Stock market co-movement at the disaggregated level : individual stock integration
Year of publication: |
2016
|
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Authors: | Emin, Dogus |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 66.2016, 2, p. 96-112
|
Subject: | disaggregated | firm-specific | stock market integration | Geweke measure | diversification | Schätzung | Estimation | Aktienmarkt | Stock market | Börsenkurs | Share price | Marktintegration | Market integration | EU-Staaten | EU countries | Kapitaleinkommen | Capital income | Inflationserwartung | Inflation expectations |
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