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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. |
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24 downloads |
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Name(s): |
ILIEV, RADOSLAV, Author Aysun, Uluc, Committee Chair University of Central Florida, Degree Grantor |
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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. |
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Subject(s): |
stock market correlation equity international |
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Persistent Link to This Record: | http://purl.flvc.org/ucf/fd/CFH0004248 | |
Restrictions on Access: | public | |
Host Institution: | UCF |