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Is market integration associated with informational efficiency of stock markets? · Study

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ArticleIs market integration associated with informational efficiency of stock markets?

Chee‐Wooi Hooy2012

Article2012

Is market integration associated with informational efficiency of stock markets?

Chee‐Wooi Hooy · Kian‐Ping Lim

39 citations·0/0 files stored·Journal of Policy Modeling

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

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References

1973Risk, Return, and Equilibrium: Empirical Tests 1996Stock Markets, Banks, and Economic Growth 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?1999Stock Markets, Banks, and Economic Growth 2005R2 around the world: New theory and new tests☆2000Financial markets and the allocation of capital 2000Foreign Speculators and Emerging Equity Markets 1990Stock Returns, Expected Returns, and Real Activity

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2017A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets 2022An Entropy Approach to Measure the Dynamic Stock Market Efficiency 2021Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic 2016Risk Perceptions and International Stock Market Liquidity 2016Cross-correlations between volatility, volatility persistence and stock market integration: the case of emergent stock markets

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Year2012

Typearticle

Published2012-09-23

VenueJournal of Policy Modeling

ISSN-L0161-8938

Languageen

Citations39

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jpolmod.2012.09.002

openalex_workW2075709010

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