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• W1982487824 startingPage "415" @default.
• W1982487824 abstract "This study evaluates stock market integration between the USA, UK, Germany, Japan and Finland from the point of view of the international investor. Several definitions of convergence were employed all of which yielded a slightly different inference on integration. First, evidence on long-run stock price convergence suggested that the UK and German stock markets accommodate to changes in US stock prices, whereas the Finnish and Japanese stock markets are considered to be segmented. Second, evidence of convergence of excess returns indicated that due to expectations on exchange rate changes expected stock returns may overestimate the benefits from portfolio diversification. Third, regarding the actual changes in the exchange rate the UK, German, Japanese and Finnish stock returns converged towards the returns in the US market in an extent which suggests the importance of a covariance over the variance as a measure of risk." @default.
• W1982487824 created "2016-06-24" @default.
• W1982487824 creator A5038982264 @default.
• W1982487824 date "2002-06-01" @default.
• W1982487824 modified "2023-10-17" @default.
• W1982487824 title "Stock market integration: evidence on price integration and return convergence" @default.
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• W1982487824 doi "https://doi.org/10.1080/09603100010001108" @default.
• W1982487824 hasPublicationYear "2002" @default.
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