Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange-Reference-Cited by-同舟云学术

Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange

Published:2000-04 Issue:4 Volume:24 Page:577-601
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Green Christopher J.,Maggioni Paolo,Murinde Victor

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference45 articles.

1. Anderson, N., Breedon, F., 1996. UK asset price volatility over the last 50 years. Bank of England, Working Paper, No. 51, June

2. Transactions costs and holding periods for common stocks;Atkins;Journal of Finance,1997

3. Price volatility, trading volume, and market depth: Evidence from futures markets;Bessembinder;Journal of Financial and Quantitative Analysis,1993

4. Asset price variability in a rational expectations equilibrium;Black;European Economic Review,1992

5. Generalised autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986

Cited by 47 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Exploring the interwoven relationship: Property rights, financial freedom, government regulation, and stock market fluctuations in emerging economies - A novel system GMM perspective;Heliyon;2024-01

2. Examining the Effect of Foreign Direct Investment and Exports on Stock Market Performance: Evidence from India Based Bound Testing to Cointegration ARDL Approach;Bulletin of Business and Economics (BBE);2023-12-31

3. Securities Transaction Taxes: Literature and Key Issues;Encyclopedia of Finance;2022

4. Chinese A and B Shares;Encyclopedia of Finance;2022

5. Foresight for stock market volatility – a study in the Indian perspective;foresight;2019-11-13