Do stock markets move in tandem after significant events? an investigation of the 9/11 event.
Linkages and efficiencies between markets with which innovations are transmitted are analysed. Adopting the generalized approach to forecast error variance decomposition and impulse response, markets are found to be informationally efficient and move in tandem in times of crises. Transient “herding...
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sg-ntu-dr.10356-87612023-05-19T06:09:02Z Do stock markets move in tandem after significant events? an investigation of the 9/11 event. Leong, Chin Chin. Low, Yuih Chen. Ng, Anna. Young, Martin Robert Nanyang Business School DRNTU::Business::Finance::Stock exchanges Linkages and efficiencies between markets with which innovations are transmitted are analysed. Adopting the generalized approach to forecast error variance decomposition and impulse response, markets are found to be informationally efficient and move in tandem in times of crises. Transient “herding effect” in the Asian and Middle Eastern countries exists. 2008-09-24T07:24:43Z 2008-09-24T07:24:43Z 2003 2003 Final Year Project (FYP) http://hdl.handle.net/10356/8761 Nanyang Technological University application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NTU Library |
| collection |
DR-NTU |
| topic |
DRNTU::Business::Finance::Stock exchanges |
| spellingShingle |
DRNTU::Business::Finance::Stock exchanges Leong, Chin Chin. Low, Yuih Chen. Ng, Anna. Do stock markets move in tandem after significant events? an investigation of the 9/11 event. |
| description |
Linkages and efficiencies between markets with which innovations are transmitted are analysed. Adopting the generalized approach to forecast error variance decomposition and impulse response, markets are found to be informationally efficient and move in tandem in times of crises. Transient “herding effect” in the Asian and Middle Eastern countries exists. |
| author2 |
Young, Martin Robert |
| author_facet |
Young, Martin Robert Leong, Chin Chin. Low, Yuih Chen. Ng, Anna. |
| format |
Final Year Project |
| author |
Leong, Chin Chin. Low, Yuih Chen. Ng, Anna. |
| author_sort |
Leong, Chin Chin. |
| title |
Do stock markets move in tandem after significant events? an investigation of the 9/11 event. |
| title_short |
Do stock markets move in tandem after significant events? an investigation of the 9/11 event. |
| title_full |
Do stock markets move in tandem after significant events? an investigation of the 9/11 event. |
| title_fullStr |
Do stock markets move in tandem after significant events? an investigation of the 9/11 event. |
| title_full_unstemmed |
Do stock markets move in tandem after significant events? an investigation of the 9/11 event. |
| title_sort |
do stock markets move in tandem after significant events? an investigation of the 9/11 event. |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/8761 |
| _version_ |
1770563562525163520 |