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Cointegration of Indian stock markets with other leading stock markets
10 references·6 citing·39 second hop
Cointegration of Indian stock markets with other leading stock markets (2009)Cointegration of Indian stock markets wit…Financial Integration for India Stock Market, a Fractional Cointegration Approach (2005)Financial Integration for Ind…Inefficient Markets: An Introduction to Behavioral Finance (2000)Inefficient Markets: An Intro…Inefficient Markets (2000)Inefficient MarketsLinkages between the US and European equity markets: further evidence from cointegration tests (1998)Linkages between the US and E…International Stock Market Efficiency and Integration: A Study of Eighteen Nations (1997)International Stock Market Ef…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…A Comparative Analysis of Stock Price Behavior on the Bombay, London, and New York Stock Exchanges (1977)A Comparative Analysis of Sto…Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models (2019)Can alternative hedging asset…Dynamic linkages among developed, emerging and frontier capital markets of Asia-Pacific region (2017)Dynamic linkages among develo…Stock Market Linkages in Emerging Asia-Pacific Markets (2013)Stock Market Linkages in Emer…Is the Indian stock market cointegrated with other Asian markets? (2013)Is the Indian stock market co…Literature review of stock market integration: a global perspective (2012)Literature review of stock ma…Inter‐linkages among stock markets of South Asia (2011)Inter‐linkages among stock ma…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Does the Stock Market in India Move with Asia?: A Multivariate Cointegration-Vector Autoregression Approach (2008)Market efficiency and international diversification: Evidence from India (2009)Return and Volatility Spillovers Among Asian Stock Markets (2011)The Behavior of Stock-Market Prices (1965)The Random Character of Stock Market Prices (1968)Time Series Analysis: Forecasting and Control (1977)The behavior of stock prices on LDC markets (1985)Co-Movements of European Equity Markets Before and After the 1987 Crash (1997)Macroeconomic Factors and Pakistani Equity Market” (2004)Statistical analysis of cointegration vectors (1988)Common trends and convergence? South East Asian equity markets, 1988–1999 (2002)Volatility spillovers in China’s crude oil, corn and fuel ethanol markets (2013)Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5 (2015)Macroeconomics and Reality (1980)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Introductory Econometrics for Finance (2008)Critical Values for Cointegration Tests (2010)Fractional Brownian Motions, Fractional Noises and Applications (1968)Time Series Analysis Forecasting and Control. (1971)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)The contribution of tourism development to economic growth in the Korean economy (2003)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Common risk factors in the returns on stocks and bonds (1993)The Equity Share in New Issues and Aggregate Stock Returns (2000)The market for borrowing stock (2002)The Value Premium (2005)Interrelationships among regional stock indices (2002)A guide to using event study methods in multi‐country settings (2004)International equity market integration: Theory, evidence and implications (2004)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Perspectives on Behavioral Finance: Does 'Irrationality' Disappear with Wealth? Evidence from Expectations and Actions (2003)Securities Analysts and Incumbent Response to Radical Technological Change: Evidence from Digital Photography and Internet Telephony (2009)Corporate Social Responsibility, Noise, and Stock Market Volatility (2013)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 2000Inefficient Markets1,253 cited
  • 2000Inefficient Markets: An Introduction to Behavioral Finance286 cited
  • 1997International Stock Market Efficiency and Integration: A Study of Eighteen Nations268 cited
  • 1998Linkages between the US and European equity markets: further evidence from cointegration tests180 cited
  • 1977A Comparative Analysis of Stock Price Behavior on the Bombay, London, and New York Stock Exchanges159 cited
  • 2005Financial Integration for India Stock Market, a Fractional Cointegration Approach89 cited

Cited by

  • 2012Literature review of stock market integration: a global perspective55 cited
  • 2019Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models47 cited
  • 2013Stock Market Linkages in Emerging Asia-Pacific Markets38 cited
  • 2017Dynamic linkages among developed, emerging and frontier capital markets of Asia-Pacific region

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34 cited
  • 2013Is the Indian stock market cointegrated with other Asian markets?32 cited
  • 2011Inter‐linkages among stock markets of South Asia29 cited