Stock Markets Integration
Beginning an African Stock Markets Integration? A Wavelet Analysis
... whose stock market maximizes the multiple correlation against a linear combination of the rest of variables is in ...This stock exchange can be a potential leader or follower for the others stock ...
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Determinants of the Islamic Stock Markets Integration
... Islamic stock markets ...the stock markets of Egypt, Morocco and Jordan are integrated among themselves as well as with the major developed ...of integration among eight Islamic ...
6
The 2007 09 US Crisis Impact on Asian Stock Markets Integration and Dynamic Linkages An Introspect
... Response of JACO to NIFTY.. Response of TW to NIFTY.[r] ...
26
Wavelets analysis of the Baltic equity market: risk and co-movement with the European market
... Baltic stock markets became closely related to the main European stock markets during and after the ...explored stock market integration between the developed European ...
9
Are South East Europe stock markets integrated with regional and global stock markets?
... between stock markets, an analysis of short-term interactions might provide further information about the relationships among stock markets by investigating whether a causal relationship among ...
31
Stock Market Integration and International Portfolio Diversification between U S and ASEAN Equity Markets
... of integration between several emerging markets in Asia and the ...developing markets have become more closely integrated with the Japanese ...of integration among the ASEAN markets in ...
101
Robust Approach to Analysis of International Diversification Benefits between US, UK and Emerging Stock Markets
... skewed pattern of the data. However, as it can be observed in empirical studies, return series have very large positive or negative values and besides generally it is probable to observe skewed pattern of distribution ...
8
Tradable securities markets in the People's Republic of China : an empirical study of China's debt and equity markets
... Analysis of China's Secondary Equity Market Behavior China's Equity Markets Primary Issuance Trading Domestic Behavior and Global Integration Data Companies Stock and Index Data Time Per[r] ...
254
On the Stock Markets’ Reactions to Taxation and Public Expenditure LEQS Discussion Paper No 115/2016 September 2016
... the stock markets indexes to changes in public expenditures and revenues are �– ...Since stock markets react to both public expenditures and revenues, we can conclude that financial ...
26
Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia
... of stock returns is perhaps the most important feature from investors and portfolio managers point of view because hedging and diversification strategies invariably involve some measure of correlation (In and Kim, ...
37
STOCK MARKETS AND THEIR FUNCTIONING: A CASE STUDY OF THE STOCK MARKETS OF BELGRADE AND TIRANA
... the stock exchange and as such would make theirselves and their business more interesting and visible to foreign investors, thus providing for themselves tools with lower cost for financing, the tendency of ...
15
Macroeconomic Determinants of Stock Market Capitalization in Pakistan:Fresh Evidence from Cointegration with unknown Structural breaks
... develop stock market ...the stock market due to less incentive both for firms and people. Stock markets become more opaque during high instability as happened in the seventies and eighties in ...
41
Can Shanghai Surpass Hong Kong?
... Randall Morck, Bernard Yeung, Wayne Yu, 2000, The information content of stock markets: Why do emerging markets have synchronous stock price movements?, Journal of Financial Economics, [r] ...
24
Testing the long-run cointegration among global equity indices: Pair-wise test with Indian stock market
... financial integration of global stock markets persuades investors to consider international investments opportunities in order to diversify the ...these markets have a common trend that leads ...
8
Opportunities for international portfolio diversification in the balkans’ markets
... Over the last decade, impressive changes have occurred in Balkans; from the conflicts and economic collapse to the break up of traditional trade within the region. Since 2000, the Balkan economies are through a ...
22
Advantages and disadvantages of an integrated market compared with a fragmented market. Studies: Competition - Approximation of Legislation Series 30, 1977
... USING THE PARTICIPANTS IN THE MARKET AS THE STARTING-POINT The question as to the advantages and disadvantages of fragmented stock markets versus integrated markets, with special referen[r] ...
492
A survey of day of the month effects in world stock markets
... of stock market at the end of a month and beginning of a month is significantly higher than the average daily return of all the days of a ...ten stock markets, geographically located in different ...
6
A STUDY OF THE INFLUENCE OF SELECTED MACROECONOMIC VARIABLES ON INDIAN STOCK MARKET
... BSE stock index in India and they have statistically significant long-run effect on stock prices (Sampath, 2011) Studies concerning macroeconomic variables and stock market movements have been ...
17
A Comparative Study of CSR Practices of Islamic Banks and Conventional Banks in GCC Region
... the stock returns in all five developed countries (UK, Germany, US, Australia and Japan) could be represented by a well-separated common factor in terms of their co-movements during the period of December 1987 to ...
20
Financial Development and Economic Growth Nexus in Emerging European Economies: New Evidence from Asymmetric Causality
... The empirical goal of this paper is to examine the asymmetric causal relations between financial development and economic growth in ten emerging Europe countries within the period of 1990-2012. The results indicate more ...
13