Search Results

Classifying returns as extreme: European stock and bond markets,
Charlotte Christiansen, in International Review of Financial Analysis (2014)
Keywords: European stock markets; European bond markets; Extreme returns; Financial crisis; Integration of financial markets;

Price Jumps on European Stock Markets,
Jan Hanousek, Evžen Kočenda and Jan Novotny, from William Davidson Institute at the University of Michigan (2013)
Keywords: European stock markets, price jump indicators, non-parametric testing, clustering analysis, financial econometrics, emerging markets.

Stock market comovements in Central Europe: Evidence from the asymmetric DCC model,
Dritan Gjika and Roman Horvath, in Economic Modelling (2013)
Keywords: Stock market comovements; Central Europe; Financial crisis;

Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model,
Dritan Gjika and Roman Horvath, from William Davidson Institute at the University of Michigan (2012)
Keywords: stock market comovements, Central Europe, financial crisis

MODERN TRANSFORMATION OF THE UKRAINIAN AND EUROPEAN STOCK MARKET INFRASTRUCTURE,
O. Vasilyev and A. Nimkovych, in Economics of Development (2016)
Keywords: infrastructure, stock market, infrastructure components, securities, European Union.

Volatility and autocorrelation in major European stock markets,
G. Geoffrey Booth and Gregory Koutmos, in The European Journal of Finance (1998)
Keywords: EAR-EGARCH model, volatility, autocorrelation, European stock markets,

Oil Prices and Stock Markets in Europe: A Sector Perspective,
Mohamed Arouri, Philippe Foulquier and Julien Fouquau, in Recherches économiques de Louvain (2011)
Keywords: European sectoral analysis, oil prices, stock markets, asymmetric cointegration

Risk Generating Industries for European Stock Markets,
Lucian Albu, Radu Lupu and Adrian Cantemir Calin, in ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH (2017)
Keywords: contagion, systemic risk, Cornish-Fisher expansion, European Stock Markets.

Cycles and Long-Range Behaviour in the European Stock Market,
Guglielmo Maria Caporale, Luis Gil-Alana and Carlos Poza, from CESifo (2019)
Keywords: European stock markets, long run behavior, cycles, persistence

The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets,
Guglielmo Maria Caporale, Luis Gil-Alana and Isabel Arrese Lasaosa, from CESifo (2021)
Keywords: Covid-19 pandemic, European stock market indices, persistence, fractional integration

Oil Prices and Stock Markets in Europe: A Sector Perspective,
Mohamed Arouri, Philippe Foulquier and Julien Fouquau, from Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2011)
Keywords: European sectoral analysis, oil prices, stock markets, asymmetric cointegration

STOCK MARKETS AND THE PERFORMANCE OF THEIR ECONOMIES IN THE INDUSTRY 4.0 CONTEXT: A CROSS-COUNTRY EUROPEAN ANALYSIS (2012-2022),
Serban Daniela, Tanase Andreea Gabriela, Turcan Cristian Dragos and Banta Viorel Costin, in Annals - Economy Series (2024)
Keywords: Stock markets; Capital markets development; European markets; Macroeconomic development; Industry 4.0.

Are the Central European Stock Markets Still Different? A Cointegration Analysis,
Linda Rousová, from University of Munich, Department of Economics (2009)
Keywords: Transition Economies; Emerging stock markets; Central Europe; European integration; Cointegration; Long-run stock market linkages

On Modelling and Forecasting Predictable Components in European Stock Markets,
Khurshid Kiani, in Computational Economics (2016)
Keywords: Predictable component, State space model, Fat tails, Stable distributions, Stock excess returns, European stock markets

Flight to Safety from European Stock Markets,
Nektarios Aslanidis and Charlotte Christiansen, from Department of Economics and Business Economics, Aarhus University (2017)
Keywords: ?flight-to-safety, risk-return trade-off, European markets, stock market, bond market, gold futures

Joint dynamics of foreign exchange and stock markets in emerging Europe,
Numan Ülkü and Ebru Demirci, in Journal of International Financial Markets, Institutions and Money (2012)
Keywords: Exchange rates; Stock market returns; European emerging markets; Cointegrating SVAR;

Interdependence Between Foreign Exchange Markets and Stock Markets in Selected European Countries,
Mevlud Islami, from Universitätsbibliothek Wuppertal, University Library (2008)
Keywords: Exchange Rate, Stock Markets, Cointegration, VAR, European Integration

Interdependence Between Foreign Exchange Markets and Stock Markets in Selected European Countries,
Mevlud Islami, from Universitätsbibliothek Wuppertal, University Library (2008)
Keywords: Exchange Rate; Stock Markets; Cointegration; VAR; European Integration

Twist-of-the-Monday Effect: Evidence from United State and 18 Selected European Union Stock Markets,
Ricky Chia and Shiok Ye Lim, in Economics Bulletin (2011)
Keywords: Twist-of-the-Monday Effect, European Union Stock Markets

The relationship between macroeconomic variables and stock market indices: evidence from Central and Eastern European countries,
Marie Ligocka, in Eastern Journal of European Studies (2023)
Keywords: macroeconomic variables, stock market indices, Europe, cointegration,

Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>,
Radu Lupu, from Institute for Economic Forecasting (2011)
Keywords: comovement, returns’ volatility, European emerging stock markets

European stock market dynamics: implications of overconfidence and the disposition effect for turnover,
Moatemri Ouarda and Abdelfeteh El Bori, in International Journal of Behavioural Accounting and Finance (2014)
Keywords: turnover; overconfidence; disposition effect; volatility; panel data approach; European stock markets; stock market dynamics.

Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets,
Miklesh Prasad Yadav, Taimur Sharif, Shruti Ashok, Deepika Dhingra and Mohammad Zoynul Abedin, in Research in International Business and Finance (2023)
Keywords: Spillover Energy commodity Chinese stock market European stock market Portfolio diversification;

The Interdependence of the Stock Markets of Slovenia, The Czech Republic and Hungary with Some Developed European Stock Markets – The Effects of Joining the European Union and the Global Financial Crisis,
Silvio Dajcman and Mejra Festic, in Journal for Economic Forecasting (2012)
Keywords: stock markets, European Union, global financial crisis, stock market return comovement, correlation, Granger causality

Stock market recovery from the 2008 financial crisis: The differences across Europe,
Ivan Ivanov, Stanimir Kabaivanov and Boryana Bogdanova, in Research in International Business and Finance (2016)
Keywords: Financial crisis; European stock markets; Stochastic modeling; Continuous wavelet transform;

International stock market integration: Central and South Eastern Europe compared,
Roman Horvath and Dragan Petrovski, in Economic Systems (2013)
Keywords: Stock market comovements; Central and South Eastern Europe; GARCH;

Does US Economic Policy Uncertainty matter for European stock markets volatility?,
Dexiang Mei, Qing Zeng, Yaojie Zhang and Wenjing Hou, in Physica A: Statistical Mechanics and its Applications (2018)
Keywords: Volatility forecasting; European stock markets; EPU; Expansions and recessions; Recursive forecasts;

Testing rational speculative bubbles in Central European stock markets,
Oleg Deev, Veronika Kajurova and Daniel Stavarek, from University Library of Munich, Germany (2013)
Keywords: rational speculative bubble; Central European stock markets; duration dependence test

Time-Varying Relation between Oil Shocks and European Stock Market Returns,
César Castro, Rebeca Jiménez-Rodríguez and Renatas Kizys, in JRFM (2023)
Keywords: oil shocks; European stock market; TVP-VAR model

Long-term stock market volatility and the influence of terrorist attacks in Europe,
Shaen Corbet, Constantin Gurdgiev and Andrew Meegan, in The Quarterly Review of Economics and Finance (2018)
Keywords: Stock market volatility; Europe; Terrorist attacks; Political Uncertainty;

Financial Literacy, Human Capital and Stock Market Participation in Europe,
Ashok Thomas and Luca Spataro, in Journal of Family and Economic Issues (2018)
Keywords: Stock market participation, Financial literacy, Social interaction, Education quality, Europe

The Political Economy of European Merger Control: Evidence using Stock Market Data,
Tomaso Duso, Damien Neven and Lars-Hendrik Röller, from Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG) (2002)
Keywords: Merger Control, European Commission, Political Economy, Lobbying, Stock Market Data

Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis,
Paulo Ferreira, in Physica A: Statistical Mechanics and its Applications (2018)
Keywords: Detrended fluctuation analysis; Eastern European stock markets; Long-range dependencies;

Contagion among Central and Eastern European Stock Markets during the Financial Crisis,
Jozef Baruník and Lukas Vacha, in Czech Journal of Economics and Finance (Finance a uver) (2013)
Keywords: wavelets; financial crisis; Central and Eastern European stock markets; comovement; contagion

International Stock Market Integration: Central and South Eastern Europe Compared,
Roman Horvath and Dragan Petrovski, from William Davidson Institute at the University of Michigan (2012)
Keywords: stock market comovements, Central and South Eastern Europe, GARCH

Wavelet Analysis of Central European Stock Market Behaviour During the Crisis,
Jozef Baruník and Lukas Vacha, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2009)
Keywords: ewavelet analysis, multiresolution analysis, Central European stock markets, financial crisis

International Stock Market Integration: Central and South Eastern Europe Compared,
Roman Horvath and Dragan Petrovski, from Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2012)
Keywords: stock market comovements, Central and South Eastern Europe, GARCH

The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe,
Simona Moagăr-Poladian, Dorina Clichici and Cristian-Valeriu Stanciu, in Sustainability (2019)
Keywords: foreign exchange markets; stock markets; global financial crisis; European sovereign debt crisis; Central and Eastern Europe

Environment and Digitalization: The New Paradigms in the European Stock Markets,
Elisa Di Febo, Eliana Angelini and Tu Le, in Economies (2024)
Keywords: digitalization; Europe; index price; stock market index; environment; renewable energy; carbon emissions; research and development; DESI; CEPA

Modelling multivariate moments in European Stock Markets,
Ignacio Mauleón, in The European Journal of Finance (2006)
Keywords: Multivariate ES density, co-skewness, co-kurtosis and co-volatility, European stock markets,

EUROPEAN STOCK MARKETS CORRELATIONS IN A MARKOV SWITCHING FRAMEWORK,
Iulia Lupu, in Journal for Economic Forecasting (2015)
Keywords: contagion, European stock markets, dynamic conditional correlations, GARCH, Markov switching models

Time-varying synchronization of European stock markets,
Balázs Égert and Evžen Kočenda, in Empirical Economics (2011)
Keywords: Stock markets, Intraday data, Comovements, Bi-variate GARCH, European integration, C52, F36, G15, P59,

Intraday Price Discovery in Emerging European Stock Markets,
Jan Hanousek and Evžen Kočenda, from The Center for Economic Research and Graduate Education - Economics Institute, Prague (2009)
Keywords: Price discovery, stock markets, intra-day data, macroeconomic news, European Union, volatility, excess impact of news.

Foreign News and Spillovers in Emerging European Stock Markets,
Evžen Kočenda and Jan Hanousek, from William Davidson Institute at the University of Michigan (2010)
Keywords: finance, intra-day data, macroeconomic news, European emerging stock markets,volatility

Martingales in European emerging stock markets: Size, liquidity and market quality,
Graham Smith, in The European Journal of Finance (2009)
Keywords: European stock markets, capitalisation, conditional heteroscedasticity, liquidity, market quality, martingale, variance ratio test, wild bootstrap,

In a Spin: Europe’s Stock Markets,
R. Hornett, from Palgrave Macmillan (1993)
Keywords: Interest Rate, Stock Market, Bank Lending, Corporate Profit, Soft Landing

Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency,
J. Bock and S. Geissel, in Finance Research Letters (2024)
Keywords: Efficient Market Hypothesis; Adaptive Market Hypothesis; AMIM; Periods of inefficiency; Average area of inefficiency; European stock markets;

Are the European Union stock markets vulnerable to the Russia–Ukraine war?,
Vineeta Kumari, Gaurav Kumar and Dharen Pandey, in Journal of Behavioral and Experimental Finance (2023)
Keywords: European markets; Stock markets; Developed markets; Event study; Crises; Russia–Ukraine conflict; War;

Extreme negative coexceedances in South Eastern European stock markets,
Dragan Tevdovski, from Department of Economics and Business Economics, Aarhus University (2014)
Keywords: financial market integration, co-movement, stock markets, emerging markets, South Eastern Europe

Unveiling the causal relationships among banking competition, stock and insurance market development, and economic growth in Europe,
Rudra P. Pradhan, Mak Arvin, Mahendhiran Nair and Sara E. Bennett, in Structural Change and Economic Dynamics (2020)
Keywords: Banking competition; Stock market development; Insurance market development; European countries;

What is Behind Extreme Negative Returns co-movement in the South Eastern European Stock Markets?,
Dragan Tevdovski and Viktor Stojkoski, in Scientific Annals of Economics and Business (continues Analele Stiintifice) (2021)
Keywords: co-movement, contagion, stock markets, emerging markets, South Eastern Europe

What is behind extreme negative returns co-movement in the South Eastern European stock markets?,
Dragan Tevdovski and Viktor Stojkoski, from University Library of Munich, Germany (2020)
Keywords: co-movement, contagion, stock markets, emerging markets, South Eastern Europe.

Does Development Level of Stock Market Affect the Degree of Global and Regional Integration? Evidence from the Central and Eastern European Countries Stock Markets,
Vilma Deltuvaitė, from Springer (2017)
Keywords: Financial integration, Stock markets, Central and Eastern European countries

THE PLACE OF BUCHAREST STOCK EXCHANGE AMONGST THE CAPITAL MARKETS FROM CENTRAL AND EASTERN EUROPE,
Iulia-Oana Stefan, in Annals of University of Craiova - Economic Sciences Series (2015)
Keywords: capital market; stock exchange; market capitalization; stock market index; Central and Eastern Europe

Effectiveness of Portfolio Diversification and the Dynamic Relationship between Stock and Currency Markets in the Emerging Eastern European and Russian Markets,
Yen-Hsien Lee, Hao Fang and Wei-Fan Su, in Czech Journal of Economics and Finance (Finance a uver) (2014)
Keywords: Emerging Eastern Europe, stock and currency markets, portfolio, VaR

Risk-return trade-off for European stock markets,
Nektarios Aslanidis, Charlotte Christiansen and Christos Savva, in International Review of Financial Analysis (2016)
Keywords: European stock markets; Factor model; Macro-finance predictors; Markov switching model; Quantile regressions; Risk-return trade-off;

Discovering and Disentangling Effects of US Macro-Announcements in European Stock Markets,
Tobias R. Rühl and Michael Stein, from RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2014)
Keywords: macroeconomic announcement effects, european stock market, market microstructure, intraday analysis, bid-ask spreads

Europe's 'New' Stock Markets,
Laura Bottazzi and Marco Da Rin, from C.E.P.R. Discussion Papers (2002)
Keywords: Initial public offerings (ipos); Going public; Ownership; Accounting standards; Corporate disclosure; Stock markets; Operating performance

EMU and European Stock Market Integration,
Gikas Hardouvelis, Dimitrios Malliaropoulos and Richard Priestley, from C.E.P.R. Discussion Papers (1999)
Keywords: CAPM; Cost of Capital; EMU; Integration of stock markets

Predicting European stock returns using machine learning,
Antonio Marsi, in SN Business & Economics (2023)
Keywords: Machine learning, Stock returns predictability, Forecasting, European stock market

CO-MOVEMENTS OF EUROPEAN STOCK MARKETS USING THE UNIVARIATE MARKOV REGIME SWITCHING MODEL,
Radu Lupu and Adrian Cantemir Calin, in Internal Auditing and Risk Management (2014)
Keywords: co-movements, Markov regime switching, European stock markets, stock market integration

The use of transfer entropy to analyse the comovements of European Union stock markets: a dynamical analysis in times of crises,
Paulo Ferreira, Dora Almeida, Andreia Dionísio, Derick Quintino and Faheem Aslam, in Revista Galega de Economía (2022)
Keywords: bidirectional influence, European stock markets, net transfer entropy, stock market integration, transfer entropy

Examining spillover effect of US monetary policy to European stock markets: A Markov-Switching approach,
Muhammad Zubair Mumtaz and Zachary Alexander Smith, in Estudios de Economia (2019)
Keywords: Spillover effect, monetary policy, Markov-switching models, European stock markets

Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications,
Syed Jawad Hussain Shahzad, Ronald Kumar, Sajid Ali and Saba Ameer, in Physica A: Statistical Mechanics and its Applications (2016)
Keywords: Wavelets; VMD copula; Portfolio; Contagion and interdependence; European stock markets; Greece;

An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits,
Francesco Guidi and Mehmet Ugur, in Journal of International Financial Markets, Institutions and Money (2014)
Keywords: South-Eastern Europe; Stock markets; Cointegration; Correlation; Diversification;

A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis,
Go Tamakoshi, Yuki Toyoshima and Shigeyuki Hamori, in Economics Bulletin (2012)
Keywords: dynamic conditional correlation, European stock markets, Greek sovereign debt crisis

Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data,
Balázs Égert and Evžen Kočenda, from William Davidson Institute at the University of Michigan (2007)
Keywords: stock markets, intraday data, comovements, bi-variate GARCH, European integration

An analysis of South-Eastern European stock markets: evidence on cointegration and portfolio diversification benefits,
Francesco Guidi and Mehmet Ugur, from University of Greenwich, Greenwich Political Economy Research Centre (2014)
Keywords: South-Eastern Europe; stock markets; cointegration; correlation; diversification

Financial Literacy, Human Capital and Stock Market Participation in Europe: An Empirical Exercise under Endogenous Framework,
Ashok Thomas and Luca Spataro, from Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy (2015)
Keywords: Stock Market Participation, Financial Literacy, European Countries, Endogenous framework.

Dynamics of the Relationship between Implied Volatility Indices and Stock Prices Indices: The Case of European Stock Markets,
Rouetbi Emna and Chaabani Myriam, in Asian Economic and Financial Review (2017)
Keywords: Implied volatility indices, Stock market returns, Volatility asymmetry, Volatility feedback, European equity markets.

Are European Stock Markets Influencing Latin American Stock Markets?,
Andrés Rivas, Antonio Rodríguez and Pedro Albuquerque, from HAL (2006)
Keywords: Emerging Markets,Latin America,Stock Markets Interdependence

Pre- and Post-COVID-19: The Impact of US, UK, and European Stock Markets on ASEAN-5 Stock Markets,
Izaan Jamil, Mori Kogid, Thien Sang Lim and Jaratin Lily, in IJFS (2023)
Keywords: COVID-19; stock markets; closing–opening prices; ARDL; ASEAN-5; US; UK; European

Improvement of State Regulation of the Ukrainian Stock Market in Accordance with European Standards,
Yulia Lupenko, in Oblik i finansi (2018)
Keywords: stock market, state regulation, European standards, Memorandum on economic and financial policy, corporate governance, depository system

US monetary policy surprises transmission to European stock markets,
Tarek Chebbi and Abdelkader Derbali, in International Journal of Monetary Economics and Finance (2019)
Keywords: monetary policy surprises; conditional volatility; federal funds futures; European stock markets; DDC-GARCH.

Investor protection and stock market development. Empirical approach on the European Union case,
Marius Cristian Milos and Laura Raisa Milos, in Juridical Tribune - Review of Comparative and International Law (2019)
Keywords: minority shareholder protection; regulation; stock market development; European Union; GMM system.

Risk contagion in the north-western and southern European stock markets,
André da Silva de Araújo and Maria Teresa Garcia, in Journal of Economics and Business (2013)
Keywords: Value-at-risk (VaR); Backtesting; Granger causality in risk; Risk spillover; European stock markets;

Diminishing Inter-Linkages of the South East European Stock Markets,
Aleksandar Naumoski, Sasho Arsov, Stevan Gaber and Vasilka Gaber-Naumoska, in ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH (2017)
Keywords: South East Europe, stock market integration, Granger cause causality, impulse response, variance decomposition.

Volatility Spillovers and Nexus across Oil, Gold, and Stock European Markets,
Chao Ren, in American Business Review (2022)
Keywords: Volatility Spill Overs and Nexus Across Oil; Gold; Stock Markets; European Countries

Stock Market Development and Economic Growth: Evidence from the European Union,
Veronika Kajurova and Petr Rozmahel, in Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis (2016)
Keywords: economic growth, European Union, panel causality, panel cointegration, stock market development

Stock Markets and Stress Test Announcements: Evidence from European Banks,
Christos Floros, Efstathios Karpouzis and Nikolaos Daskalakis, in Economies (2024)
Keywords: stock markets; stress test announcements; European banks; event-study methodology; Central Banks

Regime dependent dynamics and European stock markets: Is asset allocation really possible?,
Wasim Ahmad, N R Bhanumurthy and Sanjay Sehgal, in Empirica (2015)
Keywords: Markov switching model, European stock markets, Regime shifts, Synchronization, Asset allocation, C22, C51, E44, F21, G15,

Persistence, non-linearities and structural breaks in European stock market indices,
Guglielmo Maria Caporale, Luis Gil-Alana and Carlos Poza, from CESifo (2019)
Keywords: European stock markets, nonstationarity, unit roots, fractional integration, persistence, non-linearities

Persistence, non-linearities and structural breaks in European stock market indices,
Guglielmo Maria Caporale, Luis Gil-Alana and Carlos Poza, in The Quarterly Review of Economics and Finance (2020)
Keywords: European stock markets; Nonstationarity; Unit roots; Fractional integration; Persistence; Non-linearities;

Continuous wavelet transform and rolling correlation of European stock markets,
Aviral Tiwari, Mihai Mutascu and Claudiu Albulescu, in International Review of Economics & Finance (2016)
Keywords: Portfolio risk management; Co-movements; Wavelet transform; Rolling wavelet correlation; European stock markets;

Time-varying long term memory in the European Union stock markets,
Ahmet Sensoy and Benjamin Tabak, in Physica A: Statistical Mechanics and its Applications (2015)
Keywords: Long memory; European Union; Stock market efficiency; Generalized Hurst exponent; Financial crisis;

Herding behaviour in a peripheral European stock market: the impact of the subprime and the European sovereign debt crises,
Luís G.G. Dos Santos and Sérgio Lagoa, in International Journal of Banking, Accounting and Finance (2017)
Keywords: herding behaviour; market stress; Portugal; stock market; crisis; subprime crisis; European sovereign debt crisis.

SMEs and junior stock markets: a comparison between European and Japanese markets,
Caroline Granier, Valérie Revest and Alessandro Sapio, from HAL (2019)
Keywords: Junior stock markets,SME

Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model,
Numan Ülkü, Duminda Kuruppuarachchi and Olga Kuzmicheva, in Emerging Markets Review (2017)
Keywords: Stock market – real output interaction; Eastern European frontier markets; VARwAL model;

European stock market integration: Fact or fiction?,
Jorg Bley, in Journal of International Financial Markets, Institutions and Money (2009)
Keywords: Stock return behavior Market dynamics Market integration

The Day-of-the-Week Effect in Stock Returns: Further Evidence from Eastern European Emerging Markets,
Richard A. Ajayi, Seyed Mehdian and Mark J. Perry, in Emerging Markets Finance and Trade (2004)
Keywords: Eastern European stock markets, efficient markets hypothesis, event studies, international financial markets,