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Does Increased International Influence Cause Higher Stock Market Volatility?

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  • Hassler, John

Abstract

Increased international financial integration is likely to cause greater market interdependence. This may either reduce volatility or increase it by adding a new source of noise. Based on Swedish data, the findings in this paper are that foreign influence on the stock market shows a clear, positive trend, while purely domestic factors have not become more volatile. The trendwise increase in volatility on the Swedish stock market, can, thus be attributed to increased foreign influence. Copyright 1999 by The editors of the Scandinavian Journal of Economics.

Suggested Citation

  • Hassler, John, 1999. " Does Increased International Influence Cause Higher Stock Market Volatility?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 101(1), pages 1-9, March.
  • Handle: RePEc:bla:scandj:v:101:y:1999:i:1:p:1-9
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    Cited by:

    1. Ismail Genc & Abdullah Jubain & Abdullah Al-Mutairi, 2010. "Economic versus financial integration or decoupling between the US and the GCC," Applied Financial Economics, Taylor & Francis Journals, vol. 20(20), pages 1577-1583.
    2. Phillip McKnight & Anthony Lowrie & Chris Coles, 2002. "Investor Reactions, Social Implications and Layoff Announcements in the UK: A Comparison between Periods," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 6(1), pages 83-100, March.

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