Do stock markets move in tandem after significant events? an investigation of the 9/11 event.

• المؤلفون الرئيسيون: Leong, Chin Chin., Low, Yuih Chen., Ng, Anna.
• مؤلفون آخرون: Young, Martin Robert
• التنسيق: Final Year Project
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Stock exchanges
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/8761
• المؤسسة: Nanyang Technological University

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...