Determinants of stock market returns in emerging markets: The linkage between institutional quality and macro liquidity-Reference-Cited by-同舟云学术

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Determinants of stock market returns in emerging markets: The linkage between institutional quality and macro liquidity

Published:2020-12-13 Issue: Volume: Page:
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Nguyen Canh P.¹,Schinckus Christophe²,Su Thanh D.³,Chong Felicia H. L.²

Affiliation:

1. School of Banking University of Economics Ho Chi Minh City Ho Chi Minh City Vietnam

2. School of Accounting and Finance Taylor's University Subang Jaya Malaysia

3. School of Public Finance University of Economics Ho Chi Minh City Ho Chi Minh City Vietnam

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2382

Reference69 articles.

1. Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets

2. Persistence of Power, Elites, and Institutions

3. Do different time-horizons in volatility have any significance for the emerging markets?

4. Formulation and estimation of dynamic models using panel data

5. Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers

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1. Towards the environment of legitimacy: Do the institutional quality and policy uncertainty matter for the performance of stock markets of South Asian countries?;International Journal of Emerging Markets;2024-04-05

2. Exploring the spatialisation of the performance of residential REITs investment and direct investment in the housing market;Regional Studies;2024-03-25

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