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Author:Climent, F. J.
Meneu, V.
Pardo, A.
Title:Information flows among the major stock market areas
Journal:Journal of asset management
2001 : DEC, VOL. 2:3, p. 284-292
Index terms:Stock markets
Information network
Data management
Freeterms:Information flows
Stock index
Language:eng
Abstract:The results of this study show that during 1988-1993, the linkage among the major stock markets were determined by the sensitivity of the market receiving the information; while in the period1993-1998, the linkages are determined by the ability of markets to influence others.
SCIMA record nr: 228870
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