- 1. Vol. 5, Issue 4, 2017 - Hyperion Economic Journal
- (HEJ, Volume 5, Issue 4-2017)
- ... Stock Index Returns Violeta Duță pp. 48-62 Short-Term Changes in Wage Distribution after Minimum Wage Increases in Romania Mădălina Ecaterina Popescu, Eva Militaru pp. 63-71 ...
- Created on 30 December 2017
- 2. Analysis and Modeling of NYSE Arca Oil & Gas Stock Index Returns
- (HEJ, Volume 5, Issue 4-2017)
- ... Through this study we have analyzed and modeled the returns of the NYSE ARCA OIL & GAS stock exchange index (symbol XOI). This index, previously called the AMEX Oil Index, comprises 20 of the most ...
- Created on 30 December 2017
- 3. Vol. 5, Issue 3, 2017 - Hyperion Economic Journal
- (HEJ, Volume 5, Issue 3-2017)
- ... pp. 20-25 The Impact of Terrorism on Equity Returns: Evidence from the Nigerian Stock Market Hassan O. Ozekhome pp. 26-34 Programs for Monitoring Intra-Community Aquisition and ...
- Created on 05 October 2017
- 4. The Impact of Terrorism on Equity Returns: Evidence from the Nigerian Stock Market
- (HEJ, Volume 5, Issue 3-2017)
- ... : 34 Abstract: This paper empirically examines the impact of terrorism on stock market returns in Nigeria. This is examined over the period, 1997-2015. Employing a dynamic system-GMM estimation ...
- Created on 05 October 2017
- 5. Analysis of Macroeconomic Events Impact Using the Event Study Methodology
- (HEJ, Volume 5, Issue 2-2017)
- ... This article examines the impact of the most important macroeconomic events form Eurozone on the returns of financial assets such as exchange rates, stock market indexes, swap and futures contracts. ...
- Created on 05 July 2017
- 6. Are the Announcements Regarding Macroeconomic Fundamentals Responsible for Changes in the Dynamics of Stock Markets? CEE vs Developed Markets
- (HEJ, Volume 3, Issue 3-2015)
- ... in terms of abnormal returns and abnormal variances. We find that the battery of macroeconomic announcements does not influence the dynamics of the indices considered in this study. In spite of this, our ...
- Created on 05 October 2015
- 7. Vol. 3, Issue 1, 2015 - Hyperion Economic Journal
- (HEJ, Volume 3, Issue 1-2015)
- ... between the Period 1990 – 2012 Sofiane Maachi, Zairi Belkacem pp. 44-55 The Impact of Capital Structure on Stock Returns: International Evidence Reza Tahmoorespoura, Mina Ali-Abbarb, Elias ...
- Created on 01 April 2015
- 8. The Impact of Capital Structure on Stock Returns: International Evidence
- (HEJ, Volume 3, Issue 1-2015)
- ... examines the relationship between capital structure and stock returns of firms in the following eight countries in the Asia Pacific regionfor a period of 22 years from 1990 to 2012. The methodology is ...
- Created on 01 April 2015
- 9. To QE or Not to QE? The Japanese Experience
- (HEJ, Volume 2, Issue 2-2014)
- ... Using daily data for the 2005 – 2013 period and considering 23 announcements of QE initiatives we build an econometric event study approach in order to compute and investigate the abnormal returns induced ...
- Created on 05 July 2014
- 10. The Volatility of Market Risk In Viet Nam Listed Public Utilities Company Groups during and after the Financial Crisis 2007-2009
- (HEJ, Volume 2, Issue 1-2014)
- ... firms, whose beta values higher than (>) 1, meaning having stock returns fluctuating more than the market benchmark. Thirdly, among three (3) groups, the systemic risk in the electric power industry ...
- Created on 01 April 2014
- 11. Vol. 1, Issue 2, 2013 - Hyperion Economic Journal
- (HEJ, Volume 1, Issue 2-2013)
- ... properties for European stock indices returns during 2007-2012 Panait Iulian pp. 33-41 Synthesis The nonlinear GDP dynamics Purica Ionuț pp. 42-59 Young researchers ...
- Created on 15 July 2013
- 12. Statistical properties for European stock indices returns during 2007-2012
- (HEJ, Volume 1, Issue 2-2013)
- ... but finds that frontier markets showed less vo/ati/ity than emerging and developed markets and that monthly squared returns presented less evidence of autocorrelations in comparison with the daily squared ...
- Created on 15 July 2013
- 13. The month-of-the-year effect on Bucharest Stock Exchange
- (HEJ, Volume 1, Issue 1-2013)
- ... returns for five Romanian official exchange indices and for one MSCI Barra country index during May 2007 - March 2013, thereby including both the 2007-2009 financial crisis and the recovery that followed ...
- Created on 02 April 2013
