The effect of US and European stock exchanges on Greece's stock market: a VAR approach

Veraros, Nikolaos; Kasımatı, Evangelia

doi:10.1080/17446540600706874

Cited by 2 publications

(2 citation statements)

References 7 publications

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“…In terms of the value weighted market returns, SETS (U.K.), Copenhagen SE, Santiago SE, Vienna SE and IRS (U.K.) have the highest negative first lag coefficients; none of the markets have a positive coefficient. Veraros and Kasimati (2007) report US and European equity markets effecting ASE returns. They find that US market has a lower effect than the UK market on the ASE.…”

Section: Market Levelmentioning

confidence: 98%

See 1 more Smart Citation

Greek market efficiency and its international integration

Dicle

Levendis

2011

Journal of International Financial Markets, Institutions and Mo

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Section: Market Levelmentioning

confidence: 98%

“…Finally, in terms of the impact of other markets on the ASE, Veraros and Kasimati (2007) evaluate the weekly returns for the ASE, the FTSE and the S&P for the period between 1999 and 2005. Their results reveal a relationship between the Greek market with the European market as well with the US markets.…”

Section: Literature Reviewmentioning

confidence: 99%

Greek market efficiency and its international integration

Dicle

Levendis

2011

Journal of International Financial Markets, Institutions and Mo

View full text Add to dashboard Cite

Literature review of stock market integration: a global perspective

Sharma

Seth

2012

Qualitative Research in Financial Markets

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Purpose -The purpose of this paper is to organize and take stock of the present situation of research on stock market integration by reviewing the available literature, to provide quick and easy access for future researchers. Another objective of the present study is to classify the literature and to provide the comprehensive bibliography on stock market integration and to analyse the findings and results of the studies taken into consideration for review. Design/methodology/approach -A range of sources were searched to review the past literature on stock market integration and out of thousands of papers, 100 research papers form the sample for the present study. These 100 research papers are classified on the basis of various variables to know the status of research on the same topic. Findings -This paper classifies the past literature on stock markets integration and finds that the research work on the same area has been increased during the recent time period, especially from 2005 to 2010 and coverage of stock market integration across emerging economies has increased in recent years. The study revealed many other findings also. Originality/value -The present paper provides the collection, classification and comprehensive bibliography on stock market integration, which may be helpful for academicians, practitioners and future researchers when studying the existing research work, as well as for considering future researches on the same subject area.

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The effect of US and European stock exchanges on Greece's stock market: a VAR approach

Cited by 2 publications

References 7 publications

Greek market efficiency and its international integration

Greek market efficiency and its international integration

Literature review of stock market integration: a global perspective

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