The Lead-Lag Effect in BRICS¡¯ Stock Market
Recent performance of Brazil's stock market contributed to attracting investments from various parts of the globe. This study aims to examine the lead-lag effect between the stock market of the BRICs, from March 2004 until March 2013, using the methodology proposed by Shih Chen and Hsiao (2008). Among the results the research emphasizes,we analyzed that the Brazilian market is leading others stock exchange in periods before and after the financial crisis, which the magnitude of the effect took about two days to be dissipated.
Volume (Year): 5 (2013)
Issue (Month): 4 (December)
|Contact details of provider:|| Postal: |
When requesting a correction, please mention this item's handle: RePEc:oul:tncr09:v:5:y:2013:i:4:p:54-66. 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: (Denny Liao)The email address of this maintainer does not seem to be valid anymore. Please ask Denny Liao to update the entry or send us the correct address or (Jen Ma)
If references are entirely missing, you can add them using this form.