A5036707737- Financial Markets and Investment Strategies
- Market Dynamics and Volatility
- Corporate Finance and Governance
- Monetary Policy and Economic Impact
- Energy, Environment, Economic Growth
- Housing Market and Economics
- Financial Reporting and Valuation Research
- Islamic Finance and Banking Studies
- Banking stability, regulation, efficiency
- Firm Innovation and Growth
- Insurance and Financial Risk Management
- Stock Market Forecasting Methods
- Particle physics theoretical and experimental studies
- Quantum Chromodynamics and Particle Interactions
- Innovation and Knowledge Management
- Financial Risk and Volatility Modeling
- Auditing, Earnings Management, Governance
- Nuclear physics research studies
- Credit Risk and Financial Regulations
- Financial Literacy, Pension, Retirement Analysis
- Risk Management in Financial Firms
- International Business and FDI
- Financial Distress and Bankruptcy Prediction
- COVID-19 Pandemic Impacts
- Particle Accelerators and Free-Electron Lasers
University of Maryland Eastern Shore
2003-2015
Southern Illinois University Carbondale
2009
University of Manitoba
1993-2001
TRIUMF
1996-1998
University of Alberta
1996
This study investigates if the changes of economic policy uncertainty in U.S. can explain returns on stock markets Indonesia, Malaysia, Philippines, Singapore and Thailand. also examines how market five countries respond to The Granger causality tests are performed determine cause markets. results, from analysing monthly date 1985:2 2012:2, show that negatively linked ASEAN Controlling for effect U.S market, only Philippines coefficient becomes insignificant. vector autoregressive analyses...
This paper investigates how stock market returns respond to economic policy uncertainty shocks. Based on the vector autoregression (VAR) analysis of monthly changes in index United States and CRSP value-weighted from 1985:M2 2012:M6, results show that negatively shocks first, fourth, fifth, eighth, night, tenth eleventh months. In addition, Granger causality Wald tests is helping predicting returns. Finally, time-varying OLS regression also predict negative
This study investigates the effect of changes in economic policy uncertainty Europe on performance stock markets European Union, Croatia, Norway, Russia, Switzerland, Turkey and Ukraine. Based analyses monthly returns major market indices these countries from 1993:2 to 2012:4, results show that negatively affect all Ukraine, is statistically significant for except Croatia seven members (Bulgaria, Estonia, Latvia, Lithuania, Malta, Slovakia Slovenia) Union. The findings provide empirical...
The parity-violating longitudinal analyzing power, Az, has been measured in pp elastic scattering at an incident proton energy of 221 MeV. result obtained is Az =(0.84 +/- 0.29 (stat.) 0.17 (syst.)) x 10^{-7}. This experiment unique that it selects a single parity violating transition amplitude, 3P2-1D2, and consequently directly constrains the weak meson-nucleon coupling constant h^pp_rho When this taken together with existing violation data, constants h^pp_omega can, for first time, both...
This study examines if economic policy uncertainty in the U.S. has any effect on returns stock markets BRIC (Brazil, Russia, India and China) countries. The current also investigates how market four countries respond to shock. Granger causality tests are performed determine cause markets. results show that negatively affect Brazil, Russia; this negative is statistically significant at 10% level for Brazil 1% Russia. Stock China affected by uncertainty; however, not significant. of becomes...
TRIUMF experiment 497 has measured the parity-violating longitudinal analyzing power Az in p→p elastic scattering at 221.3 MeV incident proton energy. This comprehensive paper includes details of corrections, some magnitude comparable to itself, required arrive final result. The largest correction was for effects first moments transverse polarization. addition result, Az=[0.84±0.29(stat.)±0.17(syst.)]×10−7, parity-violation experimental data base greatly improves constraints on weak...
This study investigates the effect of changes economic policy uncertainty in U.S. on returns stock markets Indonesia, Malaysia, Philippines, Singapore and Thailand. The current also examines how market five countries respond to Granger causality tests are performed determine if cause markets. results, from analyzing monthly date 1985:2 2012:2, show that negatively affect ASEAN Controlling for U.S market, only Philippines coefficient becomes insignificant. vector autoregression analyses...
Economic uncertainty is closely followed and analysed by businesses, policy makers academic scholars because the world economies have now become very interconnected more than ever. This study to examine a relationship between economic United States Europe. The results reveal long-run equilibrium (cointegration) in findings provide evidence of interconnectedness conditions State Europe line with international transmission spill-over literature.
This paper examines the impulse response function of economic policy uncertainty (EPU) and stock market returns in Eurozone. Using a vector autoregression analysis, this study explores how Eurozone's responds to uncertainty; feedback from is also examined. monthly data changes index on Eurozone 1993 2012, shows that respond positively statistically significant second, seventh eighth months. However, pooled OLS increase predicts lower returns. The results reveal strong market. are...
Using the vector autoregressive (VAR) framework, this study empirically documents impulse response functions of financial stress and market risk premiums performs a causality test these two variables. The analysis monthly changes Federal Reserve Bank St. Louis Financial Stress Index excess returns on CRSP value-weighted index from 1994:2 to 2012:5 shows that become negative in first, second third, fourth twelfth months following shock. degree drops second, fourth, fifth, seventh, tenth...
This study is set up to assess the dynamic effects of business confidence and consumer on stock market risk premiums determine relative importance in forecasting variability though a variance decomposition. The results show that response becomes positive immediately following shocks confidence. Based decomposition analysis, 95% due its own shock rest (1%) (4%) for 3-month horizon. For 6-month horizon, 93% shock, 2% 5% shock. forecast error 90% (6%) 12-month from OLS time-series regression...
Purpose – The purpose of this paper is to investigate the dynamic effect Tobin's q ratio on price-to-earnings (PE) ratio. Design/methodology/approach objective study PE To achieve objective, a vector autoregressive analysis (Equation (1)) employed analyze quarterly data from 1951Q4 2012Q4 determine generalized impulse response functions and perform variance decomposition Granger causality Wald test performed if causes vice versa. Findings Based market-level 2012Q4, results show that...
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This paper investigates the effect of economic policy uncertainty in United States on stock market performance Canada and Mexico. Using monthly returns S&P/TSX-300 Total Return Index from 1985:2 to 2012:5 Mexico SE 1988:1 2012:5, this study shows that increased changes US negatively affect Although U.S. trade balance do not influence Mexico, S&P 500 have an impact effect. The findings suggest is linked conditions US. implication finding participants pay attention
This study employs the vector autoregression (VAR) analysis to empirically report impulse response functions of economic policy certainty and financial stress. A causality test these two variables is also performed. The monthly changes in uncertainty index Federal Reserve Bank St. Louis Financial Stress Index from 1994:1 2012:5 including up 9 lags shows that stress jumps first, fifth, eighth through twelfth months following shocks. In addition, third, fourth, sixth, seventh, ninth Granger...
This study examines the impulse response functions and causality test of stock market returns market-wide liquidity as measured by share turnover (the total number shares traded over a period divided average outstanding for period). The analyses monthly data spanning from 1926 to 2011 NYSE volume on portfolios show that value-weighted portfolio are immediately negative in first month following shock; however, become positive after five months shock. largest There is significant jump shock...
This article examines the impulse response functions and causality test of stock market returns marketwide liquidity as measured by share turnover (the total number shares traded over a period divided average outstanding for period). The analyses monthly data spanning from 1926 to 2011 NYSE volume on portfolios show that value-weighted portfolio are immediately negative in first month following shock; however, become positive five months after shock. largest There is significant jump shock...