A critical appraisal of studies analyzing co-movement of international stock markets
Year of publication: |
2018
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Authors: | Kiviet, J. F. ; Chen, Zhenxi |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 19.2018, 1, p. 151-196
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Subject: | Diagnostic tests | Interlinkage of stock markets | Maintained hypotheses | Model specification | Test methodolog | Aktienmarkt | Stock market | Theorie | Theory | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market |
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A measure of stock market integration for developed and emerging markets
Korajczyk, Robert A., (1995)
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Time-varying risk and international portfolio diversification with contagious bear markets
De Santis, Giorgio, (1995)
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International cross-listing : a theoretical and empirical analysis
Freedman, Ruth Janine, (1991)
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