International equity market integration: Theory, evidence and implications

By Colm Kearney, Brian M. Lucey. 2004

282 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1348dd4445f6aab46ac102d49cfed65cde58ad02

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Salina Kassim
2. Francesco Guidi
3. M. Majid
4. Rakesh Gupta

In Finance

1. Salina Kassim
2. Francesco Guidi
3. Rakesh Gupta

Citations in the corpus

• Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (2020, unknown): “A notable paper by Kearney and Lucey (2004) provides a useful conceptualisation of integration.”
• Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets (2010, background): “Also the work of Jang and Wonsik (2002) explored whether comovements among a sample of Asian stock markets (Hong Kong Indonesia, Japan, Korea, Singapore, Taiwan and Thailand) changed as a consequence of the 1997 financial crisis.”
• Impact of the 2007 US financial crisis on the emerging equity markets (2009, background): “For instance, a strong trade relationship between the countries could result in the predictability of the economic performance of one country to another (Masih and Masih, 1999; Kearney and Lucey, 2004).”