Comovements Of Major International Equity Markets

Joy, O. Maurice; Panton, Don B.; Reilly, Frank K.; Martin, Stanley A.

doi:10.1111/j.1540-6288.1976.tb00933.x

Cited by 41 publications

(8 citation statements)

References 10 publications

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“… FR's first decade (1969–1978). Lawrence J. Gitman's “Estimating Corporate Liquidity Requirements: A Simplified Approach” () is the most highly cited work with 41 citations averaging .91 cites per year followed by O. Maurice Joy, Don B. Panton, Frank K. Reilly, and Stanley A. Martin's “Comovements of Major International Equity Markets” () cited 29 times at .67 cites per year. FR's second decade (1979–1988). Louis H. Ederington's “Classification Models and Bond Ratings” () tops the list with 108 citations at 3.18 cites per year followed by Imre Karafiath's “Using Dummy Variables in the Event Methodology” () cited 88 times averaging 2.84 cites per year. FR's third decade (1989–1998).…”

Section: Resultsmentioning

confidence: 99%

Fifty years of The Financial Review: A bibliometric overview

Baker

Kumar

Pattnaik

2020

The Financial Review

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The Financial Review (FR) is a highly regarded journal publishing original empirical, theoretical, and methodological research in all areas of financial economics. It celebrated its golden jubilee year in 2018. Using bibliometric techniques, we analyze the journal's impact, prominent topics, most prolific authors, and their affiliated institutions and countries. Our analysis also identifies the most often cited articles at different points in the journal's history. Using textual data analytics, we identify the most frequent themes discussed between 1969 and 2018 by decade.

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Section: Resultsmentioning

confidence: 99%

Fifty years of The Financial Review: A bibliometric overview

Baker

Kumar

Pattnaik

2020

The Financial Review

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“…Schollhammer and Sand, 1985;Eun and Shim, 1989;Chan, Gup and Pan, 1992;and Arshanapalli and Doukas, 1993) or using 1960s to 1970s data 1 (e.g. Grubel and Fadner, 1971;Agmon, 1972;Joy et al, 1976;Panton, Lessig and Joy, 1976;Finnerty and Schneeweis, 1979;and Maldonado and Saunders, 1981). The maximum number of years covered in these studies was 21 (1957^78) by Maldonado and Saunders. Most studies examined a limited number of countries.…”

Section: Introductionmentioning

confidence: 99%

International Stock Market Efficiency and Integration: A Study of Eighteen Nations

Chan

Gup

Pan

1997

Business Fin & Account

177

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This study examines the relationships among stock prices in eighteen national stock markets by using unit root and cointegration tests for the period 1961--92. All the markets were analyzed individually and collectively in regions to test for market efficiency. The results from unit root tests suggest that the world equity markets are weak-form efficient. The cointegration test results show that there are only a small number of significant cointegrating vectors over the last three decades. However, the number of significant cointegrating vectors increases after the October 1987 stock market crash, a result that is consistent with the contagion effect. Copyright Blackwell Publishers Ltd 1997.

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“…The co-movements of the world's national equity market indexes have long been a popular research topic in the finance literature (see, e.g., Hilliard, 1979;Joy, Panton, Reilly, & Martin, 1976;Makridakis & Wheelwright, 1974;Maldonado & Saunders, 1981;Philippatos, Christofi, & Christofi, 1983). Low correlation between national stock markets is often presented as evidence in support of the benefit of global portfolio diversification (see, e.g., Lessard, 1976;Levy & Sarnat, 1970;Meric & Meric, 1989;Solnik, 1974;Watson, 1978).…”

Section: Introductionmentioning

confidence: 97%