IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

The Lead-Lag Effect in BRICS¡¯ Stock Market

Listed author(s):
  • Julyerme Matheus Tonin


    (Department of Economics, Universidade Estadual de Maring¨¢)

  • Jo?o Ricardo Tonin


    (Universidade Estadual de Maring¨¢)

  • Marina da Silva Cunha


    (Universidade Estadual de Maring¨¢)

  • Jos¨¦ Carlos Bornia


    (Universidade Estadual de Maring¨¢)

Registered author(s):

    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.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    Download Restriction: no

    Article provided by Ottawa United Learning Academy in its journal Transnational Corporations Review.

    Volume (Year): 5 (2013)
    Issue (Month): 4 (December)
    Pages: 54-66

    in new window

    Handle: RePEc:oul:tncr09:v:5:y:2013:i:4:p:54-66
    Contact details of provider: Postal:
    1568 Merivale Rd. Suite # 618, Ottawa, Ontario, Canada K2G 5Y7

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    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)

    or (Jen Ma)

    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.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with 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 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.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.