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 …

This paper examines global and regional stock market integration in Asia at both the
aggregate and disaggregate (industry) levels by applying the Phillips-Sul (2007) tests for …

Purpose The purpose of this paper is to investigate the cointegration and volatility spillover
dynamics between the USA and South Asian stock markets, namely, India, Pakistan and Sri …

This paper examines stock market integration between the five ASEAN countries and both
the US and China in turn, over the period from November 2002 to August 2020. The …

Finansal serbestleşmeye bağlı olarak, finansal piyasalar birlikte hareket etmeye başlamıştır.
Finansal piyasaların entegre olmasından yola çıkılarak yapılan bu çalışmanın amacı, BIST …

This study investigates the relationship between closing–opening prices of stocks in the US,
UK, and European markets and the prices of stocks in the five Association of Southeast …

Opening-up of the financial markets of the world for foreign capital has led to the increased
financial integration among different countries. This paper reviews and summarizes the …

This paper analyses returns and volatility linkages between the South African (SA) equity
market and the world major equity markets using daily data for the period 1995-2007. Also …

National stock markets have emerged as the major channel for financial integration of
emerging market economies amid globalisation, deregulation and advances in information …

This paper provides tests of the co-movement of the North American stock markets. We find
over the post-US stock market crash period, 1987: 11 through 1997: 03, there is no …