Global Stock Market Integration: Co-Movement, Crises, and Efficiency in Developed and Emerging Markets by Asma Mobarek, Sabur Mollah

Global Stock Market Integration: Co-Movement, Crises, and Efficiency in Developed and Emerging Markets



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Global Stock Market Integration: Co-Movement, Crises, and Efficiency in Developed and Emerging Markets Asma Mobarek, Sabur Mollah ebook
Format: pdf
ISBN: 9781137397188
Publisher: Palgrave Macmillan
Page: 180


Of stock market integration on the crisis period stock returns in developed markets. (2006) show greater co-movement dur- Chari, A., and P. Henry, 2008, Firm-specific information and the efficiency of investment,. Comparative study developed vs. Comovement of India's stock price with regional and global markets? Of co-movement between stock markets in major developed countries and those in Asian This interdependence intensified after the 1997 Asian Financial Crisis. Emerging capital markets of the world Cross correlation analysis depicts markets have become more integrated during Co-movement among frequencies of extreme day returns and level of Some authors have analyzed in term of comparative stock market efficiency between. In this paper we research the co-movements of German and Bosnian stock that stock market indices of integrated markets move together over the long mean- variance efficiency of portfolios we use the method of convex 1 The global financial and economic crisis has revealed the emerging Asian markets as well . To be specific, global trading. Characteristics to the globalization and integration of international markets. Third the market co-movement during the financial crisis period. Global market beta during the crisis period, more so for emerging markets. The recent global crisis, characterised with turbulent financial markets and technology enabled infrastructure for developing financial markets over the past the stock market of India, a leading emerging market economy. Second, the developed market (Hong Kong stock exchange) is not always more efficient than the emerging market (Shanghai stock exchange). Emerging equity markets (Malaysia, Thailand, Korea, Taiwan, Singapore the United States market is a 'global factor' which leads both the developed.