Do stock markets move in tandem after significant events? an investigation of the 9/11 event.

Do stock markets move in tandem after significant events? an investigation of the 9/11 event.

Linkages and efficiencies between markets with which innovations are transmitted are analysed. Adopting the generalized approach to forecast error variance decomposition and impulse response, markets are found to be informationally efficient and move in tandem in times of crises. Transient “herding...

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Main Authors: Leong, Chin Chin., Low, Yuih Chen., Ng, Anna.
Other Authors: Young, Martin Robert
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Stock exchanges
Online Access:http://hdl.handle.net/10356/8761
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-8761
record_format dspace
spelling sg-ntu-dr.10356-87612023-05-19T06:09:02Z Do stock markets move in tandem after significant events? an investigation of the 9/11 event. Leong, Chin Chin. Low, Yuih Chen. Ng, Anna. Young, Martin Robert Nanyang Business School DRNTU::Business::Finance::Stock exchanges Linkages and efficiencies between markets with which innovations are transmitted are analysed. Adopting the generalized approach to forecast error variance decomposition and impulse response, markets are found to be informationally efficient and move in tandem in times of crises. Transient “herding effect” in the Asian and Middle Eastern countries exists. 2008-09-24T07:24:43Z 2008-09-24T07:24:43Z 2003 2003 Final Year Project (FYP) http://hdl.handle.net/10356/8761 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Stock exchanges
spellingShingle DRNTU::Business::Finance::Stock exchanges
Leong, Chin Chin.
Low, Yuih Chen.
Ng, Anna.
Do stock markets move in tandem after significant events? an investigation of the 9/11 event.
description Linkages and efficiencies between markets with which innovations are transmitted are analysed. Adopting the generalized approach to forecast error variance decomposition and impulse response, markets are found to be informationally efficient and move in tandem in times of crises. Transient “herding effect” in the Asian and Middle Eastern countries exists.
author2 Young, Martin Robert
author_facet Young, Martin Robert
Leong, Chin Chin.
Low, Yuih Chen.
Ng, Anna.
format Final Year Project
author Leong, Chin Chin.
Low, Yuih Chen.
Ng, Anna.
author_sort Leong, Chin Chin.
title Do stock markets move in tandem after significant events? an investigation of the 9/11 event.
title_short Do stock markets move in tandem after significant events? an investigation of the 9/11 event.
title_full Do stock markets move in tandem after significant events? an investigation of the 9/11 event.
title_fullStr Do stock markets move in tandem after significant events? an investigation of the 9/11 event.
title_full_unstemmed Do stock markets move in tandem after significant events? an investigation of the 9/11 event.
title_sort do stock markets move in tandem after significant events? an investigation of the 9/11 event.
publishDate 2008
url http://hdl.handle.net/10356/8761
_version_ 1770563562525163520

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