Object's details: The Significance of Distance Between Stock Exchanges Undergoing the Process of Convergence: an Analysis of Selected World Stock Exchanges During the Period of 2004–2012

Provider:Akademicka Platforma Czasopism

Description

Title:
The Significance of Distance Between Stock Exchanges Undergoing the Process of Convergence: an Analysis of Selected World Stock Exchanges During the Period of 2004–2012
Creator:
Szulc, Elżbieta;
Wleklińska, Dagna;
Górna, Karolina;
Górna, Joanna
Description:
The paper concerns the convergence of selected world stock exchanges from the point of view of their development in the context of geographical and economic distance between them. It presents the methodological approach which points up the necessity of taking into account spatial and economic connections among stock markets in convergence analyses. The research includes 46 largest trading floors analyzed in the period of 2004–2012. The empirical data refer to six diagnostic variables acknowledged as the important determinants of the development of stock markets.
Object availability:
free access
Rights:
Prawa autorskie (c) 2015 Dynamic Econometric Models
Date:
2015.04.15
Type:
info:eu-repo/semantics/article;
info:eu-repo/semantics/publishedVersion
Language:
English
Source:
Dynamic Econometric Models; Vol. 14 (2014); 125-144;
Dynamic Econometric Models; Tom 14 (2014); 125-144;
2450-7067;
1234-3862
Format:
application/pdf
Publisher:
Nicolaus Copernicus University
Relation: https://apcz.umk.pl/DEM/article/view/DEM.2014.007/5255
Subject:
stock exchanges;
convergence;
physical and economic distance;
connectivity matrix;
spatial panel models
Identifier: https://apcz.umk.pl/DEM/article/view/DEM.2014.007
Data provider:
Akademicka Platforma Czasopism

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Object's details: The Significance of Distance Between Stock Exchanges Undergoing the Process of Convergence: an Analysis of Selected World Stock Exchanges During the Period of 2004–2012

Description

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