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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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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


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