The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence

2019 ◽  
Vol 38 (5) ◽  
pp. 400-414 ◽  
Author(s):  
Feng Ma ◽  
Yaojie Zhang ◽  
M. I. M. Wahab ◽  
Xiaodong Lai
Keyword(s):  
Stock Market ◽  
Futures Market ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Agricultural Futures ◽  
New Evidence

Oil shocks and stock market volatility: New evidence

2021 ◽  
pp. 105567
Author(s):  
Xinjie Lu ◽  
Feng Ma ◽  
Jiqian Wang ◽  
Bo Zhu
Keyword(s):  
Stock Market ◽  
Market Volatility ◽  
Oil Shocks ◽  
Stock Market Volatility ◽  
New Evidence

scholarly journals The Role of Stock Market Development in Influencing the Firms Performance: A Study Based on Pakistan Stock Market

2018 ◽  
Vol 10 (12) ◽  
pp. 104
Author(s):  
Sophee Sulong ◽  
Qasim Saleem ◽  
Zeeshan Ahmed
Keyword(s):  
Firm Performance ◽  
Stock Market ◽  
Developing Economies ◽  
Market Liquidity ◽  
Market Volatility ◽  
Market Development ◽  
Stock Market Volatility ◽  
Stock Market Development ◽  
Stock Market Liquidity

The study aims to examine the role of stock market development in influencing the performance of non financial firms listed on Pakistan Stock Exchange from 2001 to 2017. Stock market development is a foremost issue of debate nowadays in emerging and developing economies. The theories and empirical studies strongly refer that stock market development is a tool to mobilize the savings and investment to promote the industrialization and firms performance. This study is an effort to establish the empirical relationship between stock market development and firm’s performance. Three indicators of stock market development like stock market volatility,stock market liquidity and stock market liquidity are used for assessing the book and market performance of firms. For this purpose two-step system Generalized Method of Moments (GMM) estimator was employed in a dynamic panel model for empirical testing of hypothesis. The findings indicates that stock market volatility is a significant factor which which attempts to decrease the firm performance. On the other hand, stock market capitalization and stock market liquidity significantly causes the increase in firm firm performance.

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