This study examines whether the relationship between foreign derivative investment (FDerI) and financial growth of firms listed on the Nairobi Securities Exchange (NSE) is asymmetric — that is, whether positive shocks (increases) and negative shocks (decreases) in FDerI exert differential and non-linear effects on net...
The current study examines the non-linear effect of foreign equity investment on financial performance of firms recorded on the Nairobi Securities Exchange (NSE) by utilizing Non-Linear Autoregressive Distributed Lag (NARDL) model. Theories that are theoretically grounded for the findings are Internalization Theory an...
This study examines the effect of investor sentiment, illiquidity, and stock volatility on the returns of non-LQ45 stocks listed on the Indonesia Stock Exchange (IDX) during 2021 to 2025, with firm size as a control variable. Using a purposive sample of 375 non-LQ45 stocks from a population of 958 IDX-listed stocks as...
The BI Rate fell to a pandemic-era low of 3.50% in 2021 before rising to 6.25% during the tightening cycle, straining the credit-dependent property sector. This study re-examines how profitability (ROA), leverage (DER), liquidity (CR), and systematic risk (Beta) relate to firm value (PBV) for 12 IDX-listed property fir...
This study examines the relationship between monetary policy variables and Foreign Direct Investment (FDI) inflows in Nigeria over 1990–2023 (34 annual observations). Unit-root tests (including the Zivot-Andrews test, which allows for an unknown structural break) confirm that FDI, the exchange rate, money supply, and G...
This study investigates the impact of real effective exchange rate (REER) volatility on foreign direct investment (FDI) inflows in three major Central and Eastern European (CEE) economies—Hungary, Poland, and Romania—using quarterly data spanning from 2007-Q1 to 2024-Q4. The exchange rate volatility is modeled using a...
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