An Empirical Analysis of Stock Prices in Major Asian Markets and the United States
- 1 May 1992
- journal article
- Published by Wiley in The Financial Review
- Vol. 27 (2), 289-307
- https://doi.org/10.1111/j.1540-6288.1992.tb01319.x
Abstract
No abstract availableKeywords
This publication has 25 references indexed in Scilit:
- High Road to a Global Marketplace: The International Transmission of Stock Market FluctuationsThe Financial Review, 1990
- DAILY RETURN RELATIONSHIPS AMONG ASIAN STOCK MARKETSJournal of Business Finance & Accounting, 1990
- METALS PRICES, EFFICIENCY AND COINTEGRATION: SOME EVIDENCE FROM THE LONDON METAL EXCHANGEBulletin of Economic Research, 1988
- International portfolio constructionJournal of Business Research, 1985
- THE STATIONARITY OF INTER-COUNTRY CORRELATION COEFFICIENTS: A NOTEJournal of Business Finance & Accounting, 1980
- The Comovement of International Asset ReturnsJournal of International Business Studies, 1979
- Time Series Analysis of International Dollar Denominated Interest RatesJournal of International Business Studies, 1979
- Comovement of International Equity Markets: A Taxonomic ApproachJournal of Financial and Quantitative Analysis, 1976
- An Analysis of the Interrelationships Among the Major World Stock ExchangesJournal of Business Finance & Accounting, 1974
- Systematic Elements in the Linkage of National Stock Market IndicesThe Review of Economics and Statistics, 1973