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Applied Economics Letters Volume 18, 2011 - Issue 14
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Original Articles

A gravity analysis of international stock market linkages

Terence Tai-Leung Chong Department of Economics, The Chinese University of Hong Kong, Shatin, Hong KongCorrespondence[email protected]
,
Wing-Keung Wong Department of Economics, Hong Kong Baptist University, Kowloon Tong, Hong Kong
&
Juan Zhang Department of Economics, National University of Singapore, Pulau Bukom, Singapore
Pages 1315-1319 | Published online: 09 Mar 2011

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Faruk Balli, Mabruk Billah, Hatice Ozer Balli & Anne De Bruin. (2021) Spillovers to sectoral equity returns: do liquidity and financial positions matter?. Applied Economics 53:27, pages 3097-3130.
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Articles from other publishers (4)

Nian-zhi Guo & Anthony H. Tu. (2021) Stock market synchronization and institutional distance. Finance Research Letters 42, pages 101934.
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Oiping Chong, A.N. Bany- Ariffin, Bolaji Tunde Matemilola & C.B. McGowanJr.Jr.. (2020) Can China’s cross-sectional dispersion of stock returns influence the herding behaviour of traders in other local markets and China’s trading partners?. Journal of International Financial Markets, Institutions and Money 65, pages 101168.
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Seema Narayan. (2019) The Influence of Domestic and Foreign Shocks on Portfolio Diversification Gains and the Associated Risks. Journal of Risk and Financial Management 12:4, pages 160.
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Hongbo He, Shou Chen, Shujie Yao & Jinghua Ou. (2014) Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period. Journal of International Financial Markets, Institutions and Money 33, pages 434-444.
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