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Stock market integration and risk premium : empirical evidence for emerging economies of South Asia

Abid, Ilyes; Kaabia, Olfa; Guesmi, Khaled - In: Economic modelling 37 (2014), pp. 408-416

Persistent link: https://www.econbiz.de/10010417665

Stock market integration of emerging Asian economies : patterns and causes

Narayan, Seema; Sriananthakumar, S.; Islam, S. Z. - In: Economic modelling 39 (2014), pp. 19-31

Persistent link: https://www.econbiz.de/10010419505

Regional and global integration of Asian stock markets

Mohti, Wahbeeah; Dionísio, Andreia Teixeira Marques; … - In: Research in international business and finance 50 (2019), pp. 357-368

Persistent link: https://www.econbiz.de/10012177680

The dynamics of the relative global sector effects and contagion in emerging markets equity returns

Boamah, Nicholas Addai - In: Research in international business and finance 39 (2017), pp. 433-453

Persistent link: https://www.econbiz.de/10011876559

Determinants of stock market co-movements between Pakistan and Asian emerging economies

Aamir, Muhammad; Ali Shah, Syed Zulfiqar - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-14

This study analyzes the determinants of stock market co-movement between Pakistan and Asian emerging economies for the period 2001 to 2015. Augmented Dickey and Fuller (ADF) and Philips-Perron (PP) tests are applied to check co-integration between their stock markets. Results of this study...

Persistent link: https://www.econbiz.de/10011895801