Narayan, S.; Sriananthakumar, S.; Islam, S.Z. - In: Economic Modelling 39 (2014) C, pp. 19-31
In this study, we examine the patterns and causes of stock market integration of selected emerging Asian nations against the US, Australia, China, and India for the period 1 January 2001 to 31 March 2012. We compare patterns of market integration for countries on a daily, weekly, or monthly...