Hammoudeh, Shawkat; Aleisa, Eisa - In: Contemporary Economic Policy 22 (2004) 2, pp. 250-269
Daily relationships among stock markets of the Gulf Cooperation Council (GCC) members, excluding Qatar, form two equilibrium relationships with varying predictive power. The Saudi market leads, followed by Bahrain and United Arab Emirates. Kuwait, which is dominated by momentum traders, and Oman...