Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/8761
Title: Do stock markets move in tandem after significant events? an investigation of the 9/11 event.
Authors: Leong, Chin Chin.
Low, Yuih Chen.
Ng, Anna.
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 2003
Abstract: 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.
URI: http://hdl.handle.net/10356/8761
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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