STOCK MARKET CORRELATIONS AND CROSS-EQUITY HOLDINGS

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.	37 views 20 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

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