Linkages between oil price shocks and stock returns revisited
آشنایی با موضوع
بازار بورس اوراق بهادار کره، در سال ۱۹۵۳ در این کشور راه اندازی شد. در تاریخ ۱۹ ژانویه ۲۰۰۵ بر اساس قانون شماره ۷۱۱۲ دولت کره جنوبی؛ بازار بورس اوراق بهادار کره Korea Stock Exchange، بورس فیوچرز کره Korea Futures Exchange و بورس کوسدک KOSDAQ Stock Market با هم ادغام شدند و بورس کره، تاسیس شد. در اکتبر ۲۰۱۱ بورس کره، با تعداد ۱٫۷۹۶ شرکت ذکر شده، ارزش بازاری معادل ۱٫۱ $ تریلیون دلار را دارا بود. دفتر مرکزی و بازار بورس اوراق بهادار کره، در شهر بوسان قرار دارد. همچنین یک دفتر برای بازارهای نقدی و نظارت بازار در شهر سئول مستقر می‌باشد.
در این صفحه، تعداد 86 مقاله انگلیسی از ژورنال ها و مجلات معتبر پایگاه ساینس دایرکت (ScienceDirect) درباره موضوع بازار سهام کره آرشیو شده است که شما می توانید مقالات مورد نظر خود را بر اساس سال انتشار، موضوع مقاله، وضعیت ترجمه و تعداد صفحات، انتخاب نموده و دانلود فرمایید.
در صورتی که مقاله لاتین مورد نظر شما تا کنون به زبان فارسی ترجمه نشده باشد، واحد ترجمه پایگاه ISI Articles با همکاری تنی چند از اساتید و مترجمان با سابقه، آمادگی دارد آن را در اسرع وقت و با کیفیت مطلوب برای شما ترجمه نماید.
در صورتی که مقاله لاتین مورد نظر شما تا کنون به زبان فارسی ترجمه نشده باشد، واحد ترجمه پایگاه ISI Articles با همکاری تنی چند از اساتید و مترجمان با سابقه، آمادگی دارد آن را در اسرع وقت و با کیفیت مطلوب برای شما ترجمه نماید.
Occurrence of veterinary drug residues in farmed fishery products in South Korea
A wavelet analysis of co-movements in Asian gold markets
Identifying method validation and measurement uncertainty of brominated vegetable oil in soft drinks and carbonated waters commonly consumed in South Korea
The effects of Mega-Regional Trade Agreements on Vietnam
Modelling the levels of historic waste electrical and electronic equipment in Ireland
Do financial structures affect exchange rate and stock price interaction? Evidence from emerging markets
Market integration and financial linkages among stock markets in Pacific Basin countries
Varieties of institutional systems: A contextual taxonomy of understudied countries
Liquidity and macroeconomic management in emerging markets
A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets
An economic analysis of the carbon benefits of sawmill residues' use in South Korea
Regime-dependent herding behavior in Asian and Latin American stock markets
An empirical analysis of corporate currency risk management policies and practices
Does the stock market really cause unemployment? A cross-country analysis
Assessment of ferrocyanide intake from food-grade salt in the Korean population
Managing exchange rate exposure with hedging activities: New approach and evidence
The long-term financial drivers of fine wine prices: The role of emerging markets
A quantitative study on endogenous formation of comparative advantage in South Korea
Correlation analysis of the Korean stock market: Revisited to consider the influence of foreign exchange rate
Forecasting performance of global economic policy uncertainty for volatility of Chinese stock market
Do foreign investors mitigate anchoring bias in stock market? Evidence based on post-earnings announcement drift
Is individual trading priced in the preferred stock discount?
Momentum, idiosyncratic volatility and market dynamics: Evidence from China
Human capital measures and stock return predictability: Macroeconomic versus microeconomic approaches
Does country risks predict stock returns and volatility? Evidence from a nonparametric approach
Twitter's daily happiness sentiment and the predictability of stock returns
Herding within industries: Evidence from Asian stock markets
Coupling detrended fluctuation analysis of Asian stock markets
Estimating stochastic volatility with jumps and asymmetry in Asian markets
International stock return predictability: Evidence from new statistical tests
Does US news impact Asian emerging markets? Evidence from nonparametric causality-in-quantiles test
A fresh look at integration of risks in the international stock markets: A wavelet approach
Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?
What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach
Speculative bubbles in emerging stock markets and macroeconomic factors: A new empirical evidence for Asia and Latin America
An intelligent hybrid trading system for discovering trading rules for the futures market using rough sets and genetic algorithms
Stock return anomalies and individual investors in the Korean stock market
Hot money and cross-section of stock returns during the global financial crisis
Do individual short-sellers make money? Evidence from Korea
Information asymmetry and investor trading behavior around bond rating change announcements
Post-earnings-announcement-drift and 52-week high: Evidence from Korea
Using genetic algorithm to support clustering-based portfolio optimization by investor information
Exchange rate dynamics and stock prices in small open economies: Evidence from Asia-Pacific countries
Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
Do mutual funds exploit the accrual anomaly?: Korean evidence
The dynamic conditional relationship between stock market returns and implied volatility
Effects of common factors on stock correlation networks and portfolio diversification
The diffusion of corporate governance to emerging markets: Evaluating two dimensions of investor heterogeneity
Modeling the dynamics of institutional, foreign, and individual investors through price consensus
Oil price shocks and American depositary receipt stock returns
Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes
Do foreign short-sellers predict stock returns? Evidence from daily short-selling in Korean stock market ☆
Weather effects on returns: Evidence from the Korean stock market
Short selling by individual investors: Destabilizing or price discovering?
Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market
Intraday volatility and network topological properties in the Korean stock market
Evaluating asset pricing models in the Korean stock market
Dependence structure of the Korean stock market in high frequency data
Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market
The effect of changes in index constitution: Evidence from the Korean stock market
Inter-temporal examination of the trading activities of foreign investors in the Korean stock market