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Dynamic connectedness and spillovers across sectors : evidence from the Indian stock market
Chatziantoniou, Ioannis; Gabauer, David; Marfatia, Hardik A. - In: Scottish journal of political economy : the journal of … 69 (2022) 3, pp. 283-300
Persistent link: https://www.econbiz.de/10013384702
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A revisit of international stock market linkages : new evidence from rank tests for nonlinear cointegration
Li, Xiaoming - In: Scottish journal of political economy : the journal of … 53 (2006) 2, pp. 174-197
Persistent link: https://www.econbiz.de/10003304568
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Do stock markets value efficiency?
Amess, Kevin; Girma, Sourafel - In: Scottish journal of political economy : the journal of … 56 (2009) 3, pp. 321-331
Persistent link: https://www.econbiz.de/10003846813
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Privatisation and stock market efficiency : the British experience
Hayri, Aydın - In: Scottish journal of political economy : the journal of … 44 (1997) 2, pp. 113-133
Persistent link: https://www.econbiz.de/10001240030
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UK excess share returns : firm size and volatility
Fraser, Patricia - In: Scottish journal of political economy : the journal of … 43 (1996) 1, pp. 71-84
Persistent link: https://www.econbiz.de/10001196002
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Equity prices, dividends and gilt yields in the UK : cointegration, error correction and "confidence"
Mills, Terence C. - In: Scottish journal of political economy : the journal of … 38 (1991) 3, pp. 242-255
Persistent link: https://www.econbiz.de/10001108277
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Oil price shocks and stock market booms in an oil exporting country
Bjørnland, Hilde Christiane - In: Scottish journal of political economy : the journal of … 56 (2009) 2, pp. 232-254
Persistent link: https://www.econbiz.de/10003837278
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It takes two to tango : a regime-switching analysis of the correlation dynamics between the Mainland Chinese and Hong Kong stock markets
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: Scottish journal of political economy : the journal of … 63 (2016) 1, pp. 41-65
Persistent link: https://www.econbiz.de/10011454981
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China : further evidence on the evolution of stock markets in transition economies
Li, Xiaoming - In: Scottish journal of political economy : the journal of … 50 (2003) 3, pp. 341-358
Persistent link: https://www.econbiz.de/10001777920
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Asset markets and endogenous liquidity
Redding, Lee Scott; Faruqee, Hamid - In: Scottish journal of political economy : the journal of … 48 (2001) 2, pp. 196-209
Persistent link: https://www.econbiz.de/10001579689