Does Integration Occur on a Certain Day? The Case of the Lithuanian Stock Market
This paper explores the intersection between market integration and Weekend Effect by investigating the possibility of integration to occur in a certain day over the period of 1 January 1990 until 31 December 2010. The integration was retrieved from the intercept time varying rolling regression of...
Saved in:
Main Authors: | Brahmana, Rayenda, Asmar, Muath |
---|---|
Format: | E-Article |
Language: | English |
Published: |
Research Gate
2011
|
Subjects: | |
Online Access: | http://ir.unimas.my/id/eprint/9654/1/Does%20Integration%20Occur%20on%20a%20Certain%20Day%28abstract%29.pdf http://ir.unimas.my/id/eprint/9654/ http://www.researchgate.net/publication/227641079 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
The Role of Energy Commodities in Middle East Stock Market
Integration
by: Brahmana, Rayenda, et al.
Published: (2012) -
The Seasonality of Market Integration : The Case of Indonesia's Stock Markets
by: Shieldvie, Halim, et al.
Published: (2011) -
The Role of Herd Behaviour on Determining the Day-of-the Week Anomaly: A Lesson from Malaysia Stock Market
by: Brahmana, Rayenda, et al.
Published: (2012) -
The Euphoria Effect of UEFA Champion League Final on Asian Stock Market
by: Brahmana, Rayenda Khresna
Published: (2011) -
Contagious Effects Of Oil Prices On Asian Stock Markets’ Behaviour
by: Jok-Tong, Wan, et al.
Published: (2016)