Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations
This thesis consists of four self-contained papers related to the change of market structure and the quality of equity market. In Paper [I] we found, by using of a Flexible Dynamic Component Correlations (FDCC) model, that the creation of a common cross-border stock trading platform has increased th...
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| Format: | Doctoral Thesis |
| Language: | English |
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Umeå universitet, Nationalekonomi
2016
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-119873 http://nbn-resolving.de/urn:isbn:978-91-7601-459-2 |