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Stock Market Co-movement in ASEAN and China
16 references·1 citing·39 second hop
Stock Market Co-movement in ASEAN and China (2014)Stock Market Co-movement in ASEAN and Chi…World Development indicators (2015)World Development indicatorsWorld Development Indicators, 2012 (2012)World Development Indicators,…Stock market integration in ASEAN after the Asian financial crisis (2005)Stock market integration in A…Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Minimum Lagrange Multiplier U…The separation of ownership and control in East Asian Corporations (2000)The separation of ownership a…Corporate Ownership Around the World (1999)Corporate Ownership Around th…Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets (1999)Are Asian stock market fluctu…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Common stochastic trends in international stock markets (1992)Common stochastic trends in i…The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control (1989)The Internationalisation of S…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …International Diversification of Investment Portfolios (1970)International Diversification…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…Volatility spillovers under difference in the degree of market integration: Evidence from the selected Asian and Eastern European stock markets (2019)Volatility spillovers under d…Liquidity Preference as Behavior Towards Risk (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)International Transmission of Stock Market Movements (1989)Is the correlation in international equity returns constant: 1960–1990? (1995)Familiarity Breeds Investment (2001)Book Review: 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)Forecasting and testing in co-integrated systems (1987)Some recent development in a concept of causality (1988)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Testing for a Unit Root in Time Series Regression (1988)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy (2014)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)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Investor protection and corporate governance (2000)Law, Finance, and Economic Growth in China (2003)How do family ownership, control and management affect firm value? (2005)A Survey of Corporate Governance (1997)Earnings management and investor protection: an international comparison (2003)Escape from violence: conflict and the refugee crisis in the developing world (1990)Assessing aid - what works, what doesn't, and why (1998)International Financial Statistics (2003)The Miracle of Microfinance? Evidence from a Randomized Evaluation (2015)Too much finance? (2015)Economic Freedom of the World: 2022 Annual Report (2022)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)
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References

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303 cited
  • 2005Stock market integration in ASEAN after the Asian financial crisis299 cited
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    • 2019Volatility spillovers under difference in the degree of market integration: Evidence from the selected Asian and Eastern European stock markets16 cited