A note on capital market segmentation: new tests and evidence
Pacific-Basin Finance Journal
Saved in:
Main Authors: | Lam, S.-S., Pak, H.-S. |
---|---|
Other Authors: | FINANCE & ACCOUNTING |
Format: | Article |
Published: |
2013
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/45190 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
The integration of capital markets: Cointegration analysis of the stock market indices among China, Hong Kong, Singapore, Taiwan, Japan, UK and US economies
by: YUAN YING
Published: (2010) -
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
by: Qiao, Z., et al.
Published: (2011) -
The Cointegration test for macroeconomic variables and the stock market index: evidence from the stock exchange of Thailand
by: Jun Jiang
Published: (2015) -
Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration
by: Wong, W.-K., et al.
Published: (2011) -
The relationship between stock markets of major developed countries and Asian emerging markets
by: Wong, W.-K., et al.
Published: (2011)