References
Ahmed, W. M. (2011). Comovements and causality of sector price indices: Evidence of the Egyptian Stock Exchange. International Journal of Business and Emerging Markets, 4(3), 200-222. https://doi.org/10.1504/IJBEM.2012.047779
Search via ReFindit
Al-Fayoumi, N. A.; Khamees, B. A.; Al-Thuneibat, A. A. (2009). Information transmission among stock return indexes: evidence from the Jordanian stock market. International Research Journal of Finance and Economics, 24, 194-208. http://www.eurojournals.com/finance.htm
Search via ReFindit
Alam, N.; Arshad, S; Rizvi, S.A.R. (2016). Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency. Review of Financial Economics, 31(1), 108-114. https://doi.org/10.1016/j.rfe.2016.06.003
Search via ReFindit
Arbeláez, H.; Urrutia, J.; & Abbas, N. (2001). Short-term and long-term linkages among the Colombian capital market indexes. International Review of Financial Analysis, 10(3), 237-273. https://doi.org/10.1016/S1057-5219(01)00051-5
Search via ReFindit
Arshanapalli, B.; & Doukas, J. (1993). International stock market linkages: Evidence from the pre-and post-October 1987 period. Journal of Banking & Finance, 17(1), 193-208. https://doi.org/10.1016/0378-4266(93)90088-U
Search via ReFindit
AuYong, H. H.; Gan, C.; & Treepongkaruna, S. (2004). Cointegration and causality in the Asian and emerging foreign exchange markets: Evidence from the 1990s financial crises. International Review of Financial Analysis, 13(4), 479-515. https://doi.org/10.1016/j.irfa.2004.02.024
Search via ReFindit
Bekaert, G.; Harvey, C. R.; & Lundblad, C. (2005). Does financial liberalization spur growth? Journal of Financial economics, 77(1), 3-55. https://doi.org/10.1016/j.jfineco.2004.05.007
Search via ReFindit
Bouri, E.; Anshul, Jain; P.C. Biswal; David, Roubaud. (2017). Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices. Resources Policy, 52, 201-206. https://doi.org/10.1016/j.resourpol.2017.03.003
Search via ReFindit
Buguk, C.; & Brorsen, B. W. (2003). Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange. International review of financial analysis, 12(5), 579-590. https://doi.org/10.1016/S1057-5219(03)00065-6
Search via ReFindit
Cavaglia, S.; Melas, D. and Tsouderos, G. (2000). Cross industry and cross country international equity diversification. The Journal of Investing, 9(1), 65-71. https://doi.org/10.3905/joi.2000.319401
Search via ReFindit
Chiang, T. C.; Chen, X. (2016). Empirical Analysis of Dynamic Linkages between China and International Stock Markets. Journal of Mathematical Finance, 6(1), 189-212. https://doi.org/10.4236/jmf.2016.61018
Search via ReFindit
Chung, P. J.; & Liu, D. J. (1994). Common stochastic trends in Pacific Rim stock markets. The Quarterly Review of Economics and Finance, 34(3), 241-259. https://doi.org/10.1016/1062-9769(94)90026-4
Search via ReFindit
Constantinou, E.; Kazandjian, A.; Kouretas, G.; Tahmazian, V. (2008). Cointegration, causality and domestic portfolio diversification in the Cyprus stock exchange. Journal of Money, Investment and Banking, 4, 26-41. http://economics.soc.uoc.gr/wpa/docs/Causal.pdf
Search via ReFindit
Darbar, S. M.; & Deb, P. (1997). Co‐Movements in International Equity Markets. Journal of Financial Research, 20(3), 305-322. https://doi.org/10.1016/j.intfin.2006.05.001
Search via ReFindit
Errunza, V.; Hogan, K. and Hung, M. W. (1999). Can the gains from international diversification be achieved without trading abroad? Journal of Finance, 54(6), 2075-2107. https://doi.org/10.2469/dig.v30.n4.765
Search via ReFindit
Ewing, B. T.; Forbes, S. M. and Payne, J. E. (2003). The effects of macroeconomic shocks on sector-specific returns. Applied Economics, 35(2), 201-207. https://doi.org/10.1080/0003684022000018222
Search via ReFindit
Fernandez-Izquierdo, A.; & Lafuente, J. A. (2004). International transmission of stock exchange volatility: Empirical evidence from the Asian crisis. Global Finance Journal, 15(2), 125-137. https://doi.org/10.1016/j.gfj.2004.02.002
Search via ReFindit
Ghosh, A., Saidi, R., & Johnson, K. H. (1999). Who Moves the Asia-Pacific Stock Markets-US or Japan? Empirical Evidence Based on the Theory of Cointegration. The Financial Review, 34(1), 159–169. https://doi.org/10.1111/j.1540-6288.1999.tb00450.x
Search via ReFindit
Glezakos, M.; Merika, A.; & Kaligosfiris, H. (2007). Interdependence of major world stock exchanges: How is the Athens stock exchange affected. International Research Journal of Finance and Economics, 7(1), 24-39. https://www.researchgate.net/profile/Anna_Merika
Search via ReFindit
Grubel, M.; & Fadner, K. (1971). The interdependence of international equity markets. Journal of Finance, 26(1), 89-94. https://doi.org/10.1111/j.1540-6261.1971.tb00591.x
Search via ReFindit
Huang, B. N.; Yang, C. W.; & Hu, J. W. S. (2000). Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle. International Review of Financial Analysis, 9(3), 281-297. https://doi.org/10.1016/S1057-5219(00)00031-4
Search via ReFindit
Karim, M.Z.A. (2005). Stock Price Integration in the Malaysian Stock Market. Thammasat Economic Journal, 23(3): 123-145. https://www.researchgate.net/profile/Mohd_Zaini_Abd_Karim
Search via ReFindit
Kavussanos, M. G.; & Dockery, E. (2001). A multivariate test for stock market efficiency: the case of ASE. Applied Financial Economics, 11(5), 573-579. https://doi.org/10.1080/09603100010013006
Search via ReFindit
Kim, M.H.; Sun, L. (2017). Dynamic conditional correlations between Chinese sector returns and the S&P 500 index: An interpretation based on investment shocks. International Review of Economics & Finance, 48, 309-325. https://doi.org/10.1016/j.iref.2016.12.014
Search via ReFindit
Levy, H.; & Marshall, S. (1970). International diversification of investment portfolios. The American Economic Review, 60(4), 668-675. http://www.jstor.org/stable/1818410
Search via ReFindit
Longin, F.; & Solnik, B. (1995). Is the correlation in international equity returns constant: 1960–1990? Journal of International Money and Finance, 14(1), 3-26. https://doi.org/10.1016/0261-5606(94)00001-H
Search via ReFindit
M, Billio.; M, Donadelli; A, Paradiso; M, Riedel. (2017). Which market integration measure?. Journal of Banking & Finance, 76, 150-174. https://doi.org/10.1016/j.jbankfin.2016.12.002
Search via ReFindit
Markowitz, H. (1952). Portfolio Selection. The Journal of Finance, 7(1), 77–91. Portico. https://doi.org/10.1111/j.1540-6261.1952.tb01525.x
Search via ReFindit
Masih, A.M.M.; & Masih, R. (2002). Propagative causal price transmission among international stock markets: Evidence from the pre- and post-globalization period. Global Finance Journal, 13(1), 63-91. https://doi.org/10.1016/S1044-0283(02)00039-X
Search via ReFindit
Mun, C. K. C. (2005). Contagion and impulse response of international stock markets around the 9-11 terrorist attacks. Global Finance Journal, 16(1), 48-68. https://doi.org/10.1016/j.gfj.2005.05.002
Search via ReFindit
Murinde, V.; & Poshakwale, S. (2001). Volatility in the Emerging Stock Markets in Central and Eastern Europe: Evidence on Croatia, Czech Republic, Hungary, Poland, Russia and Slovakia. European Research Studies, 4(3-4), 73-101. http://www.ersj.eu/repec/ers/papers/01_34_p6.pdf
Search via ReFindit
Niarchos, N. A.; & Alexakis, C. A. (2003). Intraday stock price patterns in the Greek stock exchange. Applied Financial Economics, 13(1), 13-22. https://doi.org/10.1080/09603100110088166
Search via ReFindit
Niţoi, M.; Pochea, M.M. (2016). Testing financial markets convergence in Central and Eastern Europe: A non-linear single factor model. Economic Systems, 40(2), 323-334. https://doi.org/10.1016/j.ecosys.2016.02.002
Search via ReFindit
Noor, M. A.; & Khan, M. A. (2014). Co-movement analysis among different sectors of Indian stock market. International Journal of Research, 1(4).540-556. https://edupediapublications.org/journals/index.php/IJR/article/view/91/66
Search via ReFindit
Odier, P. and Solnik, B. (1993). Lessons for international asset allocation. Financial Analysts Journal, 49(2), 63-77. https://doi.org/10.2469/faj.v49.n2.63
Search via ReFindit
Olienyk, J.P.; Schwebach, R.G.; & Zumwalt, J.K. (2002). The impact of financial crises on international diversification. Global Finance Journal, 13(2): 147-161. https://doi.org/10.1016/S1044-0283(02)00050-9
Search via ReFindit
Panagiotidis, T. (2005). Market capitalization and efficiency. Does it matter? Evidence from the Athens Stock Exchange. Applied Financial Economics, 15(10), 707-713. https://doi.org/10.1080/09603100500107883
Search via ReFindit
Patra, T.: & Poshakwale, S. S. (2008). Long-run and short-run relationship between the main stock indexes: evidence from the Athens stock exchange. Applied Financial Economics, 18(17), 1401-1410. https://doi.org/10.1080/09603100701704314
Search via ReFindit
Rahim, A. M.; Masih, M. (2016). Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches. Economic Modelling, 54, 425-438. https://doi.org/10.1016/j.econmod.2015.12.033
Search via ReFindit
Shahzad, S. J. H.; Mensi, W.; Hammoudeh, S.; Rehman, U. M.; Yahyaee, H.K. (2017). Extreme dependence and risk spillovers between oil and Islamic stock markets. Emerging Markets Review, (In Press). https://doi.org/10.1016/j.ememar.2017.10.003
Search via ReFindit
Shamsuddin, A. F.; & Kim, J. H. (2003). Integration and interdependence of stock and foreign exchange markets: an Australian perspective. Journal of International Financial Markets, Institutions and Money, 13(3), 237-254. https://doi.org/10.1016/S1042-4431(02)00046-X
Search via ReFindit
Sheng, H. C.; & Tu, A. H. (2000). A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis. Journal of Multinational Financial Management, 10(3), 345-365. https://doi.org/10.1016/S1042-444X(00)00034-7
Search via ReFindit
Siourounis, G. D. (2002). Modelling volatility and testing for efficiency in emerging capital markets: the case of the Athens stock exchange. Applied Financial Economics, 12(1), 47-55. https://doi.org/10.1080/09603100110088003
Search via ReFindit
Soydemir, G. (2000). International transmission mechanism of stock market movements: evidence from emerging equity markets. Journal of Forecasting, 19(3), 149–176. https://doi.org/10.1002/(sici)1099-131x(200004)19:3<149::aid-for735>3.0.co;2-c
Search via ReFindit
Sunil, K. B. (2017). Stock market development and integration in SADC (Southern African Development Community). Review of Development Finance, 7(1), 64-72. https://doi.org/10.1016/j.rdf.2017.01.005
Search via ReFindit
Wang, Z.; Kutan A., and Yang, J. (2005). Information flows within and across sectors in Chinese stock markets. The Quarterly Review of Economics and Finance, 45 (4-5), 767-780. https://doi.org/10.1016/j.qref.2003.08.001
Search via ReFindit
RSS 1.0
