Nothing Special   »   [go: up one dir, main page]
create a website
Are Chinese stock markets efficient? A cointegration and causality analysis. (1997). Song, Haiyan ; Romilly, Peter ; Liu, Xiaming .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:4:y:1997:i:8:p:511-515.

Full description at Econpapers || Download paper

Cited: 40

Citations received by this document

Cites: 21

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. .

    Full description at Econpapers || Download paper

  2. Do investor relations matter in the tourism industry? Evidence from public opinions in China. (2021). Huang, Zhixiong ; Yang, Wei ; Xu, Mingli.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:923-933.

    Full description at Econpapers || Download paper

  3. S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA. (2020). Rao, Siva Nageswara ; Malepati, Venkataramanaiah ; Challa, Madhavi Latha.
    In: Financial Innovation.
    RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00201-5.

    Full description at Econpapers || Download paper

  4. Analysis of Stock Market Efficiency in Emerging Markets: Evidence from BRICS. (2019). Rao, Prabhakar ; Kiran, Siva.
    In: Romanian Economic Journal.
    RePEc:rej:journl:v:22:y:2019:i:72:p:60-77.

    Full description at Econpapers || Download paper

  5. Statistical Arbitrage Strategies under Different Market Conditions: The Case of the Greek Banking Sector. (2018). Mavrakis, Emmanouil.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:17:y:2018:i:2:p:159-185.

    Full description at Econpapers || Download paper

  6. Could the global financial crisis improve the performance of the G7 stocks markets?. (2016). Wong, Wing-Keung ; Zhu, Zhen-Zhen ; Vieito, Joo Paulo.
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:12:p:1066-1080.

    Full description at Econpapers || Download paper

  7. Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach. (2016). Mighri, Zouheir ; Mansouri, Faysal.
    In: Empirical Economics.
    RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1029-5.

    Full description at Econpapers || Download paper

  8. Could the global financial crisis improve the performance of the G7 stocks markets?. (2015). Zhenzhen, Zhu ; Wong, Wing-Keung ; Vieito, Joo Paulo ; Zhu, Zhenzhen.
    In: MPRA Paper.
    RePEc:pra:mprapa:66521.

    Full description at Econpapers || Download paper

  9. Managing financial risk in Chinese stock markets: Option pricing and modeling under a multivariate threshold autoregression. (2015). Li, Johnny Siu-Hang ; Chan, Wai-Sum.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:40:y:2015:i:c:p:217-230.

    Full description at Econpapers || Download paper

  10. Linkages between the US and European Stock Markets: A Fractional Cointegration Approach. (2015). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Orlando, James C.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1505.

    Full description at Econpapers || Download paper

  11. Linkages between the US and European Stock Markets: A Fractional Cointegration Approach. (2015). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Orlando, James C.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5523.

    Full description at Econpapers || Download paper

  12. Asset pricing for inefficient markets: Evidence from China and India. (2014). Majumder, Debasish .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:2:p:282-291.

    Full description at Econpapers || Download paper

  13. No linealidad y asimetría en el proceso generador del Índice Ibex35/Nonlinearity and Asymmetry in the Generator Process of Ibex35 Index. (2013). Belda, Paz Rico.
    In: Estudios de Economía Aplicada.
    RePEc:lrk:eeaart:31_2_13.

    Full description at Econpapers || Download paper

  14. TESTING WEAK FORM MARKET EFFICIENCY OF EMERGING MARKETS: A NONLINEAR APPROACH. (2012). Karadagli, Ece ; OMAY, Nazla C..
    In: Journal of Applied Economic Sciences.
    RePEc:ush:jaessh:v:7:y:2012:i:3(21)_fall2012:p:235.

    Full description at Econpapers || Download paper

  15. Is the Chinese stock market really inefficient?. (2012). CHONG, Terence Tai Leung ; Yan, Isabel Kit-Ming ; Lam, Tau-Hing.
    In: China Economic Review.
    RePEc:eee:chieco:v:23:y:2012:i:1:p:122-137.

    Full description at Econpapers || Download paper

  16. XBRL and Accruals: Empirical Evidence from China. (2011). Peng, Emma Yan ; Tan, Christine ; Shon, John.
    In: Accounting Perspectives.
    RePEc:wly:accper:v:10:y:2011:i:2:p:109-138.

    Full description at Econpapers || Download paper

  17. Financial crisis and the market efficiency in the Chinese equity markets. (2011). Chen, Fang ; Jarrett, Jeffrey .
    In: Journal of the Asia Pacific Economy.
    RePEc:taf:rjapxx:v:16:y:2011:i:3:p:456-463.

    Full description at Econpapers || Download paper

  18. The three-factor model and artificial neural networks: predicting stock price movement in China. (2011). Leggio, Karyl ; Parry, Mark ; Cao, Qing.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:185:y:2011:i:1:p:25-44:10.1007/s10479-009-0618-0.

    Full description at Econpapers || Download paper

  19. Is the Chinese Stock Market Really Efficient. (2011). CHONG, Terence Tai Leung ; Yan, Isabel K. ; Lam, Tau-Hing.
    In: MPRA Paper.
    RePEc:pra:mprapa:35219.

    Full description at Econpapers || Download paper

  20. Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach. (2010). Karadagli, Ece ; Omay, Nazli C..
    In: MPRA Paper.
    RePEc:pra:mprapa:27312.

    Full description at Econpapers || Download paper

  21. Long-run relations among equity indices under different market conditions: Implications on the implementation of statistical arbitrage strategies. (2010). Alexakis, Christos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:4:p:389-403.

    Full description at Econpapers || Download paper

  22. Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests. (2009). Lim, Kian-Ping ; Brooks, Robert.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:19:y:2009:i:2:p:147-155.

    Full description at Econpapers || Download paper

  23. The Weak-form Efficiency of Chinese Stock Markets. (2009). Lim, Kian-Ping ; Habibullah, Muzafar Shah.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:8:y:2009:i:2:p:133-163.

    Full description at Econpapers || Download paper

  24. The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests. (2009). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-00771080.

    Full description at Econpapers || Download paper

  25. The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests. (2009). Darné, Olivier ; CHARLES, Amelie.
    In: Economic Systems.
    RePEc:eee:ecosys:v:33:y:2009:i:2:p:117-126.

    Full description at Econpapers || Download paper

  26. Are the Transition Stock Markets Efficient? Evidence from Non-Linear Unit Root Tests. (2007). Omay, Tolga ; Hasanov, Mübariz.
    In: Central Bank Review.
    RePEc:tcb:cebare:v:7:y:2007:i:2:p:1-12.

    Full description at Econpapers || Download paper

  27. An empirical study of the asymmetric cointegration relationships among the Chinese stock markets. (2007). Chen, Chien-Fu ; Shen, Chung-Hua.
    In: Applied Economics.
    RePEc:taf:applec:v:39:y:2007:i:11:p:1433-1445.

    Full description at Econpapers || Download paper

  28. China financial research: A review and synthesis. (2007). Fung, Hung-Gay ; Thapa, Samanta ; Chan, Kam C..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:16:y:2007:i:3:p:416-428.

    Full description at Econpapers || Download paper

  29. Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries. (2007). Prasad, Arti .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2007:i:34:p:1-6.

    Full description at Econpapers || Download paper

  30. Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries. (2007). Narayan, Paresh ; Prasad, Arti .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-06c20083.

    Full description at Econpapers || Download paper

  31. The behaviour of US stock prices: Evidence from a threshold autoregressive model. (2006). Narayan, Paresh.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:71:y:2006:i:2:p:103-108.

    Full description at Econpapers || Download paper

  32. Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle. (2006). Chang, Tsang Yao ; Lu, Yang-Cheng.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2006:i:4:p:1-7.

    Full description at Econpapers || Download paper

  33. Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle. (2006). Chang, Tsangyao ; Lu, Yang-Cheng.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-06g10002.

    Full description at Econpapers || Download paper

  34. Are the Australian and New Zealand stock prices nonlinear with a unit root?. (2005). Narayan, Paresh.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:18:p:2161-2166.

    Full description at Econpapers || Download paper

  35. Antibubble and prediction of Chinas stock market and real-estate. (2004). Sornette, Didier ; Zhou, Wei-Xing.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:337:y:2004:i:1:p:243-268.

    Full description at Econpapers || Download paper

  36. Modeling Volatility for the Chinese Equity Markets. (2004). Fabozzi, Frank ; Wu, Tony ; Tunaru, Radu.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2004:v:5:i:1:p:79-92.

    Full description at Econpapers || Download paper

  37. Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange. (2003). Brorsen, B ; Buguk, Cumhur.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:5:p:579-590.

    Full description at Econpapers || Download paper

  38. China: Further Evidence on the Evolution of Stock Markets in Transition Economies. (2003). Li, Xiao-Ming.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:50:y:2003:i:3:p:341-358.

    Full description at Econpapers || Download paper

  39. On Testing the Random-Walk Hypothesis: A Model-Comparison Approach.. (2000). Darrat, Ali F ; Zhong, Maosen.
    In: The Financial Review.
    RePEc:bla:finrev:v:35:y:2000:i:3:p:105-24.

    Full description at Econpapers || Download paper

  40. Shanghai Stock Exchange Composite Index and Bank Stock Prices in China: A Causality Analysis. (). Morgan, Stephen ; Luo, Dan ; Yao, Shujie.
    In: Discussion Papers.
    RePEc:not:notgep:08/25.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Agmon, Tamir. (1972). The Relations Among Equity Markets: A Study of Share Price Co-Movements in the United States, United Kingdom, Germany and Japan. In: The Journal of Finance, 27 4 pp. 839.

  2. Arshanapalli, Bala ; Doukas, John. (1993). International stock market linkages: Evidence from the pre- and post-October 1987 period. In: Journal of Banking & Finance, 17 1 pp. 193-208.

  3. deB. Harris, Frederick H. ; McInish, Thomas H. ; Shoesmith, Gary L. ; Wood, Robert A.. (1995). Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets. In: The Journal of Financial and Quantitative Analysis, 30 4 pp. 563.

  4. Dickey, David A. ; Fuller, Wayne A.. (1979). Distribution of the Estimators for Autoregressive Time Series With a Unit Root. In: Journal of the American Statistical Association, 74 366 pp. 427.
    Paper not yet in RePEc: Add citation now

  5. Dickey, David A. ; Fuller, Wayne A.. (1981). Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root. In: Econometrica, 49 4 pp. 1057.

  6. Engle, Robert F. ; Granger, C. W. J.. (1987). Co-Integration and Error Correction: Representation, Estimation, and Testing. In: Econometrica, 55 2 pp. 251.

  7. Fama, Eugene F.. (1965). The Behavior of Stock-Market Prices. In: J BUS, 38 1 pp. 34.
    Paper not yet in RePEc: Add citation now

  8. Granger, C. W. J.. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. In: Econometrica, 37 3 pp. 424.

  9. Granger, C.W.J.. (1988). Some recent development in a concept of causality. In: Journal of Econometrics, 39 1-2 pp. 199-211.

  10. Hilliard, Jimmy E.. (1979). The Relationship Between Equity Indices on World Exchanges. In: The Journal of Finance, 34 1 pp. 103.

  11. Johansen, Søren. (1988). Statistical analysis of cointegration vectors. In: Journal of Economic Dynamics and Control, 12 2-3 pp. 231-254.

  12. Johansen, Soren. (1991). Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. In: Econometrica, 59 6 pp. 1551.

  13. Kunst, R. M. ; Reschenhofer, E. ; Rodler, K.. (1991). Analysis of Austrian stocks: Testing for stability and randomness. In: Empirical Economics, 16 4 pp. 465-477.

  14. Kwan, Andy C. C. ; Sim, Ah-boon ; Cotsomitis, John A.. (1995). The causal relationships between equity indices on world exchanges. In: Applied Economics, 27 1 pp. 33-37.
    Paper not yet in RePEc: Add citation now

  15. Lee, Bong-Soo ; Jeon, Bang Nam. (1995). Common Stochastic Trends and Predictability of International Stock Prices. In: Journal of the Japanese and International Economies, 9 3 pp. 245-277.

  16. MacKinnon J., 1991. Long-Run Economic Relationships: Readings in Cointegration
    Paper not yet in RePEc: Add citation now

  17. Malliaris, A. G. ; Urrutia, Jorge L.. (1992). The International Crash of October 1987: Causality Tests. In: The Journal of Financial and Quantitative Analysis, 27 3 pp. 353.

  18. Mehra Y.P., 1994. Cointegration for the Applied Economist
    Paper not yet in RePEc: Add citation now

  19. Reitgruber, Wolfang ; Sterlina, Irina. (1995). On the forecastability of share prices on the Viennese stock exchange. In: Empirical Economics, 20 3 pp. 415-433.

  20. Schreiber, Paul S. ; Schwartz, Robert A.. (1986). Price discovery in securities markets. In: JPM, 12 4 pp. 43-48.
    Paper not yet in RePEc: Add citation now
  21. Smith, Kenneth L. ; Brocato, Joe ; Rogers, John E.. (1993). Regularities in the data between major equity markets: evidence from Granger causality tests. In: Applied Financial Economics, 3 1 pp. 55-60.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. A test of integration between the South African and selected African stock markets. (2020). Eita, Joel ; Sithole, Rumbidzai Praise.
    In: MPRA Paper.
    RePEc:pra:mprapa:101301.

    Full description at Econpapers || Download paper

  2. Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Xie, Wenjing ; Vieito, Joo Paulo.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:20:p:8581-:d:429235.

    Full description at Econpapers || Download paper

  3. New empirical evidence on CEEs stock markets integration. (2020). Anton, Sorin ; Booc, Claudiu.
    In: The World Economy.
    RePEc:bla:worlde:v:43:y:2020:i:10:p:2785-2802.

    Full description at Econpapers || Download paper

  4. Stock Markets: An Overview and A Literature Review. (2019). , Rjumohan.
    In: MPRA Paper.
    RePEc:pra:mprapa:101855.

    Full description at Econpapers || Download paper

  5. Do Short‐ and Long‐Term Environmental Investments Follow the Same Path?. (2018). de Sousa, Vitor Manuel ; Rodeiropazos, David.
    In: Corporate Social Responsibility and Environmental Management.
    RePEc:wly:corsem:v:25:y:2018:i:1:p:14-28.

    Full description at Econpapers || Download paper

  6. Markov Switching International Capital Asset Pricing Model, an Emerging Market Case: Mexico. (2018). .
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:17:y:2018:i:1:p:96-129.

    Full description at Econpapers || Download paper

  7. Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH-DCC and Wavelet Coherence. (2018). Masih, Abul ; Suwanhirunkul, Suwijak.
    In: MPRA Paper.
    RePEc:pra:mprapa:93542.

    Full description at Econpapers || Download paper

  8. Environmentally sustainable investment: Dynamics between global thematic indices. (2018). Gabriel, Vitor .
    In: Cuadernos de Gestión.
    RePEc:ehu:cuader:30018.

    Full description at Econpapers || Download paper

  9. A New Method For Dynamic Stock Clustering Based On Spectral Analysis. (2017). Tian, Maozai ; Li, Zhaoyuan.
    In: Computational Economics.
    RePEc:kap:compec:v:50:y:2017:i:3:d:10.1007_s10614-016-9589-9.

    Full description at Econpapers || Download paper

  10. How are Africas emerging stock markets related to advanced markets? Evidence from copulas. (2017). ALAGIDEDE, PAUL ; Mensah, Jones Odei.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:60:y:2017:i:c:p:1-10.

    Full description at Econpapers || Download paper

  11. Emerging Stock Market Integration in the Post Financial Crises Era: An Empirical Analysis of the Short-term and Long-term Linkages. (2016). Rani, Poonam ; Verma, Rajneesh Prakash.
    In: Emerging Economy Studies.
    RePEc:sae:emecst:v:2:y:2016:i:1:p:91-109.

    Full description at Econpapers || Download paper

  12. Testing for Financial Market Integration of the Chinese Market with the US Market. (2016). Mustafa, Alan ; Hatemi-J, Abdulnasser.
    In: MPRA Paper.
    RePEc:pra:mprapa:72733.

    Full description at Econpapers || Download paper

  13. Exchange rate risk exposure in asset pricing theory. (2016). , Kuchin.
    In: World of economics and management / Vestnik NSU. Series: Social and Economics Sciences.
    RePEc:nos:wjflnh:2016_3_03e.

    Full description at Econpapers || Download paper

  14. International Portfolio Diversification - Role of Emerging Economies-US Integration and Dynamic Linkages: An Empirical Study. (2016). Gupta, Ranjan Das ; Dasgupta, Ranjan.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:8:y:2016:i:6:p:100.

    Full description at Econpapers || Download paper

  15. FINANCIAL CRISIS AND STOCK MARKET LINKAGES. (2014). GABRIEL, Victor Manuel de Sousa, ; MANSO, JOSe RAMOS PIRES, .
    In: Revista Galega de Economía.
    RePEc:sdo:regaec:v:23:y:2014:i:4_12.

    Full description at Econpapers || Download paper

  16. Volatility linkage across global equity markets. (2014). Ding, Liang ; Huang, Yirong ; Pu, Xiaoling .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:25:y:2014:i:2:p:71-89.

    Full description at Econpapers || Download paper

  17. FINANCIAL MARKET LINKAGE IN EAST ASIAN COUNTRIES. (2013). Shiotani, Kyosuke ; Matsubayashi, Yoichi.
    In: World Scientific Book Chapters.
    RePEc:wsi:wschap:9789814412858_0003.

    Full description at Econpapers || Download paper

  18. Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing. (2012). Hatemi-J, Abdulnasser ; Hatemi-J , Abdulnasser, ; Hatemi-J, Abdulnasser, .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:26:y:2012:i:2:p:273-280.

    Full description at Econpapers || Download paper

  19. Integration of 22 emerging stock markets: A three-dimensional analysis. (2012). Kiviaho, Jarno ; Graham, Michael ; Nikkinen, Jussi .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:23:y:2012:i:1:p:34-47.

    Full description at Econpapers || Download paper

  20. Dynamic linkages among equity markets: local versus basket currencies. (2011). Maung, Thein ; Bessler, David ; Kolari, James W..
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:14:p:1703-1719.

    Full description at Econpapers || Download paper

  21. Cointegration in Central and East European markets in light of EU accession. (2011). Demian, Calin-Vlad.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:1:p:144-155.

    Full description at Econpapers || Download paper

  22. Understanding the Global Demand Collapse: Empirical Analysis and Optimal Policy Response. (2010). Donadelli, Michael ; Cazzavillan, Guido.
    In: Working Papers.
    RePEc:ven:wpaper:2010_18.

    Full description at Econpapers || Download paper

  23. Testing the international capital asset pricing model with Markov switching model in emerging markets. (2010). Çevik, Emrah ; Korkmaz, Turhan ; GURKAN, Serhan .
    In: MPRA Paper.
    RePEc:pra:mprapa:71481.

    Full description at Econpapers || Download paper

  24. Identifying Asymmetric Comovements of International Stock Market Returns. (2010). Li, Fuchun.
    In: Staff Working Papers.
    RePEc:bca:bocawp:10-21.

    Full description at Econpapers || Download paper

  25. .

    Full description at Econpapers || Download paper

  26. Common factors in international securitized real estate markets. (2009). Liow, Kim ; Webb, James R.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:18:y:2009:i:2:p:80-89.

    Full description at Econpapers || Download paper

  27. Indian stock market volatility in recent years: Transmission from global market, regional market and traditional domestic sectors. (2009). Sen, Chitrakalpa ; Chakrabarti, Gagari ; Sarkar, Amitava.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:10:y:2009:i:1:d:10.1057_jam.2008.29.

    Full description at Econpapers || Download paper

  28. Effect of 9/11 on the conditional time-varying equity risk premium: evidence from developed markets. (2009). kouki, imen ; Haque, Mahfuzul.
    In: Journal of Risk Finance.
    RePEc:eme:jrfpps:v:10:y:2009:i:3:p:261-276.

    Full description at Econpapers || Download paper

  29. International comovement of stock market returns: A wavelet analysis. (2009). Rua, António ; Nunes, Luis.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:4:p:632-639.

    Full description at Econpapers || Download paper

  30. International nonlinear causality between stock markets. (2008). RAYMOND, Helene ; CAPELLE-BLANCARD, Gunther ; Beine, Michel.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:14:y:2008:i:8:p:663-686.

    Full description at Econpapers || Download paper

  31. The dynamics among G7 government bond and equity markets and the implications for international capital market diversification. (2008). Smith, Kenneth L. ; Swanson, Peggy E..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:22:y:2008:i:2:p:222-245.

    Full description at Econpapers || Download paper

  32. The permanent-transitory decomposition of the stock markets of the G7 countries: A multivariate approach. (2007). Wilbratte, Barry ; Shirvani, Hassan .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:47:y:2007:i:2:p:352-365.

    Full description at Econpapers || Download paper

  33. Deconstructing the Nasdaq bubble: A look at contagion across international stock markets. (2007). Strauss, Jack ; Hon, Mark ; Yong, Soo-Keong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:3:p:213-230.

    Full description at Econpapers || Download paper

  34. Price and Volatility Transmission across Borders. (2006). Karolyi, G. ; Gagnon, Louis .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-5.

    Full description at Econpapers || Download paper

  35. Do birds of the same feather flock together?: The case of the Chinese states equity markets. (2004). Roca, Eduardo ; Hatemi-J, Abdulnasser.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:14:y:2004:i:3:p:281-294.

    Full description at Econpapers || Download paper

  36. Contagion in financial markets after September 11: myth or reality?. (2004). Strauss, Jack ; Hon, Mark ; Yong, Soo-Keong.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:27:y:2004:i:1:p:95-114.

    Full description at Econpapers || Download paper

  37. Stock market linkages: Evidence from Latin America. (2002). Rui, Oliver ; Chen, Gong-meng ; Firth, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:6:p:1113-1141.

    Full description at Econpapers || Download paper

  38. Czech parallel capital markets: discrepancies and inefficiencies. (2001). Hanousek, Jan ; Nemecek, Libor.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:11:y:2001:i:1:p:45-55.

    Full description at Econpapers || Download paper

  39. Does Trading Volume Contain Information to Predict Stock Returns? Evidence from Chinas Stock Markets.. (2000). Rui, Oliver ; Lee, Cheng F.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:14:y:2000:i:4:p:341-60.

    Full description at Econpapers || Download paper

  40. Macroeconomic determinants of long-term stock market comovements among major EMS countries. (1999). Cheung, Yin-Wong ; Lai, Kon S.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:9:y:1999:i:1:p:73-85.

    Full description at Econpapers || Download paper

  41. Short- and long-term links among European and US stock markets. (1999). Yuce, Ayse ; Gerrits, Robert-Jan.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:9:y:1999:i:1:p:1-9.

    Full description at Econpapers || Download paper

  42. Are Chinese stock markets efficient? A cointegration and causality analysis. (1997). Song, Haiyan ; Romilly, Peter ; Liu, Xiaming .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:4:y:1997:i:8:p:511-515.

    Full description at Econpapers || Download paper

  43. A rolling test of granger causality between the Finnish and Japanese security markets. (1997). Aaltonen, J. ; stermark, R..
    In: Omega.
    RePEc:eee:jomega:v:25:y:1997:i:6:p:635-642.

    Full description at Econpapers || Download paper

  44. International portfolio diversification: a synthesis and an update. (1997). Mikhail, Azmi D. ; Kuenzel, Rolf ; Shawky, Hany A..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:7:y:1997:i:4:p:303-327.

    Full description at Econpapers || Download paper

  45. Co-movements of major European community stock markets: A vector autoregression analysis. (1997). Shachmurove, Yochanan ; Friedman, Joseph.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:8:y:1997:i:2:p:257-277.

    Full description at Econpapers || Download paper

  46. Dynamic Daily Returns Among Latin Americans and Other Major World Stock Markets. (1996). Shachmurove, Yochanan.
    In: CARESS Working Papres.
    RePEc:wop:pennca:96-03.

    Full description at Econpapers || Download paper

  47. Short-run and long-run dynamic linkages among international stock markets. (1996). Hassan, M. Kabir ; Naka, Atsuyuki .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:5:y:1996:i:4:p:387-405.

    Full description at Econpapers || Download paper

  48. International loans and the risk-return behavior of commercial banks: Some evidence from the capital market. (1995). So, Jacky C. ; Nyerges, Richard T..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:6:y:1995:i:2:p:135-153.

    Full description at Econpapers || Download paper

  49. INTERNATIONAL DIVERSIFICATION OF EQUITIES AND FIXED-INCOME SECURITIES. (1983). Hill, Joanne ; Schneeweis, Thomas .
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:6:y:1983:i:4:p:333-343.

    Full description at Econpapers || Download paper

  50. PRICE BEHAVIOR IN A REGIONAL OVER-THE-COUNTER SECURITIES MARKET. (1979). Senchack, Andrew J. ; Beedles, William L..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:2:y:1979:i:2:p:119-131.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-18 07:24:59 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.