Cryptocurrencies (CCs) have risen rapidly in market capitalization over the past years. Despite striking volatility, their high average returns and low correlations established CCs as alternat...

Capital Asset Pricing Model (CAPM) provides an equilibrium linear relationship between expected return and risk of an asset. The purpose of this paper is to investigate a risk-return relationship within the CAPM framework. The study also aims at exploring whether CAPM is a good indicator of asset pricing in Bangladesh. For this study, a period 19992003 have been considered. Fama-French [1992] m...

We quantify the effect of a significant technological innovation, shale oil development, on asset prices. Using stock price changes on major news announcement days allows us to link aggregate stock price changes to shale development activity as well as other oil supply shocks. We exploit cross-sectional variation in industry portfolio returns on announcement days to construct a shale mimicking ...

This paper introduces a framework to study the links between the supply of liquid assets for the financial market and the international allocation of economic activity. Private assets’ liquidity properties—their usefulness as collateral or media of exchange in financial transactions— affect assets’ values and interest rates, with consequences on firm entry, production, aggregate productivity, a...

Market capitalization has become a universally accepted indicator of business valuation. The company is the product price share for number shares issued and listed. global market crash 2008 led to Nigerian stock losing nearly N9 trillion causing many shareholders lose interest in capital market. inconsistency reduced dividend payments, dwindling retained earnings re-investment profits by manage...

The study examines the extent to which external financial flows influence market capitalization of Nigerian capital for period spanning 1981-2020. employed VECM, regressors’ and ECT t-statistics causality approaches establish strong, short-run long-run relationships. unveiled that all such as FDI, FPI, remittance others used in this have positive impacts on total annual market, especially long-...

This study aims to evaluate the background of occurrence sleeping stocks in terms number outstanding shares, stock prices, market capitalization, and return on equity. The population this is financial sector companies listed Indonesia Stock Exchange 2016-2020 period. sampling technique used a purposive method with total sample 45. Data analysis methods were time series, cross-section, combined....

Despite the growing demand for corporate environmental, social, and governance (ESG) engagement in response to global complex crisis, impacts of ESG activities market environment on firm performance have not been sufficiently investigated. This study aims explore how affect competitive moderates this relationship. The panel data regression analysis was performed investigate relationship between...

This study utilized data from the first quarter of 2010 to fourth 2021 explore how volatility in capital market can influence real sector Nigerian economy. With use generalized autoregressive conditional heteroscedasticity (GARCH) approach, we realized that there is no clustering capitalization given estimate lagged value residual negative and significant. Also, decay response function on a qua...