Industry integration and stock price synchronicity

Industry integration and stock price synchronicity

This paper provides an alternative explanation of the negative relationship between price synchronicity and proprietary right protection that are uncorrelated to the information hypothesis. Using empirical data for 40 countries, we show that stock market volatility and firm size have significant imp...

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Bibliographic Details
Main Authors: CHENG, Hao, LIM, Kian Guan, SING, Tien Foo, WANG, Long
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2017
Subjects:
Price Synchronicity
Market Capitalization
Property Rights Protection
Industry Structures
Information Hypothesis
Market-wide risk
Finance
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/5334
https://ink.library.smu.edu.sg/context/lkcsb_research/article/6333/viewcontent/SSRN_id2425042.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/5334
https://ink.library.smu.edu.sg/context/lkcsb_research/article/6333/viewcontent/SSRN_id2425042.pdf

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