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Reassessing the Determinants of International Stock Market Correlation

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dc.contributor.authorPandej Chintrakarnen_US
dc.contributor.authorPaweena Prasatkitjaroenen_US
dc.contributor.otherMahidol University International College. Business Administration Divisionen_US
dc.date.accessioned2015-08-03T10:07:14Z
dc.date.accessioned2018-12-25T04:10:22Z
dc.date.available2015-08-03T10:07:14Z
dc.date.available2018-12-25T04:10:22Z
dc.date.created2015
dc.date.issued2010
dc.description.abstractThe 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.en_US
dc.identifier.citationInternational Research Journal of Finance and Economics. Vol.60, (2010), 7-14.en_US
dc.identifier.urihttps://repository.li.mahidol.ac.th/handle/20.500.14594/40223
dc.language.isoengen_US
dc.rightsMahidol Universityen_US
dc.rights.holderEBSCOhosten_US
dc.subjectEquity flowsen_US
dc.subjectCross-border portfolio investmenten_US
dc.subjectInformation asymmetriesen_US
dc.subjectGravity modelen_US
dc.subjectHome biasen_US
dc.titleReassessing the Determinants of International Stock Market Correlationen_US
dc.typeArticleen_US
dspace.entity.typePublication
mods.location.urlhttp://connection.ebscohost.com/c/articles/76386687/reassessing-determinants-international-stock-market-correlation

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