This paper focuses on the economic dimension of sustainability by examining stock exchange interface financial markets, influence capital market stakeholders, and instruments that contribute to a supportive fiscal framework. Only mature exchanges are present in indices; hence, comparative assessment is limited contributes complexity conducting such study. Utilizing multivariate analysis, this s...

I study how growth affects liquidity of global stock exchanges and how liquidity determines cross-sectional returns on those stock exchange index portfolios. I measure portfolio liquidity by turnover ratio computed as value of shares traded over the market capitalization. I obtain data from FIBV, an association of global stock exchanges. In a multiple regression model for turnover ratio, I find...

a r t i c l e i n f o In this paper, I investigate the determinants of price differences in the shares of cross-listed firms in domestic and foreign markets. Diverging from the literature in this field, I introduce a methodology that is independent of any specific form of utility function. My theoretical analysis indicates that investment opportunities and consumption growth cause price dispari...

This paper is the first attempt to fit a stochastic cusp catastrophe model to stock market data. We show that the cusp catastrophe model explains the crash of stock exchanges much better than other models. Using the data of U.S. stock markets we demonstrate that the crash of October 19, 1987, may be better explained by cusp catastrophe theory, which is not true for the crash of September 11, 20...

Shortly after Hitler’s rise to power, the Prussian State Library was restructured, birthing a new entity – Deutsch-Ausländischer Buchtausch (DAB, German Foreign Book Exchange). The DAB responsible for exchanging books and serials with scholarly institutions worldwide. In 1936, University of Denver (DU) received gift from DAB. Nearly 50 per cent would be categorised as Nazi propaganda or eugenic...

The concept of efficient market hypothesis is important to better understand the functioning of the capital markets. The efficiency of the emerging markets assumes greater importance as the trend of investments is accelerating in these markets as a result of regulatory reforms and removal of other barriers for the international equity investments. This paper examines the weak form of the effici...

The COVID-19 epidemic has brought attention to the vulnerability of new illnesses, and immunization remains a viable option for resuming normal life. This paper examines influence vaccination on death rate performance stock market in India. For this study, data is gathered from Ministry Health Family Welfare (MoHFW) portal, index taken Bombay Stock Exchange (BSE), In order achieve precise repre...

The aim of the paper is to evaluate impact novel COVID-19 on returns and volatility Indian stock markets with special reference equity investment strategies Bombay Stock Exchange. For purpose evaluating impact, study has applied GARCH) research considered a time frame from March, 2015 January, 2021. Prior implementing GARCH model, pre-estimation tests i.e., Augmented Dickey-Fuller ARCH-Lagrange...

This thesis will examine the issue of broker identification disclosure, in the limit order book of a stock exchange, from an international perspective, focusing on five natural experiments that have occurred in recent years. Euronext Paris, Euronext Brussels, the Tokyo Stock Exchange and the Australian Stock Exchange (ASX) have all shifted to broker identifier opacity, while the Korea Stock Exc...

One of the principal statistical features characterizing the activity in financial markets is the distribution of fluctuations in market indicators such as the index. While the developed stock markets such as the New York Stock Exchange (NYSE) have been found to show heavy-tailed fluctuation distribution, there have been claims that emerging markets behave differently. Here we investigate the d...