Global market integration: An alternative measure and its application

Journal of Financial Economics

Volumn 94, Issue 2, 2009, Pages 214-232

  Pukthuanthong, Kuntara ^a   Roll, Richard ^b  

^a SAN DIEGO STATE UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Correlation; Factor analysis; International market; Market integration

Indexed keywords

EID: 70349136235     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2008.12.004     Document Type: Article

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