Interdependence between Eastern and Western European stock markets: Evidence from intraday data

170 citations recorded by the source corpus.

How researchers see this paper

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

Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model (2013, background): “Although most studies employ weekly or daily data, there are several contributions based on intraday data (Egert and Kocenda, 2007, Hanousek and Kocenda, 2011, and Kocenda and Egert, 2011).”
The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data (2009, background): “…documented for volatility in various markets (McMillan and Speight, 2002; Fan and Lai, 2006), including the three emerging markets under research (Égert and Kočenda, 2007).14 Based on the Akaike information criterion and the Schwarz-Bayesian information criterion and the significance of the…”
Gold, Oil, and Stocks: Dynamic Correlations (2016, unknown): “Further, Egert and Kočenda (2007) show that cointegration is often missing among less developed emergingmarkets in Europe.”
International stock market integration: Central and South Eastern Europe compared (2013, background): “While we know relatively much about stock market behavior in Central Europe (Égert and Kočenda, 2007; Hanousek and Kočenda, 2011; Kočenda and Égert, 2011), a systematic examination of stock market comovements in South Eastern European countries is, to our knowledge, missing.”