International Transmission of Stock Price Movements among Taiwan and Its Trading Partners: Hong Kong, Japan and the United States
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DOI: 10.1142/S0219091501000590
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Cited by:
- Mansor Ibrahim, 2006.
"Integration or Segmentation of the Malaysian Equity Market: An Analysis of Pre- and Post-Capital Controls,"
Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 11(4), pages 424-443.
- Mansor H. Ibrahim, 2004. "Integration or Segmentation of Malaysian Equity Market: An Analysis of Pre- and Post- Capital Controls," Finance 0411010, University Library of Munich, Germany.
- Chin-Wen Huang, 2014. "Influence of External Factors on the Taiwan Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(4), pages 109-120.
- Chung Baek, 2016. "Stock prices, dividends, earnings, and investor sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1043-1061, November.
- Alar Kein, 2005. "An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market," Working Papers 120, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
- Kunlin Hsieh & Yuching Hsieh & Shigeyuki Hamori, 2010.
"The Interdependence of Taiwanese and Japanese Stock Prices,"
Economics Bulletin, AccessEcon, vol. 30(1), pages 879-892.
- Hsieh, Kunlin & Hsieh, Yuching & Hamori, Shigeyuki, 2010. "The interdependence of Taiwanese and Japanese stock prices," MPRA Paper 21475, University Library of Munich, Germany.
- Anil Sharma & Neha Seth, 2012. "Literature review of stock market integration: a global perspective," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 4(1), pages 84-122, April.
More about this item
Keywords
Stock price; Market efficiency hypothesis; Causality based on ECM; Impulse response; Variance decomposition;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
- G3 - Financial Economics - - Corporate Finance and Governance
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