The information content of stock markets: why do emerging markets have synchronous stock price movements?

Morck, Randall K.; Yeung, Bernard; Yu, Wayne K

doi:10.1016/S0304-405X(00)00071-4

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The information content of stock markets: why do emerging markets have synchronous stock price movements?

Author(s): Randall Morck , Bernard Yeung , Wayne Yu

Publication date Created: January 2000

Publication date (Print): January 2000

Journal: Journal of Financial Economics

Publisher: Elsevier BV

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Title: Journal of Financial Economics

Abbreviated Title: Journal of Financial Economics

Publisher: Elsevier BV

ISSN (Print): 0304405X

Publication date Created: January 2000

Publication date (Print): January 2000

Volume: 58

Issue: 1-2

Pages: 215-260

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DOI: 10.1016/S0304-405X(00)00071-4

SO-VID: 7352c063-c713-4e67-8300-8a2816da6bb2

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http://www.elsevier.com/tdm/userlicense/1.0/

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The information content of stock markets: why do emerging markets have synchronous stock price movements?

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The Journal of Prediction Markets

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