All Outputs (2)

Investor response to public news, sentiment and institutional trading in emerging markets: a review. (2015)
Journal Article
BRZESZCZYŃSKI, J., GAJDKA, J. and KUTAN, A. 2015. Investor response to public news, sentiment and institutional trading in emerging markets: a review. International review of economics and finance [online], 40, pages 338-352. Available from: https://doi.org/10.1016/j.iref.2015.10.042

This paper reviews the literature on investor reaction and sentiment with respect to public information arrival in emerging markets and discusses the implications of the findings for the validity of theoretical models emphasizing public information a... Read More about Investor response to public news, sentiment and institutional trading in emerging markets: a review..

Intra- and inter-regional return and volatility spillovers across emerging and developed markets: evidence from stock indices and stock index futures. (2015)
Journal Article
YAROVAYA, L., BRZESZCZYNSKI, J. and LAU, C.K.M. 2016. Intra- and inter-regional return and volatility spillovers across emerging and developed markets: evidence from stock indices and stock index futures. International review of financial analysis [online], 43, pages 96-114. Available from: https://doi.org/10.1016/j.irfa.2015.09.004

We provide empirical evidence on the patterns of intra- and inter-regional transmission of information across 10 developed and 11 emerging markets in Asia, the Americas, Europe and Africa using both stock indices and stock index futures. The main tra... Read More about Intra- and inter-regional return and volatility spillovers across emerging and developed markets: evidence from stock indices and stock index futures..