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Integration of emerging stock markets with global stock markets
Integration of emerging stock markets with global stock markets
Global financial crisis and emerging stock market contagion: A volatility impulse response function approach
Does investor sentiment predict the asset volatility? Evidence from emerging stock market India
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis
Liquidity discount in the opaque market: The evidence from Taiwan's Emerging Stock Market
Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach
Monetary shocks and asymmetric effects in an emerging stock market: The case of China
Assessing the impact of oil returns on emerging stock markets: A panel data approach for ten Central and Eastern European Countries
The development of emerging stock markets and the demand for cross-listing
Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?
Locals, foreigners, and multi-market trading of equities: Intraday evidence from Thailand
The interaction between foreigners' trading and emerging stock returns: Evidence from Turkey
Trade openness and the informational efficiency of emerging stock markets
Foreign equity flows and the “Size Bias”: Evidence from an emerging stock market
Capital structure in an emerging stock market: The case of India
Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis
Do investors herd in emerging stock markets?: Evidence from the Taiwanese market
The value of stock analysts' recommendations: Evidence from emerging markets
An early warning system for global institutional investors at emerging stock markets based on machine learning forecasting
Individual investors and gender similarities in an emerging stock market
On measuring synchronization of bulls and bears: The case of East Asia
Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets
Volatility in stock returns for new EU member states: Markov regime switching model
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries
The underperformance of the growth enterprise market in Hong Kong
Which trades move prices in emerging markets?: Evidence from China's stock market
What drives volatile emerging stock market returns?
Intra and inter-regional causal linkages of emerging stock markets: evidence from Asia and Latin America in and out of crises
Unchecked intermediaries: Price manipulation in an emerging stock market
Common risk factors in returns in Asian emerging stock markets
Financial earthquakes, aftershocks and scaling in emerging stock markets
Stock market cycles, financial liberalization and volatility
The explanatory power of political risk in emerging markets
Taxing Emerging Stock Markets: A Beneficial Policy? Evidence from the Stockholm Stock Exchange, 1907–1939
Heterokedastic behavior of the Latin American emerging stock markets
Selecting macroeconomic variables as explanatory factors of emerging stock market returns
Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange