Reassessing the Determinants of International Stock Market Correlation
The purpose of this paper is to examine the determinants of international stock market correlation by applying the gravity model where the roles of distance and overlapping opening hours are of key interest in this study. Based on the work of Flavin, Hurley, & Rousseau (2002), we utilize a dynam...
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| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2015
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| Subjects: | |
| Online Access: | https://repository.li.mahidol.ac.th/handle/123456789/40223 |
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| Institution: | Mahidol University |
| Language: | English |