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THE INCREASING INTEGRATION OF THE GLOBAL ECONOMY AND THE VARIABILITY OF STOCK MARKET PRICES

THE INCREASING INTEGRATION OF THE GLOBAL ECONOMY AND THE VARIABILITY OF STOCK MARKET PRICES The purpose of this article is to gain a deeper understanding of stock market efficiency, significant linkages among stock market volatility of industrialized countries, the movement of the Chinese stock market, and predictability of risk during normal and highly volatile periods of the stock market. The literature on stock price behavior, the dynamic interdependence of domestic stock and bond markets, and intra and inter-regional causal linkages of emerging stock markets is relevant to this discussion. JEL: R53, D81, G32 Keywords: stock market, efficiency, volatility, price behavior http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Economics, Management, and Financial Markets Addleton Academic Publishers

THE INCREASING INTEGRATION OF THE GLOBAL ECONOMY AND THE VARIABILITY OF STOCK MARKET PRICES

VALENTINA ROBU
Economics, Management, and Financial Markets , Volume 5 (4): 232-237 – Jan 1, 2011
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Publisher
Addleton Academic Publishers
Copyright
© 2009 Addleton Academic Publishers
ISSN
1842-3191
eISSN
1938-212X
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Abstract

The purpose of this article is to gain a deeper understanding of stock market efficiency, significant linkages among stock market volatility of industrialized countries, the movement of the Chinese stock market, and predictability of risk during normal and highly volatile periods of the stock market. The literature on stock price behavior, the dynamic interdependence of domestic stock and bond markets, and intra and inter-regional causal linkages of emerging stock markets is relevant to this discussion. JEL: R53, D81, G32 Keywords: stock market, efficiency, volatility, price behavior

Journal

Economics, Management, and Financial Markets – Addleton Academic Publishers

Published: Jan 1, 2011

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