Tags → stock
- Dependence Structure and Portfolio Diversification on Central European Stock Markets
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May 15, 2007 09:51
This paper studies the dependence structure on Central European, German and UK stock markets within the framework of a semiparametric copula model for weekly stock index return pairs.
- Sources for financing domestic capital - is foreign saving a viable option for developing countries
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May 15, 2007 10:32
This paper proposes a new method for measuring the degree to which the domestic capital stock is self-financed.
- Evaluating Statistical and Economic Significance of Polish Stock Return Predictability
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May 15, 2007 09:54
The purpose of this paper is to investigate the economic and statistical significance of Polish stock return predictability in the period 1997-2003.
- EPIN Working Paper №4 - How Can Financial System Spur Growth in Transition Economies
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May 15, 2007 09:54
This publication reviews relationship between financial system and economic development, taken in the broader sense rather than impact on economic growth.
- Stock markets and industry growth: an eastern European perspective
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May 15, 2007 09:54
This paper reviews recent stock market developments in Poland and the Czech Republic and provides a case-study of the direction of causality between stock market expansion and economic growth. It finds no evidence that the relative failure of the security market in the Czech Republic affected the country’s economy. It also analyses the composition of Polish private equity offerings and finds that industries traditionally considered financially dependent were not among the largest Polish equity issuers. Instead, the growth of the Polish equity market has been driven by otherwise well-performing industries, such as residential building and commercial banking
- Foreign direct investment financing of capital formation in central and eastern Europe
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May 16, 2007 14:41
This paper looks at the relation between foreign direct investment (FDI) and gross fixed capital formation in transition countries as well as other sources of capital formation financing, namely debt financing, capital market financing and subsidies. The paper shows that capital formation is positively associated with FDI, along with domestic debt and capital market financing, but negatively correlated with stock market liquidity.
- Russian Dilemmas
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November 23, 2007 13:06
This paper discusses some aspects of the legacy of the socialist past that make Russia's (or Ukraine's) macroeconomic policy problems rather different from those of the Latin American countries whose stabilisations are often cited as models for the USSR successor states. In particular, we want to consider (1) the structure of the inherited capital stock and (2) the lack of financial instruments, institutions, and markets.
- Emerging stock markets and international assest pricing
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November 23, 2007 13:12
This article investigates whether emerging stock markets are now part of the global financial market and characterizes return behavior in these markets.
- Return behavior in emerging stock markets
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November 23, 2007 13:14
This article investigates the behavior of stock returns in the twenty stock markets represented in the International Finance Corporation's Emerging Markets Data Base. The aim is to test for return anomalies and predictability.
- The emergence of equity investment in developing countries : overview
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November 26, 2007 17:12
Equity flows to developing countries have increased sharply in recent years. Foreign equity investment can be beneficial to developing countries because of its risk-sharing characteristics and effects on resource mobilization and allocation.
- On the importance of clean accounting measures for the tests of stock market efficiency
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January 18, 2008 17:39
Tests of the semi-strong form of the efficient market hypothesis (EMH) typically use earnings and book value of equity as benchmarks of fundamental value. Accounting earnings, however, are contaminated by noise due to their transient component and book value of equity tends to be biased downwards due to accounting conservatism. We investigate whether controlling for these effects impacts on the implications concerning the information efficiency of the Swedish stock market.
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