The Significance of Distance Between Stock Exchanges Undergoing the Process of Convergence: an Analysis of Selected World Stock Exchanges During the Period of 2004–2012

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Wydział Nauk Ekonomicznych i Zarządzania / Faculty of Economic Sciences and Management
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dc.contributor.author	Szulc, Elżbieta
dc.contributor.author	Wleklińska, Dagna
dc.contributor.author	Górna, Karolina
dc.contributor.author	Górna, Joanna
dc.date.accessioned	2015-07-07T07:22:12Z
dc.date.available	2015-07-07T07:22:12Z
dc.date.issued	2015-04-16
dc.identifier.citation	Dynamic Econometric Models, Vol. 14, pp. 125-144
dc.identifier.issn	1234-3862
dc.identifier.other	doi:10.12775/DEM.2014.007
dc.identifier.uri	http://repozytorium.umk.pl/handle/item/2777
dc.description.abstract	The paper concerns the convergence of selected world stock exchanges from the point of view of their development in the context of geographical and economic distance between them. It presents the methodological approach which points up the necessity of taking into account spatial and economic connections among stock markets in convergence analyses. The research includes 46 largest trading floors analyzed in the period of 2004–2012. The empirical data refer to six diagnostic variables acknowledged as the important determinants of the development of stock markets.
dc.language.iso	eng
dc.rights	Attribution-NoDerivs 3.0 Poland
dc.rights	info:eu-repo/semantics/openAccess
dc.rights.uri	http://creativecommons.org/licenses/by-nd/3.0/pl/
dc.subject	stock exchanges, convergence
dc.subject	physical and economic distance
dc.subject	connectivity matrix
dc.subject	spatial panel models
dc.title	The Significance of Distance Between Stock Exchanges Undergoing the Process of Convergence: an Analysis of Selected World Stock Exchanges During the Period of 2004–2012
dc.type	info:eu-repo/semantics/article