Time-Varying International Equity Market Integration: Evidence from Market Price of Exchange-Traded Funds

SSRN Electronic Journal ◽

10.2139/ssrn.1896466 ◽

2011 ◽

Author(s):

Sangheon Shin

Keyword(s):

Market Integration ◽

Market Price ◽

Equity Market ◽

Exchange Traded Funds ◽

Time Varying ◽

International Equity

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A Test of International Equity Market Integration using Evidence from Cross-border Mergers

SSRN Electronic Journal ◽

10.2139/ssrn.700001 ◽

2005 ◽

Cited By ~ 1

Author(s):

Richard A. Brealey ◽

Ian A. Cooper ◽

Evi Kaplanis

Keyword(s):

Market Integration ◽

Equity Market ◽

Cross Border ◽

International Equity

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Equity market integration in Latin America: A time-varying integration score analysis

International Review of Financial Analysis ◽

10.1016/j.irfa.2004.02.019 ◽

2004 ◽

Vol 13 (5) ◽

pp. 649-668 ◽

Cited By ~ 26

Author(s):

Mahua Barari

Keyword(s):

Latin America ◽

Market Integration ◽

Equity Market ◽

Time Varying ◽

Score Analysis

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International Equity Market Integration in a Small Open Economy: Ireland January 1990 - December 2000

SSRN Electronic Journal ◽

10.2139/ssrn.999567 ◽

2004 ◽

Cited By ~ 1

Author(s):

John Cotter

Keyword(s):

Open Economy ◽

Market Integration ◽

Small Open Economy ◽

Equity Market ◽

International Equity

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International equity market integration: evidence from ETFs

International Journal of Electronic Finance ◽

10.1504/ijef.2015.070516 ◽

2015 ◽

Vol 8 (2/3/4) ◽

pp. 124

Author(s):

Sangheon Shin ◽

Dong Yop Oh

Keyword(s):

Market Integration ◽

Equity Market ◽

International Equity

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International Equity Market Integration

Journal of Emerging Market Finance ◽

10.1177/097265270900800103 ◽

2009 ◽

Vol 8 (1) ◽

pp. 45-66 ◽

Cited By ~ 4

Author(s):

Saumitra N. Bhaduri ◽

Ashwin Andrew Samuel

Keyword(s):

Market Integration ◽

Equity Market ◽

International Equity

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International Equity Market Integration

Managerial Finance ◽

10.1108/eb018467 ◽

1994 ◽

Vol 20 (4) ◽

pp. 3-7 ◽

Cited By ~ 5

Author(s):

William L. Huth

Keyword(s):

Market Integration ◽

Equity Market ◽

International Equity

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International equity market integration: Theory, evidence and implications

International Review of Financial Analysis ◽

10.1016/j.irfa.2004.02.013 ◽

2004 ◽

Vol 13 (5) ◽

pp. 571-583 ◽

Cited By ~ 108

Author(s):

Colm Kearney ◽

Brian M. Lucey

Keyword(s):

Market Integration ◽

Equity Market ◽

Integration Theory ◽

International Equity

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Testing for international equity market integration using regime switching cointegration techniques

Review of Financial Economics ◽

10.1016/j.rfe.2005.11.002 ◽

2006 ◽

Vol 15 (4) ◽

pp. 305-321 ◽

Cited By ~ 13

Author(s):

Andrew Davies

Keyword(s):

Regime Switching ◽

Market Integration ◽

Equity Market ◽

International Equity

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International equity market integration in a small open economy: Ireland January 1990–December 2000

International Review of Financial Analysis ◽

10.1016/j.irfa.2004.02.018 ◽

2004 ◽

Vol 13 (5) ◽

pp. 669-685 ◽

Cited By ~ 10

Author(s):

John Cotter

Keyword(s):

Open Economy ◽

Market Integration ◽

Small Open Economy ◽

Equity Market ◽

International Equity

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Are International Equity Market Returns Predictable?

SSRN Electronic Journal ◽

10.2139/ssrn.1495872 ◽

2009 ◽

Author(s):

Sungju Chun

Keyword(s):

Equity Market ◽

Market Returns ◽

International Equity

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