Bhatti, Ghulam Ali; Islam, Talat; Rehman, Abdul - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 9 (2015) 1, pp. 69-95
The main focus of the current study was to investigate 33 major stock indices on a weekly basis to fill the void concerning fresh information in the context of co-movement of markets as a result of the Global Financial Crisis. Factor analysis was applied through two methods, principle component...
