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An Analysis of the Interrelationships Among the Major World Stock Exchanges
5 references·16 citing·32 second hop
An Analysis of the Interrelationships Among the Major World Stock Exchanges (1974)An Analysis of the Interrelationships Amo…International Diversification of Investment Portfolios (1970)International Diversification…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Foundations of Behavioral Research (1965)Foundations of Behavioral Res…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Emerging Markets Integration in Latin America (MILA) Stock Market Indicators: Chile, Colombia, and Peru (2015)Emerging Markets Integration …Financial market volatility and contagion effect: A copula–multifractal volatility approach (2013)Financial market volatility a…Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing (2012)Is the UAE stock market integ…Time-shift asymmetric correlation analysis of global stock markets (2010)Time-shift asymmetric correla…International financial integration in Asian bond markets (2008)International financial integ…International correlations across stock markets and industries: trends and patterns 1988–2002 (2006)International correlations ac…Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications (2006)Co-movements of sector index …The Euro and European Financial Market Dependence (2005)The Euro and European Financi…Co-movements of U.S. and Latin American equity markets before and after the 1987 crash (2001)Co-movements of U.S. and Lati…Stocks and currencies: are they related? (1999)Stocks and currencies: are th…Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods (1993)Comovements of international …The Intertemporal Stability of the Relationships Between the Asian Emerging Equity Markets and the Developed Equity Markets (1991)The Intertemporal Stability o…High Road to a Global Marketplace: The International Transmission of Stock Market Fluctuations (1990)High Road to a Global Marketp…The Inter-Temporal Stability of International Stock Market Relationships: Another View (1983)The Inter-Temporal Stability …THE STATIONARITY OF INTER‐COUNTRY CORRELATION COEFFICIENTS: A NOTE (1980)THE STATIONARITY OF INTER‐COU…A STUDY OF POSSIBLE GAINS FROM INTERNATIONAL INVESTMENT (1978)A STUDY OF POSSIBLE GAINS FRO…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)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)International comovement of stock market returns: A wavelet analysis (2009)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Is the correlation in international equity returns constant: 1960–1990? (1995)Data mining investigation of co-movements on the Taiwan and China stock markets for future investment portfolio (2012)Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency (2016)Stock Market Reactions to Auto Manufacturers’ Environmental Failures (2018)Why Not Diversify Internationally Rather Than Domestically? (1974)Regularities in the data between major equity markets: evidence from Granger causality tests (1993)Common stochastic trends and volatility in Asian-Pacific equity markets (1999)Bayes-Stein Estimation for Portfolio Analysis (1986)Correlations in Returns and Volatilities in Pacific-Rim Stock Markets (2000)Equity market integration in the Asia-Pacific region: A smooth transition analysis (2004)Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach (2015)BETAS AND THEIR REGRESSION TENDENCIES (1975)Time Series Analysis: Forecasting and Control (1977)The Relationship Between Equity Indices on World Exchanges (1979)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Does industrial structure explain the benefits of international diversification? (1994)Linkages among European and world stock markets (1995)The Cross-Section of Expected Stock Returns (1992)Factors Affecting Response Rates to Mailed Questionnaires: A Quantitative Analysis of the Published Literature (1978)Validation Guidelines for IS Positivist Research (2004)TWO CRITERIA FOR GOOD MEASUREMENTS IN RESEARCH: VALIDITY AND RELIABILITY (2017)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1965Foundations of Behavioral Research1,137 cited
  • 1970International Diversification of Investment Portfolios1,130 cited
  • 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows1,025 cited

Cited by

  • 1983The Inter-Temporal Stability of International Stock Market Relationships: Another View78 cited
  • 2006Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications72 cited
  • 1990High Road to a Global Marketplace: The International Transmission of Stock Market Fluctuations72 cited
  • 1991The Intertemporal Stability of the Relationships Between the Asian Emerging Equity Markets and the Developed Equity Markets68 cited
  • 1980THE STATIONARITY OF INTER‐COUNTRY CORRELATION COEFFICIENTS: A NOTE66 cited
  • 2008International financial integration in Asian bond markets55 cited
  • 2001Co-movements of U.S. and Latin American equity markets before and after the 1987 crash53 cited
  • 2010Time-shift asymmetric correlation analysis of global stock markets40 cited
  • 2013Financial market volatility and contagion effect: A copula–multifractal volatility approach

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38 cited
  • 2012Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing38 cited
  • 1993Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods37 cited
  • 1999Stocks and currencies: are they related?36 cited
  • 2015Emerging Markets Integration in Latin America (MILA) Stock Market Indicators: Chile, Colombia, and Peru35 cited
  • 2005The Euro and European Financial Market Dependence33 cited
  • 2006International correlations across stock markets and industries: trends and patterns 1988–200231 cited
  • 1978A STUDY OF POSSIBLE GAINS FROM INTERNATIONAL INVESTMENT31 cited