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International stock market linkages in Southern Africa
9 references·3 citing·41 second hop
International stock market linkages in Southern Africa (1999)International stock market linkages in So…The Botswana share market and its role in financial and economic development (1995)The Botswana share market and…Cointegration of International Stock Market Indices (1994)Cointegration of Internationa…An Empirical Analysis of Stock Prices in Major Asian Markets and the United States (1992)An Empirical Analysis of Stoc…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…COINTEGRATION AND UNIT ROOTS (1990)COINTEGRATION AND UNIT ROOTSInternational Stock Price Movements: Links and Messages (1989)International Stock Price Mov…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …A review of accounting research in internationalising journals in the South African region (2017)A review of accounting resear…The Random Walk Theory And Stock Prices: Evidence From Johannesburg Stock Exchange (2014)The Random Walk Theory And St…A Garch Approach to Measuring Efficiency: A Case Study of Nairobi Securities Exchange (2013)A Garch Approach to Measuring…The Behavior of Stock-Market Prices (1965)Time Series Analysis: Forecasting and Control. (1978)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Economic Forces and the Stock Market (1986)Agency Costs, Net Worth, And Business Fluctuations (1988)Economic determinants of evolution in international stock market integration (1999)Returns synchronization and daily correlation dynamics between international stock markets (2001)Do market capitalization and stocks traded converge? New global evidence (2011)Time Series Regression with a Unit Root (1987)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Evidence on Weak Form Efficiency and Day of the Week Effect in the Indian Stock Market (1996)International portfolio diversification: US and Central European equity markets (2002)International equity market integration: Theory, evidence and implications (2004)National development plan, 1983-1986 (1983)Money, interest, and banking in economic development (1988)Global economic prospects and the developing countries 1996 (1996)New Issues in Emerging Markets: Determinants, Effects, and Stock Market Performance of IPOs in Korea (2003)Regional Integration of Stock Exchanges in Eastern and Southern Africa (2005)Sector level cost of equity in African financial markets (2009)Testing for a Unit Root in Time Series Regression (1988)EXCHANGE RATE PASS‐THROUGH (1995)A multivariate cointegration analysis of the role of energy in the US macroeconomy (2000)The causality relationship between energy consumption and GDP in G-11 countries revisited (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Stock Market Integration and the Speed of Information Transmission (2005)Spillover effect in Asian financial markets: A VAR-structural GARCH analysis (2016)
this work references cited by second hop

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1990COINTEGRATION AND UNIT ROOTS638 cited
  • 1992An Empirical Analysis of Stock Prices in Major Asian Markets and the United States280 cited
  • 1989International Stock Price Movements: Links and Messages246 cited
  • 1995The Botswana share market and its role in financial and economic development40 cited
  • 1994Cointegration of International Stock Market Indices39 cited

Cited by

  • 2014The Random Walk Theory And Stock Prices: Evidence From Johannesburg Stock Exchange22 cited
  • 2013A Garch Approach to Measuring Efficiency: A Case Study of Nairobi Securities Exchange22 cited
  • 2017A review of accounting research in internationalising journals in the South African region12 cited

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