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What Drives Stock Market Growth? A Case of a Volatile Emerging Economy
16 references·2 citing·49 second hopsampled
What Drives Stock Market Growth? A Case of a Volatile Emerging Economy (2015)What Drives Stock Market Growth? A Case o…The “Antidirector Rights Index” Revisited (2009)The “Antidirector Rights Inde…Real-time price discovery in global stock, bond and foreign exchange markets (2007)Real-time price discovery in …Institutional development, financial deepening and economic growth: Evidence from China (2007)Institutional development, fi…Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets (2006)Dynamic linkages between exch…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Micro Effects of Macro Announ…Emerging markets finance (2003)Emerging markets financeMicro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2002)Micro Effects of Macro Announ…Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Macroeconomic Factors Do Infl…A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)A bivariate causality between…Stock returns and volatility in emerging financial markets (1997)Stock returns and volatility …Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines (1997)Exchange rate and stock price…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Investor Diversification and International Equity Markets (1991)Investor Diversification and …An empirical examination of the Arbitrage Pricing Theory (1988)An empirical examination of t…Using daily stock returns (1985)Using daily stock returnsSTOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981)STOCK PRICES, REAL ACTIVITY, …Herding behaviour and the declining value relevance of accounting information: evidence from an emerging stock market (2018)Herding behaviour and the dec…The role of institutions in finance curse: Evidence from international data (2017)The role of institutions in f…Expectations and the neutrality of money (1972)MONEY, INCOME, AND CAUSALITY (1972)Asset returns and inflation (1977)Economic Forces and the Stock Market (1986)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Empirical modelling of contagion: a review of methodologies (2005)Economic Reforms, FDI, and Economic Growth in India: A Sector Level Analysis (2008)Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries (2013)Discretion versus policy rules in practice (1993)Dynamic Conditional Correlation (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)Capital Flows, Push versus Pull Factors and the Global Financial Crisis (2011)THE INDIVIDUAL INVESTOR: ATTRIBUTES AND ATTITUDES (1974)International Investment Restrictions and Closed‐End Country Fund Prices (1990)Preference and belief: Ambiguity and competence in choice under uncertainty (1991)Financial Dependence and Growth (1996)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Household Finance (2006)An Empirical Evaluation of Accounting Income Numbers (1968)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Politically Connected Firms (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)Corporate Social Responsibility and Shareholder Reaction: The Environmental Awareness of Investors (2012)Legal Determinants of External Finance (1997)Law and Finance (1998)Corporate Ownership Around the World (1999)Financial development and innovation: Cross-country evidence (2013)Socially Responsible Firms (2014)Women on Boards and Firm Financial Performance: A Meta-Analysis (2014)An Intertemporal Capital Asset Pricing Model (1973)Efficient Capital Markets: II (1991)Investor Attention and Stock Market Volatility (2014)A Survey of Corporate Governance (1997)Corporate Governance and Expected Stock Returns: Evidence from Germany (2004)Characterizing World Market Integration through Time (2007)Finance and inequality: Channels and evidence (2007)Empirical exchange rate models of the seventies (1983)ARCH modeling in finance (1992)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)High-Frequency Trading and Price Discovery (2014)
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References

  • 1985Using daily stock returns6,887 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 1981STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY2,632 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,416 cited
  • 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
  • 2002Macroeconomic Factors Do Influence Aggregate Stock Returns826 cited
  • 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆785 cited
  • 2003Emerging markets finance768 cited
  • 2009The “Antidirector Rights Index” Revisited725 cited
  • 1997Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines466 cited
  • 1997Stock returns and volatility in emerging financial markets465 cited
  • 2007Institutional development, financial deepening and economic growth: Evidence from China415 cited
  • 2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange339 cited
  • 2006Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets

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325 cited
  • 1988An empirical examination of the Arbitrage Pricing Theory285 cited
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    • 2017The role of institutions in finance curse: Evidence from international data194 cited
    • 2018Herding behaviour and the declining value relevance of accounting information: evidence from an emerging stock market16 cited