You are here

STOCK MARKET CORRELATIONS AND CROSS-EQUITY HOLDINGS

Download pdf | Full Screen View

Date Issued:
2012
Abstract/Description:
The objective of this research is to find how world stock markets correlate with each other and what causes that correlation. Multiple dependent variables that may have a high impact on correlations are tested, with a particular focus on cross-equity holdings. All the variables but one tested significant at the accepted 90% confidence level. The model showed a negative relationship between equity holdings and stock market correlation. The results may inspire further research with more in depth analysis of international equity holdings and investor behavior in world stock markets.
Title: STOCK MARKET CORRELATIONS AND CROSS-EQUITY HOLDINGS.
11 views
6 downloads
Name(s): ILIEV, RADOSLAV, Author
Aysun, Uluc, Committee Chair
University of Central Florida, Degree Grantor
Type of Resource: text
Date Issued: 2012
Publisher: University of Central Florida
Language(s): English
Abstract/Description: The objective of this research is to find how world stock markets correlate with each other and what causes that correlation. Multiple dependent variables that may have a high impact on correlations are tested, with a particular focus on cross-equity holdings. All the variables but one tested significant at the accepted 90% confidence level. The model showed a negative relationship between equity holdings and stock market correlation. The results may inspire further research with more in depth analysis of international equity holdings and investor behavior in world stock markets.
Identifier: CFH0004248 (IID), ucf:44919 (fedora)
Note(s): 2012-08-01
B.A.
Business Administration, Dept. of Economics
Bachelors
This record was generated from author submitted information.
Subject(s): stock market
correlation
equity
international
Persistent Link to This Record: http://purl.flvc.org/ucf/fd/CFH0004248
Restrictions on Access: public
Host Institution: UCF

In Collections