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Stochastic Trends in Stock Prices: Evidence from Latin American Markets
0 references·16 citing·53 second hopsampled
Stochastic Trends in Stock Prices: Evidence from Latin American Markets (1997)Stochastic Trends in Stock Prices: Eviden…Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework (2019)Market efficiency of the top …International stock market efficiency: a non-Bayesian time-varying model approach (2014)International stock market ef…Return and volatility spillovers among CIVETS stock markets (2012)Return and volatility spillov…Liberalisation and stock market co-movement between emerging economies (2010)Liberalisation and stock mark…The comovements in international stock markets: new evidence from Latin American emerging countries (2009)The comovements in internatio…Structural change and international stock market interdependence: Evidence from Asian emerging markets (2009)Structural change and interna…Stock prices and the efficient market hypothesis: Evidence from a panel stationary test with structural breaks (2009)Stock prices and the efficien…The Emerging Market Crisis and Stock Market Linkages: Further Evidence (2005)The Emerging Market Crisis an…Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit? 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  • 2003Relationships among U.S. oil prices and oil industry equity indices225 cited
  • 2002Economic integration and stock market comovement in the Americas125 cited
  • 1999Correlation in price changes and volatility of major Latin American stock markets114 cited
  • 2004International portfolio diversification to Central European stock markets114 cited
  • 2009Stock prices and the efficient market hypothesis: Evidence from a panel stationary test with structural breaks108 cited
  • 2010Liberalisation and stock market co-movement between emerging economies103 cited
  • 2005The Emerging Market Crisis and Stock Market Linkages: Further Evidence97 cited
  • 2019Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework96 cited
  • 2005Cointegration portfolios of European equities for index tracking and market neutral strategies83 cited
  • 2012Return and volatility spillovers among CIVETS stock markets76 cited
  • 2005Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit?74 cited
  • 2009Structural change and international stock market interdependence: Evidence from Asian emerging markets70 cited
  • 2014International stock market efficiency: a non-Bayesian time-varying model approach65 cited

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  • 2004Equity market integration in Latin America: A time-varying integration score analysis62 cited
  • 1999NAFTA and North American stock market linkages: an empirical note62 cited
  • 2009The comovements in international stock markets: new evidence from Latin American emerging countries60 cited