Title: Cointegration of Indian stock markets with other leading stock markets
Abstract: Purpose – One of the anxieties of stock market investors is whether the markets operate efficiently, independently and with sound fundamentals. This concern is also held by academics and practitioners for quite some time. However, real market situation tends to exhibit a link as is evident from recent market movements across the world. The purpose of this paper is to examine whether the stock markets in the Indian subcontinent have any link with the major stock markets from China, Singapore, America, and Hong Kong.
Publication Year: 2009
Publication Date: 2009-06-05
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 56
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