Price linkages in Asian equity markets: evidence bordering the Asian economic, currency and financial crises

DOI10.1023/B:FEJM.0000039873.53973.3CzbMATH Open1079.91540OpenAlexW2113894625MaRDI QIDQ702228FDOQ702228

Authors: Andrew C. Worthington, Masaki Katsuura, Helen Higgs 

Publication date: 17 January 2005

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:fejm.0000039873.53973.3c

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zbMATH Keywords

market efficiencyFinancial integrationinternational portfolio diversification

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cited In (13)

• Crisis and creative destruction: cases of Korean and Japanese stock markets
• Convergence and interdependence between ASEAN-5 stock markets
• The Hong Kong securities markets: Review and prospects
• The relationship between stock markets of major developed countries and Asian emerging markets
• Covariance and correlation stationarity: Experiences from seven Asian emerging markets
• The impact of the U.S. and the Japanese equity markets on the emerging Asia-Pacific equity markets
• Why has Taiwan been immune to the Asian financial crisis?
• Test for spatial dominances in the distribution of stock returns: evidence from the Korean stock market before and after the East Asian financial crisis
• Research in finance.
• Asset prices and output growth volatility: the effects of financial crises
• A cointegration analysis of price transmission between ADRs and dually listed South Korean stocks
• AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS
• Title not available (Why is that?)

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