Publication: Reassessing the determinants of international stock market correlation
| dc.contributor.author | Pandej Chintrakarn | en_US |
| dc.contributor.author | Paweena Prasatkitjaroen | en_US |
| dc.contributor.other | Mahidol University | en_US |
| dc.date.accessioned | 2018-09-24T08:58:40Z | |
| dc.date.available | 2018-09-24T08:58:40Z | |
| dc.date.issued | 2010-12-01 | en_US |
| dc.description.abstract | The purpose of this paper is to examine the determinants of international stock market correlation by applying the gravity model where the roles of distance and overlapping opening hours are of key interest in this study. Based on the work of Flavin, Hurley, & Rousseau (2002), we utilize a dynamic gravity model, the findings herein confirm the importance of overlapping hour variable as the main determinant of international stock markets correlation. © EuroJournals Publishing, Inc. 2010. | en_US |
| dc.identifier.citation | International Research Journal of Finance and Economics. Vol.60, (2010), 7-14 | en_US |
| dc.identifier.issn | 14502887 | en_US |
| dc.identifier.other | 2-s2.0-78651420365 | en_US |
| dc.identifier.uri | https://repository.li.mahidol.ac.th/handle/20.500.14594/29047 | |
| dc.rights | Mahidol University | en_US |
| dc.rights.holder | SCOPUS | en_US |
| dc.source.uri | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=78651420365&origin=inward | en_US |
| dc.subject | Economics, Econometrics and Finance | en_US |
| dc.title | Reassessing the determinants of international stock market correlation | en_US |
| dc.type | Article | en_US |
| dspace.entity.type | Publication | |
| mu.datasource.scopus | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=78651420365&origin=inward | en_US |