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Post NAFTA integration of North American stock markets : implications for financial decision making
Chukwuogor-Ndu, Chiaku; Kasibhatla, Krishna Moorti - In: North American journal of finance and banking research 1 (2007) 1, pp. 37-53
Persistent link: https://www.econbiz.de/10003851738
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Post Nafta Integration of North American Stock Markets : Implications for Financial Decision Making
Chukwuogor, Chiaku Nwamu - 2010
This paper investigates the degree of integration of in the North American equity markets in the post NAFTA period, 1994 to 2006 and two sub post NAFTA period: 1994-1999 and 2000-2006 using daily stock closing price(s) indices. The Johansen and Juselius (1990) method for determining the presence...
Persistent link: https://www.econbiz.de/10013148959