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The Relationship between the U.S. and Four Asian Stock Markets
11 references·1 citing·40 second hop
The Relationship between the U.S. and Four Asian Stock Markets (1989)The Relationship between the U.S. and Fou…Weekend Effects on Stock Returns: A Comment (1985)Weekend Effects on Stock Retu…The behavior of stock prices on LDC markets (1985)The behavior of stock prices …Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects (1985)Patterns in Japanese Common S…Estimating the Correlation Structure of International Share Prices (1984)Estimating the Correlation St…A Further Investigation of the Weekend Effect in Stock Returns (1984)A Further Investigation of th…Emerging Markets: A New Opportunity for Improving Global Portfolio Performance (1983)Emerging Markets: A New Oppor…Weekend Effects on Stock Returns: A Note (1982)Weekend Effects on Stock Retu…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…Stock returns and the weekend effect (1980)Stock returns and the weekend…The Behavior of Stock Prices on Fridays and Mondays (1973)The Behavior of Stock Prices …INTERNATIONAL PORTFOLIO DIVERSIFICATION: A MULTIVARIATE ANALYSIS FOR A GROUP OF LATIN AMERICAN COUNTRIES (1973)INTERNATIONAL PORTFOLIO DIVER…Causalidade entre os retornos de mercados de capitais emergentes e desenvolvidos (2007)Causalidade entre os retornos…A Simplified Model for Portfolio Analysis (1963)Applied Economic Forecasting (1967)International Diversification of Investment Portfolios (1970)Correlation in price changes and volatility of major Latin American stock markets (1999)Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns (2002)Noise sensitivity of portfolio selection under various risk measures (2007)The Behavior of Stock-Market Prices (1965)Time Series Analysis: Forecasting and Control (1977)The relationship between return and market value of common stocks (1981)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)Size-related anomalies and stock return seasonality (1983)A transaction data study of weekly and intradaily patterns in stock returns (1986)Transactions, Volume, and Volatility (1994)The Message in Daily Exchange Rates (2002)Risk measurement when shares are subject to infrequent trading (1979)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)Weak-form market efficiency of an emerging Market: Evidence from Dhaka Stock Market of Bangladesh. 1 (2000)Interdependence of international equity variances: Evidence from East Asian markets (2007)Examination of the profitability of technical analysis based on moving average strategies in BRICS (2018)Seasonal and Day‐of‐the‐Week Effects in Four Emerging Stock Markets (1989)Econometric Models and Economic Forecasts (1990)Book-to-market, firm size, and the turn-of-the-year effect: Evidence from Pacific-Basin emerging markets (1998)Forecasting Stock Index Movement: A Comparison of Support Vector Machines and Random Forest (2006)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)Market and Industry Factors in Stock Price Behavior (1966)ON THE ASSESSMENT OF RISK (1971)TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS (1995)A Survey of Literature on Controls over International Capital Transactions (1996)Political Risk and the Benefits of International Portfolio Diversification (1995)Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets (1999)BOARD STRUCTURE AND INTERNATIONAL POLITICAL RISK. (2002)Day-of-the-week and intraday effects in stock returns (1986)An Examination of the Robustness of the Weekend Effect (1989)The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence (2002)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)
this work references cited by second hop

References

  • 1980Stock returns and the weekend effect1,997 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
  • 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
  • 1982Weekend Effects on Stock Returns: A Note460 cited
  • 1973INTERNATIONAL PORTFOLIO DIVERSIFICATION: A MULTIVARIATE ANALYSIS FOR A GROUP OF LATIN AMERICAN COUNTRIES285 cited
  • 1985Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects246 cited
  • 1983Emerging Markets: A New Opportunity for Improving Global Portfolio Performance131 cited
  • 1984Estimating the Correlation Structure of International Share Prices127 cited
  • 1985The behavior of stock prices on LDC markets106 cited
  • 1985Weekend Effects on Stock Returns: A Comment78 cited

Cited by

  • 2007Causalidade entre os retornos de mercados de capitais emergentes e desenvolvidos17 cited

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