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Co-movements of Latin American equity markets before and after September 11, 2001

Meriç, İlhan; Ratner, Mitchell; Nygren, Lan Ma; … - In: Latin American business review : journal of the … 8 (2007) 3, pp. 54-74

Persistent link: https://www.econbiz.de/10003756566

Co-movements of sector index returns in the world's major stock markets in bull and bear markets : portfolio diversification implications

Meriç, İlhan; Ratner, Mitchell; Meriç, Gülser - In: International review of financial analysis 17 (2008) 1, pp. 156-177

Persistent link: https://www.econbiz.de/10003765315

Common stochastic trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE

Constantinou, Eleni; Kazandjian, Avo; Kouretas, Georgios P. - In: Bulletin of economic research 60 (2008) 4, pp. 327-349

Persistent link: https://www.econbiz.de/10003766291

Globalization and investment opportunities : a cointegration study of Arab, US; and emerging stock markets

Elfakhani, Said; Arayssi, Mahmoud; Smahta, Hanin A. - In: The financial review : the official publication of the … 43 (2008) 4, pp. 591-611

Persistent link: https://www.econbiz.de/10003773706

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

Information, trading volume, and international stock return comovements : evidence from cross-listed stocks

Gagnon, Louis (contributor); Karolyi, G. Andrew (contributor) - 2006

Persistent link: https://www.econbiz.de/10003340387

International diversification benefits of Latin American sector investments

Ratner, Mitchell - In: Journal of emerging markets 11 (2006) 1, pp. 50-58

Persistent link: https://www.econbiz.de/10003347375

Interdependencies between European, US and Japanese stock markets : did the Euro promote further integration?

Quan, Qi; Huyghebaert, Nancy - In: International economics & finance journal : (IEFJ) 1 (2006) 2, pp. 247-274

Persistent link: https://www.econbiz.de/10003791209

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009

Persistent link: https://www.econbiz.de/10003880587

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009

This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...

Persistent link: https://www.econbiz.de/10003889148