The Causes of Volatility in a Small, Internationally Integrated Stock Market: Ireland, July 1975-June 1994
Download full text from publisherTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
References listed on IDEAS
- Schwert, G William, 1989.
" Why Does Stock Market Volatility Change over Time?,"
Journal of Finance,
American Finance Association, vol. 44(5), pages 1115-1153, December.
- G. William Schwert, 1988. "Why Does Stock Market Volatility Change Over Time?," NBER Working Papers 2798, National Bureau of Economic Research, Inc.
- Karpoff, Jonathan M., 1987. "The Relation between Price Changes and Trading Volume: A Survey," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(01), pages 109-126, March.
- French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987. "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, vol. 19(1), pages 3-29, September.
- John A. MacDonald & Hany A. Shawky, 1995. "On Estimating Stock Market Volatility: An Exploratory Approach," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(4), pages 449-463, December.
- Allen B. Atkins & Edward A. Dyl, 1997. "Market Structure And Reported Trading Volume: Nasdaq Versus The Nyse," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(3), pages 291-304, September.
- Merton, Robert C., 1980.
"On estimating the expected return on the market : An exploratory investigation,"
Journal of Financial Economics,
Elsevier, vol. 8(4), pages 323-361, December.
- Robert C. Merton, 1980. "On Estimating the Expected Return on the Market: An Exploratory Investigation," NBER Working Papers 0444, National Bureau of Economic Research, Inc.
- MacDonald, John A & Shawky, Hany A, 1995. "On Estimating Stock Market Volatility: An Exploratory Approach," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(4), pages 449-463, Winter.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Amir Kia, 2001. "Forward-looking Agents and Macroeconomic Determinants of the Equity Price in a Small Open Economy," Emory Economics 0103, Department of Economics, Emory University (Atlanta).
- Seshaiah, S.V. & Behera, C., 2009. "Stock Prices And Its Relation With Crude Oil Prices And Exchange Rates in India," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
- Vithessonthi, Chaiporn & Tongurai, Jittima, 2014. "The spillover effects of unremunerated reserve requirements: Evidence from Thailand," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 338-351.
- Vo, Xuan Vinh, 2009. "International financial integration in Asian bond markets," Research in International Business and Finance, Elsevier, vol. 23(1), pages 90-106, January.
- Amir Kia, 2001. "Rational Speculators and Equity Volatility as a Measure of Ex Ante Risk," Emory Economics 0102, Department of Economics, Emory University (Atlanta).
- Hooi-Hooi Lean & Marwan Halim, 2005. "Bivariate Causality between Exchange Rates and Stock Prices on Major Asian Countries," Monash Economics Working Papers 10/05, Monash University, Department of Economics.
- Berrill, Jenny, 2010. "Firm-level analysis of the international diversification of small integrated stock markets: Ireland 1999-2007," Research in International Business and Finance, Elsevier, vol. 24(2), pages 172-189, June.
- Cotter, John, 2004.
"International equity market integration in a small open economy: Ireland January 1990-December 2000,"
International Review of Financial Analysis,
Elsevier, vol. 13(5), pages 669-685.
- Cotter, John, 2004. "International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000," MPRA Paper 3538, University Library of Munich, Germany.
- Saifuzzaman Ibrahim, 2011. "The Progress of Financial Market Integration in East Asia," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 18(2), pages 458-470, December.
- Lucey, Brian M. & Voronkova, Svitlana, 2008. "Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1303-1324, December.
- repec:eee:phsmap:v:490:y:2018:i:c:p:1211-1227 is not listed on IDEAS
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jfnres:v:21:y:1998:i:1:p:85-104. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/sfaaaea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.