Returns synchronization and daily correlation dynamics between international stock markets
Article Abstract:
The disparity between daily correlations and returns synchronization in international stock markets is investigated. Different trading hours is a major factor in this disparity.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
World, Return on investment, Rate of return
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
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A note on information seasonality and the disappearance of the weekend effect in the UK stock market
Article Abstract:
A model for stock prices and the receipt of news in the stock markets of the United Kingdom is constructed. There is a systematic pattern of news and stock prices, but the weekend effect in the United Kingdom has disappeared.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
United Kingdom, Prices and rates, Stocks, Stock prices
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: Statistical Data Included, Models, Stock-exchange, Stock exchanges, Securities industry
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