Title: Major Stock Market Linkages in the 2000-2001 Bear Market.
Authors: Meric, Ilhan; Coopersmith, Lewis W.; Wise, Donald; Meric, Gulser
Abstract: Presents a study that examined the linkages among the U.S., Japanese, British, German and French stock markets during the March 27, 2000-April 4, 2001 bear market. Issues concerning the comparability of the daily data examined that have to be resolved; Assessment of temporary bullish upswings and bearish downswings during the March 2, 1999-March 27, 2000 bull market period; Results of Granger causality and impulse simulation tests during the period.
Subjects: STOCK exchanges; STOCKS (Finance)
Publication: Journal of Investing, 2002, Vol 11, Issue 4, p55
ISSN: 1068-0896
Publication type: Academic Journal
DOI: 10.3905/joi.2002.319525

Major Stock Market Linkages in the 2000-2001 Bear Market.

Meric, Ilhan; Coopersmith, Lewis W.; Wise, Donald; Meric, Gulser