Intertemporal Stability of Stock Returns and Relationship with Stock Index Futures
Author | : Gordon Y. N. Tang |
Publisher | : |
Total Pages | : 29 |
Release | : 1995 |
Genre | : Stock index futures |
ISBN | : |
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Author | : Gordon Y. N. Tang |
Publisher | : |
Total Pages | : 29 |
Release | : 1995 |
Genre | : Stock index futures |
ISBN | : |
Author | : Gordon Y. N. Tang |
Publisher | : |
Total Pages | : |
Release | : 2000 |
Genre | : |
ISBN | : |
Using a direct test on the equality of correlation matrices of 12 international stock markets, this paper examines the intertemporal stability in stock market co-movements. Contrary to previous findings, our empirical results show that for both domestic currency and US$-based returns, the shorter the time period considered, the more stable the patterns of stock market co-movement, especially in the period before the 1987 stock crash when domestic currency returns are used.
Author | : Gordon Y. N. Tang |
Publisher | : |
Total Pages | : 17 |
Release | : 1997 |
Genre | : Rate of return |
ISBN | : |
Author | : Michael Nabil Razzouk |
Publisher | : |
Total Pages | : 212 |
Release | : 2009 |
Genre | : Investments |
ISBN | : |
This research study examines the relationships between various equity markets throughout the world. In this study, returns from the Chicago Stock Exchange, the London Stock Exchange and the Singapore Stock Exchange are compared and analyzed to see if correlations between the markets exist.
Author | : J. Jay Choi |
Publisher | : Praeger |
Total Pages | : 368 |
Release | : 1998-11-19 |
Genre | : Business & Economics |
ISBN | : |
This is a collection of articles on financial and investment issues in emerging capital markets. It offers coverage of major emerging countries as well as topics related to emerging market finance
Author | : Frank Joseph Shulman |
Publisher | : Hong Kong University Press |
Total Pages | : 878 |
Release | : 2001-01-01 |
Genre | : Language Arts & Disciplines |
ISBN | : 9789622093973 |
A descriptively annotated, multidisciplinary, cross-referenced and extensively indexed guide to 2,395 dissertations that are concerned either in whole or in part with Hong Kong and with Hong Kong Chinese students and emigres throughout the world.
Author | : Charles M.S. Sutcliffe |
Publisher | : Routledge |
Total Pages | : 534 |
Release | : 2018-01-18 |
Genre | : Business & Economics |
ISBN | : 1351148559 |
The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.
Author | : Hui Boon Tan |
Publisher | : |
Total Pages | : 184 |
Release | : 2005 |
Genre | : Bursa Malaysia |
ISBN | : |
Part 1; Volatility and risk -- Part 2; Micro-structure -- Part 3; Macro-Effect -- Part 4; The Effect of bank mergers.
Author | : |
Publisher | : |
Total Pages | : 574 |
Release | : 1997 |
Genre | : Dissertations, Academic |
ISBN | : |
Abstracts of dissertations available on microfilm or as xerographic reproductions.