Nothing Special   »   [go: up one dir, main page]

create a website
Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia. (2004). Gunasekarage, Abeyratna.
In: Journal of Emerging Market Finance.
RePEc:sae:emffin:v:3:y:2004:i:3:p:285-304.

Full description at Econpapers || Download paper

Cited: 26

Citations received by this document

Cites: 37

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. Stock returns and interest rate differential in high and low interest rate environments. (2023). Salisu, Afees ; Sikiru, Abdulsalam Abidemi.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1713-1728.

    Full description at Econpapers || Download paper

  2. Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232.

    Full description at Econpapers || Download paper

  3. The Impact of Macroeconomic Variables on Capital Market Development in Botswana’s Economy. (2021). Molefhi, Koketso.
    In: African Journal of Economic Review.
    RePEc:ags:afjecr:315797.

    Full description at Econpapers || Download paper

  4. Can Canadian Stock market provide complete hedge against Inflation ?. (2020). Harzallah, Amira ; NEIFAR, Malika.
    In: MPRA Paper.
    RePEc:pra:mprapa:99093.

    Full description at Econpapers || Download paper

  5. Economic Forces and the Stock Market Performance in Developing Countries: Evidence From Sudan. (2020). Elrahman, Elzibeer Fath ; Abbas, Nawal Hussein.
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:11:y:2020:i:4:p:130-143.

    Full description at Econpapers || Download paper

  6. .

    Full description at Econpapers || Download paper

  7. Testing for the Causality between Interest Rate and Stock Market Performance in Nigeria. (2018). Adeleke, O ; Amassoma, Ditimi.
    In: Economic Studies journal.
    RePEc:bas:econst:y:2018:i:3:p:109-124.

    Full description at Econpapers || Download paper

  8. Estimation of the Impact of Monetary Policy on Economic Growth: The Case of Cote d Ivoire in Line with SVAR Methodology. (2017). Guy, Drama Bedi.
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:4:y:2017:i:4:p:66-83.

    Full description at Econpapers || Download paper

  9. Perception of capital, profit and dividends affect the stock purchase intention in Indonesia public company. (2017). Muda, Iskandar.
    In: MPRA Paper.
    RePEc:pra:mprapa:83658.

    Full description at Econpapers || Download paper

  10. Erception of capital, profit and dividends affect the stock purchase intention in Indonesia public company. (2017). Muda, Iskandar.
    In: MPRA Paper.
    RePEc:pra:mprapa:83588.

    Full description at Econpapers || Download paper

  11. Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis. (2017). Abu, MD.
    In: Turkish Economic Review.
    RePEc:ksp:journ2:v:4:y:2017:i:2:p:239-249.

    Full description at Econpapers || Download paper

  12. PERCEPTION OF CAPITAL, PROFIT AND DIVIDENDS AFFECT THE STOCK PURCHASE INTENTION IN INDONESIA PUBLIC COMPANY. (2017). Muda, Iskandar.
    In: Junior Scientific Researcher.
    RePEc:jsr:journl:v:3:y:2017:i:1:p:9-18.

    Full description at Econpapers || Download paper

  13. Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets. (2017). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pb:p:951-962.

    Full description at Econpapers || Download paper

  14. Macroeconomic Variables and Stock Market Returns: Panel Analysis from Selected ASEAN Countries. (2017). Jamaludin, Nurasyikin ; Ab, Syamimi ; Ismail, Shahnaz .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-01-07.

    Full description at Econpapers || Download paper

  15. ESTIMATING TURKISH STOCK MARKET RETURNS WITH APT MODEL: COINTEGRATION AND VECTOR ERROR CORRECTION. (2016). Kucukkocaoglu, Guray ; Gokgoz, Fazil ; Kuukkocaoglu, Guray ; Alp, Ozge Sezgin .
    In: Economic Review: Journal of Economics and Business.
    RePEc:tuz:journl:v:14:y:2016:i:1:p:7-19.

    Full description at Econpapers || Download paper

  16. An Empirical Analysis of the Relationship between Monetary Policy Stance and Stock Price in Bangladesh. (2016). Sajib, MD ; Amin, Shabnaz ; Amzad, MD.
    In: Bangladesh Development Studies.
    RePEc:ris:badest:0793.

    Full description at Econpapers || Download paper

  17. Macroeconomic Factors and the Indian Stock Market: Exploring Long and Short Run Relationships. (2016). Kotha, Kiran Kumar ; Sahu, Bhawna .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-03-34.

    Full description at Econpapers || Download paper

  18. Macroeconomic Factors and Performance of Indian Stock Market. (2015). Dash, Mihir ; Gaur, Jagan .
    In: Journal of Applied Management and Investments.
    RePEc:ods:journl:v:4:y:2015:i:1:p:11-15.

    Full description at Econpapers || Download paper

  19. Macroeconomic Variables and Capital Market Performance: Evidence from Nigeria. (2014). Inyiama, Oliver Ike ; Ekwe, Michael Chidiebere .
    In: International Journal of Financial Economics.
    RePEc:rss:jnljfe:v2i3p4.

    Full description at Econpapers || Download paper

  20. Macroeconomic Forces and Stock Prices:Evidence from the Bangladesh Stock Market. (2013). Yousuf, Ahmed Sadek ; Khan, Mashrur Mustaque .
    In: MPRA Paper.
    RePEc:pra:mprapa:46528.

    Full description at Econpapers || Download paper

  21. Dynamic relationships between stock market performance and short term interest rate Empirical evidence from Sri Lanka. (2012). Pallegedara, Asankha.
    In: MPRA Paper.
    RePEc:pra:mprapa:40773.

    Full description at Econpapers || Download paper

  22. The Sri Lankan stock market and the macroeconomy: an empirical investigation. (2011). Wickremasinghe, Guneratne .
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:v:28:y:2011:i:3:p:179-195.

    Full description at Econpapers || Download paper

  23. What Determine China’s Inflation?. (2010). Huang, Yiping ; Yiping, Huang ; Xun, Wang ; Xiuping, Hua .
    In: Macroeconomics Working Papers.
    RePEc:eab:macroe:22770.

    Full description at Econpapers || Download paper

  24. The impact of macroeconomic indicators on Vietnamese stock prices. (2009). Hussainey, Khaled ; Ngoc, Le Khanh .
    In: Journal of Risk Finance.
    RePEc:eme:jrfpps:v:10:y:2009:i:4:p:321-332.

    Full description at Econpapers || Download paper

  25. What moves the primary stock and bond markets? Influence of macroeconomic factors on bond and equity issues in Malaysia and Korea. (2007). Ameer, Rashid.
    In: MPRA Paper.
    RePEc:pra:mprapa:19656.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Arshanapalli, B. , and J. Doukas , (1993), ‘International Stock Market Linkages: Evidence from the Pre-and Post-October 1987 Period’ , Journal of Banking and Finance, 17: 193-208 .

  2. Banerjee, A. , , J.J. Dalado , , J.W. Galbraith , and D.F. Hendry , (1993), Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data. Oxford: Oxford University Press .
    Paper not yet in RePEc: Add citation now
  3. Bodie, Z. , (1976), ‘Common Stocks as a Hedge against inflation’ , Journal of Finance, 31: 459-470 .
    Paper not yet in RePEc: Add citation now
  4. Castanias, R.P. , (1979), ‘Macroinformation and the Variability of Stock Market Prices’ , Journal of Finance, 34: 439-450 .
    Paper not yet in RePEc: Add citation now
  5. Chen, N. , , R. Roll , and S.A. Ross , (1986), ‘Economic Forces and the Stock Market’ , Journal of Business, 59: 383-403 .
    Paper not yet in RePEc: Add citation now
  6. Cheung, Y. , and S. Mak , (1992), ‘The International Transmission of Stock Market Fluctuations between Developed Markets and the Asian-Pacific Markets’ , Applied Financial Economics, 2: 43-47 .
    Paper not yet in RePEc: Add citation now
  7. Darrat, A.F. , (1990), ‘Stock Returns, Money and Fiscal Deficits’ , Journal of Financial and Quantitative Analysis, 25: 387-398 .
    Paper not yet in RePEc: Add citation now
  8. Fama, E.F. , (1981), ‘Stock Returns, Real Activity, Inflation and Money’ , American Economic Review, 71: 545-565 .
    Paper not yet in RePEc: Add citation now
  9. Fama, E.F. , and W. Schwert , (1977), ‘Asset Returns and Inflation’ , Journal of Financial Economics, 5: 115-146 .
    Paper not yet in RePEc: Add citation now
  10. Fifield, S.G.M. , , D.M. Power , and C.D. Sinclair , (2002), ‘Macroeconomic Factors and Share Returns: An Analysis using Emerging Market Data’ , International Journal of Finance and Economics, 7: 51-62 .

  11. Firth, M. , (1979), ‘The Relationship between Stock Market Returns and Rates of Inflation’ , Journal of Finance, 34: 743-749 .

  12. Flannery, M.J. , and A.A. Protopapadakis , (2002), ‘Macroeconomic Factors do Influence Aggregate Stock Returns’ , The Review of Financial Studies, 15: 751-782 .
    Paper not yet in RePEc: Add citation now
  13. Gjerde, O. , and F. Asetterm , (1995), ‘Linkages among European and World Stock Markets’ , European Journal of Finance, 1: 165-179 .
    Paper not yet in RePEc: Add citation now
  14. Gunasekarage, A. , and D.M. Power , (2001), ‘The Profitability of Moving Average Trading Rules in South Asian Stock Markets’ , Emerging Markets Review, 2: 17-33 .

  15. Hansen, H. , and K. Juselius , (2002), CATS in RATS Cointegration Analysis of Time Series. Illinois: Estima .
    Paper not yet in RePEc: Add citation now
  16. Harvey, C.R. , (1995a), ‘The Risk Exposure of Emerging Equity Markets’ , The World Bank Economic Review, 9: 19-50 .
    Paper not yet in RePEc: Add citation now
  17. Harvey, C.R. , (1995b), ‘Predictable Risk and Returns in Emerging Markets’ , Review of Financial Studies, 8: 773-816 .
    Paper not yet in RePEc: Add citation now
  18. Huang, R.D. , and W.A. Kracaw , (1984), ‘Stock Market Returns and Real Activity: A Note’ , Journal of Finance, 38: 267-273 .
    Paper not yet in RePEc: Add citation now
  19. Jaffe, J.F. , and G. Mandelker , (1977), ‘The “Fisher Effect†for Risky Assets: An Empirical Investigation’ , Journal of Finance, 32: 447-458 .
    Paper not yet in RePEc: Add citation now
  20. Jain, P.C. , (1988), ‘Response of Hourly Stock Prices and Trading Volume to Economic News’ , Journal of Business, 61: 219-231 .

  21. Janakiramanan, S. , and A.S. Lamba , (1998), ‘An Empirical Examination of Linkages between Pacific-Basin Stock Markets’ , Journal of International Financial Markets, Institutions and Money, 8: 155-173 .

  22. Johansen, S. , (1991), ‘Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussain Vector Autoregressive Models’ , Econometrica, 59: 1551-1580 .
    Paper not yet in RePEc: Add citation now
  23. Kassimatis, K. , and I.S. Spyrou , (2001), ‘Stock and Credit Market Expansion and Economic Development in Emerging Markets: Further Evidence Utilising Cointegration Analysis’ , Applied Economics, 33: 1057-1064 .

  24. Leroy, S. , and R. Porter , (1981), ‘The Present Value Relation: Tests Based on Implied Variance Bonds’ , Econometrica, 49: 555-574 .

  25. Lin, A. , and P.E. Swanson , (1993), ‘Measuring Global Money Market Interrelationship: An Investigation of Five Major World Currencies’ , Journal of Banking and Finance, 17: 609-628 .
    Paper not yet in RePEc: Add citation now
  26. Lintner, J. , (1973), ‘Inflation and Common Stock Prices in a Cyclical Context’, National Bureau of Economic Research Annual Report, New York .
    Paper not yet in RePEc: Add citation now
  27. Liu, Y.A. , and M.S. Pan , (1997), ‘Mean and Volatility Spill-over Effects in the US and Pacific-Basin Stock Markets’ , Multinational Finance Journal, 1: 47-62 .
    Paper not yet in RePEc: Add citation now
  28. Maish, A.M.M. , and R. Maish , (1997), ‘A Comparative Analysis of the Propagation of Stock Market Fluctuations in Alternative Models of Dynamic Causal Linkages’ , Applied Financial Economics, 7: 59-74 .
    Paper not yet in RePEc: Add citation now
  29. Meric, I. , and G. Meric , (1997), ‘Comovements of European Equity Markets Before and After the 1987 Crash’ , Multinational Finance Journal, 1: 137-152 .

  30. Nelson, C.R. , (1976), ‘Inflation and Rates of Return on Common Stocks’ , Journal of Finance, 31: 471-483 .
    Paper not yet in RePEc: Add citation now
  31. Osterwald-Lenum, M. , (1992), ‘A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics’ , Oxford Bulletin of Economics and Statistics, 54: 461-471 .

  32. Oudet, B.A. , (1973), ‘The Variation of the Returns on Stock in Periods of Inflation’ , Journal of Financial and Quantitative Analysis, 8: 247-258 .
    Paper not yet in RePEc: Add citation now
  33. Patro, D.K. , , J.K. Wald , and Y. Wu , (2002), ‘The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns’ , European Financial Management, 8: 421-447 .

  34. Pearce, D.K. , and V.V. Roley , (1985), ‘Stock Prices and Economic News’ , Journal of Business, 58: 49-67 .
    Paper not yet in RePEc: Add citation now
  35. Ross, S.A. , (1976), ‘The Arbitrage Theory of Capital Asset Pricing’ , Journal of Economic Theory, 13: 341-360 .
    Paper not yet in RePEc: Add citation now
  36. Shiller, R.J. , (1981), ‘The Use of Volatility Measures in Assessing Market Efficiency’ , Journal of Finance, 36: 291-304 .
    Paper not yet in RePEc: Add citation now
  37. Spyrou, S.I. (1997), ‘On the Functioning and the Efficiency of the Emerging Equity Markets’, Ph.D. Thesis, Brunel University, UK.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:175-183.

    Full description at Econpapers || Download paper

  2. Opportunities for international portfolio diversification in the balkans’ markets. (2012). Kenourgios, Dimitris ; Dimitriou, Dimitrios.
    In: MPRA Paper.
    RePEc:pra:mprapa:37479.

    Full description at Econpapers || Download paper

  3. International Stock Markets: A Co-integration Analysis. (2011). Thalassinos, Eleftherios ; POLITIS, EVANGELOS.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xiv:y:2011:i:4:p:113-130.

    Full description at Econpapers || Download paper

  4. International stock market linkages: Evidence from Latin America. (2009). Diamandis, Panayiotis F..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:20:y:2009:i:1:p:13-30.

    Full description at Econpapers || Download paper

  5. Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests. (2008). lucey, brian ; Voronkova, Svitlana .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:8:p:1303-1324.

    Full description at Econpapers || Download paper

  6. Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets. (2008). Aijo, Janne ; Sahlstrom, Petri ; Omran, Mohammad M. ; Nikkinen, Jussi .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:1:p:27-46.

    Full description at Econpapers || Download paper

  7. Linkages between the center and periphery stock prices: Evidence from the vector ARFIMA model. (2008). Ozdemir, Zeynel ; Olgun, Hasan .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:25:y:2008:i:3:p:512-519.

    Full description at Econpapers || Download paper

  8. Regional financial integration in Asia: present and future. (2008). Bank for International Settlements, ; Malaysia, Bank Negara .
    In: BIS Papers.
    RePEc:bis:bisbps:42.

    Full description at Econpapers || Download paper

  9. Integration of Indias stock market with global and major regional markets. (2008). Bank for International Settlements, .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:42-08.

    Full description at Econpapers || Download paper

  10. A Time Series Model for the Romanian Stock Market. (2007). Thalassinos, Eleftherios ; Țîrcă (Pociovalisteanu), Diana-Mihaela.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:x:y:2007:i:3-4:p:57-72.

    Full description at Econpapers || Download paper

  11. Common stochastic trends among Far East stock prices: Effects of the Asian financial crisis. (2007). Peng, KE ; Choudhry, Taufiq ; Lu, Lin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:16:y:2007:i:3:p:242-261.

    Full description at Econpapers || Download paper

  12. International portfolio diversification: A study of linkages among the U.S., European and Japanese equity markets. (2006). Yavas, Burhan F. ; Rezayat, Fahimeh.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:16:y:2006:i:4:p:440-458.

    Full description at Econpapers || Download paper

  13. A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market. (2006). Chang, Tsangyao ; Caudill, Steven B.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:15:y:2006:i:1:p:57-67.

    Full description at Econpapers || Download paper

  14. Large shocks and the September 11th terrorist attacks on international stock markets. (2006). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:23:y:2006:i:4:p:683-698.

    Full description at Econpapers || Download paper

  15. 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

  16. 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

  17. Portfolio allocations and the emerging equity markets of Central Europe. (2005). Tezel, Ahmet ; McManus, Ginette M. ; Gilmore, Claire G..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:15:y:2005:i:3:p:287-300.

    Full description at Econpapers || Download paper

  18. Entrepreneurship, small and medium size business markets and European economic integration. (2005). Kenourgios, Dimitris ; Samitas, Aristeidis G..
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:27:y:2005:i:3:p:363-374.

    Full description at Econpapers || Download paper

  19. Information leadership in the advanced Asia-Pacific stock markets: Return, volatility and volume information spillovers from the US and Japan. (2005). Kim, Suk-Joong.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:19:y:2005:i:3:p:338-365.

    Full description at Econpapers || Download paper

  20. Stock prices and exchange rate dynamics. (2005). Phylaktis, Kate ; Ravazzolo, Fabiola.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:7:p:1031-1053.

    Full description at Econpapers || Download paper

  21. International bond market linkages: a structural VAR analysis. (2005). Yang, Jian.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:15:y:2005:i:1:p:39-54.

    Full description at Econpapers || Download paper

  22. Portfolio diversification benefits within Europe: Implications for a US investor. (2005). Laopodis, Nikiforos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:14:y:2005:i:4:p:455-476.

    Full description at Econpapers || Download paper

  23. US, UK and European Stock Market Integration. (2005). Oyefeso, Oluwatobi ; Fraser, Patricia .
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:32:y:2005-01:i:1-2:p:161-181.

    Full description at Econpapers || Download paper

  24. International equity market integration: Theory, evidence and implications. (2004). lucey, brian ; Kearney, Colm.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:13:y:2004:i:5:p:571-583.

    Full description at Econpapers || Download paper

  25. A multilateral approach to examining the comovements among major world equity markets. (2004). Hsin, Chin-Wen .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:13:y:2004:i:4:p:433-462.

    Full description at Econpapers || Download paper

  26. Interrelationships of Secondary Equity Markets at Domestic and International Level. (2004). Samitas, Aristeidis G..
    In: Economic Studies journal.
    RePEc:bas:econst:y:2004:i:1:p:87-98.

    Full description at Econpapers || Download paper

  27. The spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets. (2003). Kim, Suk-Joong.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:11:y:2003:i:5:p:611-630.

    Full description at Econpapers || Download paper

  28. The interdependence of share markets in the developed economies of East Asia. (2003). Felmingham, Bruce ; Chan Leong, Su, .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:11:y:2003:i:2:p:219-237.

    Full description at Econpapers || Download paper

  29. The structure of interdependence in international stock markets. (2003). Yang, Jian ; Bessler, David.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:22:y:2003:i:2:p:261-287.

    Full description at Econpapers || Download paper

  30. The interrelatedness of global equity markets, money markets, and foreign exchange markets. (2003). Swanson, Peggy E..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:2:p:135-155.

    Full description at Econpapers || Download paper

  31. Do stock price indices respond asymmetrically?: Evidence from China, Japan, and South Korea. (2003). Bahng, Joshua Seungwook ; Shin, Seung-myo.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:14:y:2003:i:4:p:541-563.

    Full description at Econpapers || Download paper

  32. 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

  33. The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence. (2002). Rui, Oliver ; Lee, Bong-Soo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:1:p:51-78.

    Full description at Econpapers || Download paper

  34. International linkage of interest rates: Evidence from the emerging economies of Asia. (2002). Anoruo, Emmanuel ; Thiewes, Harold F. ; Ramchander, Sanjay.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:13:y:2002:i:2:p:217-235.

    Full description at Econpapers || Download paper

  35. Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period. (2002). Masih, Abul ; Masih, A. Mansur M., .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:13:y:2002:i:1:p:63-91.

    Full description at Econpapers || Download paper

  36. Economic determinants of emerging stock market interdependence. (2002). Pretorius, Elna.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:3:y:2002:i:1:p:84-105.

    Full description at Econpapers || Download paper

  37. International portfolio diversification: US and Central European equity markets. (2002). Gilmore, Claire G. ; McManus, Ginette M..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:3:y:2002:i:1:p:69-83.

    Full description at Econpapers || Download paper

  38. Pre- and post-1987 crash frequency domain analysis among Pacific Rim equity markets. (2001). Smith, Kenneth L..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:11:y:2001:i:1:p:69-87.

    Full description at Econpapers || Download paper

  39. Long and short term dynamic causal transmission amongst international stock markets. (2001). Masih, Abul ; Masih, Abul M. M., ; Masih , Abul M. M., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:4:p:563-587.

    Full description at Econpapers || Download paper

  40. Modelling evolving long-run relationships: the linkages between stock markets in Asia. (2001). Sosvilla-Rivero, Simon.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:13:y:2001:i:2:p:145-160.

    Full description at Econpapers || Download paper

  41. Co-movements of U.S. and Latin American equity markets before and after the 1987 crash. (2001). Meric, Gulser ; Ratner, Mitchell ; Leal, Ricardo P. C., .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:10:y:2001:i:3:p:219-235.

    Full description at Econpapers || Download paper

  42. Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets. (1999). Masih, Abul ; Masih, Abul M. M., ; Masih , Abul M. M., .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:251-282.

    Full description at Econpapers || Download paper

  43. An empirical examination of linkages between Pacific-Basin stock markets. (1998). Lamba, Asjeet S. ; Janakiramanan, Sundaram.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:8:y:1998:i:2:p:155-173.

    Full description at Econpapers || Download paper

  44. Cointegration, forecasting and international stock prices. (1998). Wohar, Mark ; Crowder, William.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:9:y:1998:i:2:p:181-204.

    Full description at Econpapers || Download paper

  45. The relationship between international bond markets and international stock markets. (1998). Lim, Edward S. ; Swanson, Peggy E. ; Gallo, John G..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:7:y:1998:i:2:p:181-190.

    Full description at Econpapers || Download paper

  46. Common volatility in the industrial structure of global capital markets. (1997). Lang, Larry ; Doukas, John ; Arshanapalli, Bala .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:16:y:1997:i:2:p:189-209.

    Full description at Econpapers || Download paper

  47. The benefits from international diversification for Nordic investors. (1997). Loflund, Anders ; Liljeblom, Eva ; Krokfors, Svante.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:4:p:469-490.

    Full description at Econpapers || Download paper

  48. Common factors in international stock prices: Evidence from a cointegration study. (1996). Jeon, Bang ; Bachman, Daniel ; Choi, Jongmoo Jay ; Kopecky, Kenneth J..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:5:y:1996:i:1:p:39-53.

    Full description at Econpapers || Download paper

  49. Pre and post-October 1987 stock market linkages between U.S. and Asian markets. (1995). Lang, Larry ; Doukas, John ; Arshanapalli, Bala .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:3:y:1995:i:1:p:57-73.

    Full description at Econpapers || Download paper

  50. Comovements in national stock market returns: Evidence of predictability, but not cointegration. (1995). Richards, Anthony.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:36:y:1995:i:3:p:631-654.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-28 19:35:53 || 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.