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ArticleComovements Of Major International Equity Markets

O. Maurice Joy1976

Article1976

Comovements Of Major International Equity Markets

O. Maurice Joy · Don B. Panton · Frank K. Reilly · Stanley A. Martin

43 citations·0/0 files stored·Financial Review

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1970International Diversification of Investment Portfolios 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows 1974Why Not Diversify Internationally Rather Than Domestically?1972THE RELATIONS AMONG EQUITY MARKETS: A STUDY OF SHARE PRICE CO‐MOVEMENTS IN THE UNITED STATES, UNITED KINGDOM, GERMANY AND JAPAN 1973INTERNATIONAL PORTFOLIO DIVERSIFICATION: A MULTIVARIATE ANALYSIS FOR A GROUP OF LATIN AMERICAN COUNTRIES 1971THE INTERDEPENDENCE OF INTERNATIONAL EQUITY MARKETS 1972Risk-Return Classes of New York Stock Exchange Common Stocks, 1931–1967 1970NEW LISTINGS AND THEIR PRICE BEHAVIOR

Cited by

1991Evolution in dynamic linkages across daily national stock indexes 1993Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods 1999Stocks and currencies: are they related?2010Investigation of Socially Responsible Investment Markets (SRI) Using Dynamic Conditional Correlation (DCC) Method: Implications for Diversification 1998The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets

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1978The integration of National financial markets: A review of theory and findingsarticle · 7 shared references 2001Equity market linkages in the Asia Pacific regionarticle · 6 shared references 2006Price and Volatility Transmission across Bordersarticle · 6 shared references 2006Comovements and correlations in international stock marketsarticle · 6 shared references 1981International Diversification: An Ex Post and Ex Ante Analysis of Possible Benefitsarticle · 6 shared references 1989International Transmission of Stock Market Movementsarticle · 5 shared references

Details

Year1976

Typearticle

Published1976-02-01

VenueFinancial Review

ISSN-L0732-8516

Languageen

Citations43

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1111/j.1540-6288.1976.tb00933.x

openalex_workW2004355319

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2018Industries Return and Volatility Spillover in Chinese Stock Market: An Early Warning Signal of Systemic Risk

1999The Transmission of Pricing Information of Dually‐Listed Stocks

1979An empirical analysis of the interrelationships among equity markets under changing exchange rate systems