European Stock Market Integration: Does EMU Matter?

By Jian Yang, Insik Min, Qi Li. 2003

111 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/dec50228ac309852cf0e4d2b995df38769f0658d

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. N. Mylonidis
2. C. Kollias
3. Theodore Syriopoulos

In Finance

1. N. Mylonidis
2. C. Kollias
3. Theodore Syriopoulos

Citations in the corpus

• Futures Trading Activity and Commodity Cash Price Volatility (2005, unknown): “The method has not been commonly applied in financial research, with the recent exceptions of Yang, Min and Li (2003) and Wang, Kutan and Yang (2004).”
• International portfolio diversification to Central European stock markets (2004, background): “…1995; Arshanapalli and Doukas, 1996; Chaudhuri, 1996; PalacMcMiken, 1997; Janakiramanan and Lamba, 1998; Roca et al., 1998; Phylaktis and Ravazzolo, 2001; Fan, 2001; Dekker et al., 2001; Chen et al., 2002; Manning, 2002; Sharma and Wongbangpo, 2002; Yang et al., 2003; Shamsuddin and Kim, 2003).”
• Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade (2010, background): “The first strand calculates the number of common stochastic trends over pre-specified sample periods using cointegration techniques (Corhay et al., 1993; Engsted and Lund, 1997; Yang et al., 2003).”