Intraday linkages between the Spanish and the US stock markets: evidence of an overreaction effect

Author： Miralles-Marcelo Jose Luis Miralles-Quiros Jose Luis Miralles-Quiros Maria del Mar

ISSN： 1466-4283

Source： Applied Economics, Vol.42, Iss.2, 2010-01, pp. : 223-235

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Modelling the linkages between US and Latin American stock markets

By Fernández-Serrano José L. Sosvilla-Rivero Simón

Applied Economics, Vol. 35, Iss. 12, 2003-08 ,pp. : 1423-1434

Routledge Ltd

Access to resources Recommend Favorite

Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach

INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS, Vol. 21, Iss. 2, 2016-04 ,pp. : 143-153

John Wiley & Sons Inc

Access to resources Recommend Favorite

Linkages in international stock markets: evidence from a classification procedure

By Sosvilla-Rivero Simon Rodriguez Pedro

Applied Economics, Vol. 42, Iss. 16, 2010-06 ,pp. : 2081-2089

Routledge Ltd

Access to resources Recommend Favorite

Do the US trends drive the UK–French market linkages?: empirical evidence from a threshold intraday analysis

By Jawadi Fredj Louhichi Waël Ben Ameur Hachmi

Applied Economics Letters, Vol. 20, Iss. 5, 2013-03 ,pp. : 499-503

Routledge Ltd

Access to resources Recommend Favorite

Relationships between the US and European stock markets during the recent financial turmoil: evidence from the VARFIMA model

By Evrim-Mandaci Pinar Çağli Efe Çağlar

Applied Economics Letters, Vol. 19, Iss. 17, 2012-11 ,pp. : 1697-1701

Routledge Ltd

Access to resources Recommend Favorite