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Stock market comovements and industrial structure

Dutt, Pushan; Mihov, Ilian - In: Journal of money, credit and banking : JMCB 45 (2013) 5, pp. 891-911

Persistent link: https://www.econbiz.de/10010197603

The geography of S&P 500 stock returns

Barker, David; Loughran, Tim - In: The journal of behavioral finance : a publication of … 8 (2007) 4, pp. 177-190

Persistent link: https://www.econbiz.de/10003667034

International stock market comovement and news

Höchstötter, Markus; Meyer, Stephan; Riordan, Ryan; … - In: The journal of financial research 37 (2014) 4, pp. 519-542

Persistent link: https://www.econbiz.de/10011547576

Qiao, Xiao; Wang, Yongning - In: Journal of risk 23 (2021) 5, pp. 25-54

Persistent link: https://www.econbiz.de/10012630868

Dynamic relation between global Islamic and conventional sectoral stock and bonds indexes

Tuysuz, Sukriye - In: International journal of financial engineering 7 (2020) 2, pp. 1-43

Persistent link: https://www.econbiz.de/10012602943

Conditional correlations between stock index, investment grade yield, high yield and commodities (gold and oil) during stable and crisis periods

Tuysuz, Sukriye - In: International journal of economics and finance 5 (2013) 9, pp. 28-44

Persistent link: https://www.econbiz.de/10010190858

Dependency relations among international stock market indices

Sandoval Junior, Leonidas; Mullokandov, Asher; Kenett, … - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 227-265

We develop networks of international stock market indices using information and correlation based measures. We use 83 … stock market indices of a diversity of countries, as well as their single day lagged values, to probe the correlation and … one day coincides to same day correlation between them. …

Persistent link: https://www.econbiz.de/10011545240

Existence of speculative bubbles in the Indian stock market : knowledge gained during the US subprime crisis

Mukherjee, Sovik; Karmakar, Asim K. - In: Comparative advantage in the knowledge economy : a …, (pp. 75-84). 2021

Persistent link: https://www.econbiz.de/10012814053

Correlation of stock market returns in the West African region from 2008 to 2016

Obadiaru, Eseosa; Omankhanlen, Alex; Obasaju, Barnabas … - In: Investment management and financial innovations 16 (2019) 3, pp. 120-130

Persistent link: https://www.econbiz.de/10012159362

Correlation vs. causality in stock market comovement

Weber, Enzo (contributor) - 2007

This paper seeks to disentangle the sources of correlations between high-, mid- and low-cap stock indexes from the German prime standard. In principle, such comovement can arise from direct spillover between the variables or due to common factors. By standard means, these different components...

Persistent link: https://www.econbiz.de/10003635066

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