Stock market linkages: Evidence from Latin America

Author:

Chen Gong-meng,Firth Michael,Meng Rui Oliver

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference46 articles.

1. The relations among equity markets: A study of share price co-movements in the United States, United Kingdom, Germany and Japan;Agmon;Journal of Finance,1972

2. Global reaction of security prices to major US-induced surprises: An empirical investigation;Ajayi;Applied Financial Economics,1995

3. Why is there so much serial correlation in Colombia's stock market returns?;Arbelaez;Emerging Markets Quarterly,1997

4. International stock market linkages: Evidence from the pre- and post-October 1987 period;Arshanapalli;Journal of Banking and Finance,1993

5. Pre- and post-October 1987 stock market linkages between US and Asian markets;Arshanapalli;Pacific-Basin Finance Journal,1995

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