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zant worldpress

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Date of Birth: 25/02/1979


Phone: 01XXX- XXX-XXX

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All Publications by zant worldpress

Testing Weak Form Efficiency: An International Market Perspective

The efficient market hypothesis has been given lots of importance in the financial literature. Eventually, the importance of the efficiency of a market is that prices will fully reflect all available information. This study focuses on the weak-form market efficiency testing for three particular stocks (Bel-Fuse-Inc., Berkshire-Hills Bancorp, Inc.-and Beasley Broadcast-Group,-Inc.) and two decile indices (NYSE/AMEX/NASDAQ index capitalization based-Decile-1-and-10). With the aid of autocorrelation...

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The Impact of International Capital Flows on Economic Growth: The Case of Vietnam

External capital flows enable developing countries to strengthen investment activities, increase economic growth and reduce poverty. Therefore, this research is conducted primarily to investigate the impact of the long-term and short-term capital flows on Vietnamese real GDP growth. The autoregressive distributed lag (ARDL) bound testing method is applied to examine the empirical relationship. The regression results show that there is a long-run relationship between foreign capital flows and economic...

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International Transmission Mechanism of Time Varying Risk Perceptions on European Financial Markets

This research attempts to uncover the following important relationships: (i) to what extent is the risk perceptions on financial markets of one country contribute to risk perceptions on another country’s financial markets; (ii) what is the duration of such international transmission mechanism of risk perceptions (if any) across countries; (iii) what is the lead-lag relationships of international transmission of risk perceptions in European financial market system. The results of the impulse response...

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Spin-Off and Value Creation: The Case of Malaysia

This paper investigates the short- and long-run share return performance of Malaysian spin-off firms. Using daily and monthly data, it examines the performance of spin-off firms against the benchmarks of Malaysian indices and matched-firm portfolios. The results show that parent firms significantly outperformed the market during the few days surrounding the announcement date even after adjustment for size. In the long-run analysis over three years, however, we do not find abnormal performance for...

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International Oil Price Volatility Risk from the Perspective of Finance

Nowadays, the international oil price remains high and has frequent volatility, the global oil supply and demand risk has turned into the volatility of financial risk. This study aims at uncovering the mystery behind the volatility of international oil price mechanism and finding a better way to calculate the value of Risk (VaR) of the volatility international oil price. This paper calculated VaR using traditional ARCH-class models and SWARCH model. Based on the results which is calculated by the...

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Power-Log Portfolio Optimization for Managing Downside Risk

This research paper tests the effectiveness of Power-Log optimization for managing the downside risk of investment portfolios. It uses Power-Log utility functions, which are based on tenets of behavioral finance, to give investors the ability to build downside protection directly into a portfolio. Comparing optimal Power-Log portfolios with matched mean-variance efficient portfolios, we find that the optimal Power-Log portfolios have lower downside risk, while delivering higher geometric average...

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Determinants of the Outward US FDI in the European Union Countries: A Panel Data Analysis

The United States is the largest recipient of foreign direct investment (FDI) in the world and the largest investor abroad. The significance of this study relates to the fact, that it will enhance the knowledge of the factors affecting USFDI and might have policy-making implications. It identifies literature related to the factors determining US FDI outflows and generates database that will be benefiting researchers. The goal of this research is to illustrate the impact of the following variables...

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The Reaction of Bahrain Bourse to Announcement of Annual Financial Results

The study tests the reaction of Bahrain Bourse to 2014 annual financial results announcement. The study is based on 30 companies. The researcher used event study methodology. The behaviour of average abnormal returns (AARs) and cumulative average abnormal returns (CAARs) are examined for 30 days prior to and 31 days after the announcement of annual financial results. Runs test, sign test and t-test statistics on AARs are statistically not significant. However, t-values on CAARs are statistically...

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Financial Integration Before and During the Financial Crisis of 2008: Evidence from GCC and MENA Stock Market

This study investigates the impact of 2008 financial crisis on the links within two regions, the GCC markets (Bahrain, Kuwait, Oman, Qatar and United Arab of Emirates) and the MENA markets (Egypt, Jordan, Morocco, Tunisia and Turkey). The study main objective is to capture possible time-variant stock market integration in GCC markets and in MENA countries before and during the crisis 2008 using daily stock market indexes retrieved from MSCI over the period 1st June 2005 to 1st July 2010. The study...

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The Information Roles of Short Sales in Chinese Stock Markets

This paper investigates whether short sales have increased the market efficiency since short sales were allowed in 2010. Evidence from regression R-squared method and from Dimson beta method shows that short sales do increase the revealing of firm specific information, and individual stock prices react to their own information quicker than before. This paper also checks whether short sales contain information in the earnings announcement events. Results confirm that short sellers are able to make...

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