Table of contents
Market‐wide and sectoral integration: Evidence from the UK, USA and Europe
Antonios Antoniou, Gioia M. Pescetto, Ibrahim StevensThe paper seeks to investigate conditional correlations and conditional volatility spillovers across international stock markets and industrial sectors from the perspective of the…
Competition and contestability in Central and Eastern European banking markets
H. Semih Yildirim, George C. PhilippatosThis study sets out to examine the evolution of competitive conditions in the banking industries of 14 Central and Eastern European (CEE) transition economies for the period…
Market frictions and stock return dynamics: Evidence from the Athens Stock Exchange
Gregory Koutmos, George C. PhilippatosThis paper seeks to test the hypothesis that stock returns in the Athens Stock Exchange (ASE) adjust asymmetrically to past information due to differential adjustment costs.
Volatility driven changes in stock return correlation dynamics
Johan Knif, Seppo PynnönenThe purpose of the paper is to study the relationship between stock return correlation and volatility.
Volatility and autocorrelation in European futures markets
Epaminontas KatsikasThis paper seeks to investigate the relationship between volatility and autocorrelation in major European stock index futures markets.
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson