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Citations for "A measure of stock market integration for developed and emerging markets"

by Korajczyk, Robert A.

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  1. Capasso, Salvatore, 2006. "Stock Market Development and Economic Growth," Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) RP2006/102, World Institute for Development Economic Research (UNU-WIDER).
  2. Geert Bekaert & Campbell R. Harvey, 1997. "Foreign Speculators and Emerging Equity Markets," William Davidson Institute Working Papers Series 79, William Davidson Institute at the University of Michigan.
  3. William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst, 2005. "Long-Term Global Market Correlations," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 78(1), pages 1-38, January.
  4. Geert Bekaert & Campbell R. Harvey, 1998. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Working Papers 6669, National Bureau of Economic Research, Inc.
  5. Mahesh Kumar Tambi, 2005. "Integration Of Financial Markets," Finance, EconWPA 0504014, EconWPA.
  6. J. Isaac Miller & Ronald Ratti, 2008. "Crude Oil and Stock Markets: Stability, Instability, and Bubbles," Working Papers, Department of Economics, University of Missouri 0810, Department of Economics, University of Missouri, revised 20 Jan 2009.
  7. Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2002. "Emerging market liberalization and the impact on uncovered interest rate parity," Journal of International Money and Finance, Elsevier, Elsevier, vol. 21(6), pages 931-956, November.
  8. Fabian Lipinsky & Li Lian Ong, 2014. "Asia’s Stock Markets: Are There Crouching Tigers and Hidden Dragons?," IMF Working Papers 14/37, International Monetary Fund.
  9. Hwang, Soosung & Pedersen, Christian S., 2004. "Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects," Emerging Markets Review, Elsevier, Elsevier, vol. 5(1), pages 109-128, March.
  10. Aktham Maghyereh & Hiatham Al-Zuobi, 2005. "Free trade agreements and equity market integration: the case of the US and Jordan," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 15(14), pages 995-1005.
  11. Salvatore Capasso, 2004. "Stock market development and economic growth: a matter of informational problems," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group 10, Money Macro and Finance Research Group.
  12. Levine, Ross & Zervos, Sara, 1998. "Stock Markets, Banks, and Economic Growth," American Economic Review, American Economic Association, American Economic Association, vol. 88(3), pages 537-58, June.
  13. Chelley-Steeley, Patricia, 2004. "Equity market integration in the Asia-Pacific region: A smooth transition analysis," International Review of Financial Analysis, Elsevier, Elsevier, vol. 13(5), pages 621-632.
  14. Moore, Winston, 2010. "Managing the Process of Removing Capital Controls: What Does the Literature Suggest?," MPRA Paper 21584, University Library of Munich, Germany.
  15. Elena Fedorova & Mika Vaihekoski, 2009. "Global and Local Sources of Risk in Eastern European Emerging Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 59(1), pages 2-19, January.
  16. Iqbal, Javed, 2008. "Stock Market in Pakistan: An Overview," MPRA Paper 11868, University Library of Munich, Germany.
  17. Selcuk Caner & Zeynep Onder, 2005. "Sources of volatility in stock returns in emerging markets," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 37(8), pages 929-941.
  18. Ross Levine & Sara Zervos, . "Capital control liberalisation and stock market development," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University 96-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  19. Chelley-Steeley, Patricia L., 2005. "Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 24(5), pages 818-831, September.
  20. Hooy, Chee-Wooi & Lim, Kian-Ping, 2013. "Is market integration associated with informational efficiency of stock markets?," Journal of Policy Modeling, Elsevier, Elsevier, vol. 35(1), pages 29-44.
  21. Walid Chkili, 2012. "Is currency risk priced for emerging stock markets?," Economics Bulletin, AccessEcon, vol. 32(3), pages 2267-2280.
  22. Laurence Fung & Chi-sang Tam & Ip-wing Yu, 2008. "Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence," Working Papers 0812, Hong Kong Monetary Authority.
  23. Chee Wooi Hooy, 2008. "Does trade regionalism increase stock market segmentation within a trading bloc?," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 22(1), pages 113-126.
  24. Salvatore Capasso, 2006. "Stock Market Development and Economic Growth: A Matter of Information Dynamics," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 166, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  25. Huyghebaert, Nancy & Wang, Lihong, 2010. "The co-movement of stock markets in East Asia: Did the 1997-1998 Asian financial crisis really strengthen stock market integration?," China Economic Review, Elsevier, Elsevier, vol. 21(1), pages 98-112, March.
  26. Kearney, Colm & Lucey, Brian M., 2004. "International equity market integration: Theory, evidence and implications," International Review of Financial Analysis, Elsevier, Elsevier, vol. 13(5), pages 571-583.
  27. M Mafizur Rahman & M Salahuddin, 2010. "The determinants of economic growth in Pakistan: Does stock market development play a major role?," Economic Issues Journal Articles, Economic Issues, Economic Issues, vol. 15(2), pages 69-86, September.
  28. Chiao, Chaoshin & Hung, Ken & Srivastava, Suresh C., 2003. "Taiwan stock market and four-moment asset pricing model," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 13(4), pages 355-381, October.
  29. 1Shieldvie Halim Author_Email: & Aldrin Herwany, & Rayenda Brahmana, 2011. "The Seasonality Of Market Integration: Case Of Indonesian Stock Markets," 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding, Conference Master Resources 2011-439, Conference Master Resources.
  30. Tamara Teplova & Evgeniya Shutova, 2011. "A Higher Moment Downside Framework for Conditional and Unconditional CAPM in the Russian Stock Market," Eurasian Economic Review, Eurasia Business and Economics Society, Eurasia Business and Economics Society, vol. 1(2), pages 157-178, Fall.
  31. Lahrech, Abdelmounaim & Sylwester, Kevin, 2011. "U.S. and Latin American stock market linkages," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(7), pages 1341-1357.
  32. Joseph J. French & Wei-Xuan Li, 2012. "A note on US institutional equity flows to Brazil," Review of Accounting and Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 11(3), pages 298-315.