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Reassessing co-movements among G7 equity markets : evidence from iShares
Barari, Mahua; Lucey, Brian M.; Voronkova, Svitlana - In: Applied financial economics 18 (2008) 10/12, pp. 863-877
Persistent link: https://www.econbiz.de/10003739447
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Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 17 (2007) 10/12, pp. 827-835
Persistent link: https://www.econbiz.de/10003537981
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The relative influence of the East and the West on Middle Eastern emerging stock markets : an empirical investigation
Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 20 (2010) 4/6, pp. 407-415
This article examines the relative influence of the US, UK and Japan on Middle Eastern Emerging Markets (MEEMs). The empirical results, from maximum likelihood regressions, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models and Vector Autoregression (VAR) estimates, provide...
Persistent link: https://www.econbiz.de/10003963313
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A reassessment of stock market integration in SADC : the determinants of liquidity and price discovery in Namibia
Hearn, Bruce; Piesse, Jenifer - In: Applied financial economics 23 (2013) 1/3, pp. 123-138
Persistent link: https://www.econbiz.de/10009719020
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Approriate lag specification for daily responses of international stock markets
Tsutsui, Yoshirō; Hirayama, Kenjiro - In: Applied financial economics 14 (2004) 14, pp. 1017-1025
Persistent link: https://www.econbiz.de/10002377754
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Stock market integration : evidence on price integration and return convergence
Heimonen, Kari - In: Applied financial economics 12 (2002) 6, pp. 415-429
Persistent link: https://www.econbiz.de/10001671114
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The evolution of stock market predictability in Bulgaria
Dyakova, Aneta; Smith, Graham - In: Applied financial economics 23 (2013) 7/9, pp. 805-816
Persistent link: https://www.econbiz.de/10009750976
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Bulgarian stock market relative predictability : BSE-Sofia stocks and South East European markets
Dyakova, Aneta; Smith, Graham - In: Applied financial economics 23 (2013) 13/15, pp. 1257-1271
Persistent link: https://www.econbiz.de/10010204739
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Another look at the holiday effect
Gama, Paulo M.; Vieira, Elisabete F. S. - In: Applied financial economics 23 (2013) 19/21, pp. 1623-1633
Persistent link: https://www.econbiz.de/10010259754
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Adaptive and relative efficiency of stock markets from Southeastern Europe : a wavelet approach
Bogdanova, B.; Ivanov, I. - In: Applied financial economics 24 (2014) 10/12, pp. 705-722
Persistent link: https://www.econbiz.de/10010402649