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Keywords: Correlation analysis
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Journal Articles
Volatility driven changes in stock return correlation dynamics
Available to Purchase
Journal:
Managerial Finance
Managerial Finance (2007) 33 (3): 220–235.
Published: 20 February 2007
... strategies in accordance with the expected future volatility. Johan Knif can be contacted at: johan.knif@hanken.fi © Emerald Group Publishing Limited 2007 Stock markets Correlation analysis Market forces where α=a − 1 and β=b − 1. If the correlation is independent...
Journal Articles
Market‐wide and sectoral integration: Evidence from the UK, USA and Europe
Available to Purchase
Journal:
Managerial Finance
Managerial Finance (2007) 33 (3): 173–194.
Published: 20 February 2007
... be focusing on sectoral rather than market‐wide analysis. Antonios Antoniou can be contacted at: antonios.antoniou@durham.ac.uk © Emerald Group Publishing Limited 2007 Stock markets Integration Correlation analysis where T is the number of observations, N the number...
Journal Articles
Oil and currency factors in Middle East equity returns
Available to Purchase
Journal:
Managerial Finance
Managerial Finance (2004) 30 (3): 3–16.
Published: 01 March 2004
... by oil and currency prices. Accounting research Share prices Economic fluctuations Egypt Israel Jordan Saudi Arabia Correlation analysis Stock markets Volume 30 Number 3 2004 3 Oil and Currency Factors in Middle East Equity Returns by Kofi A. Amoateng, and Javad Kargar, School of Business...
