic correlation between foreign exchange and equity markets: Cross-Country comparisons," MPRA Paper 118401, University Library of Munich, Germany.
  20. Ebenezer Boateng & Emmanuel Asafo-Adjei & John Gartchie Gatsi & ªtefan Cristian Gherghina & Liliana Nicoleta Simionescu, 2022. "Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets," Oeconomia Copernicana, Institute of Economic Research, vol. 13(3), pages 699-743, September.
  21. Mohammed Mizanur Rahman & Munni Begum & Badar Nadeem Ashraf & Md. Abdul Kaium Masud, 2020. "Does Trade Openness Affect Bank Risk-Taking Behavior? Evidence from BRICS Countries," Economies, MDPI, vol. 8(3), pages 1-30, September.
  22. Todea, Alexandru & Pleşoianu, Anita, 2013. "The influence of foreign portfolio investment on informational efficiency: Empirical evidence from Central and Eastern European stock markets," Economic Modelling, Elsevier, vol. 33(C), pages 34-41.
  23. Navaz Naghavi & Wee-Yeap Lau, 2014. "Exploring the nexus between financial openness and informational efficiency -- does the quality of institution matter?," Applied Economics, Taylor & Francis Journals, vol. 46(7), pages 674-685, March.
  24. Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Bannigidadmath, Deepa, 2017. "Is the profitability of Indian stocks compensation for risks?," Emerging Markets Review, Elsevier, vol. 31(C), pages 47-64.
  25. Ashraf, Badar Nadeem, 2018. "Do trade and financial openness matter for financial development? Bank-level evidence from emerging market economies," Research in International Business and Finance, Elsevier, vol. 44(C), pages 434-458.
  26. Tongurai, Jittima & Vithessonthi, Chaiporn, 2023. "Financial openness and financial market development," Journal of Multinational Financial Management, Elsevier, vol. 67(C).
  27. Tran, Thi Bich Ngoc, 2017. "Speculative bubbles in emerging stock markets and macroeconomic factors: A new empirical evidence for Asia and Latin America," Research in International Business and Finance, Elsevier, vol. 42(C), pages 454-467.
  28. A. Sensoy & Benjamin M. Tabak, 2013. "How much random does European Union walk? A time-varying long memory analysis," Working Papers Series 342, Central Bank of Brazil, Research Department.
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