2010
DOI: 10.2753/ree1540-496x460107
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Information Effects During the U. S. Subprime Crisis

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Cited by 10 publications
(1 citation statement)
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“…Additionally, using the factor analysis, they find a significant reduction in the number of common factors affecting the market returns. Reference [11] and [12] concluded that the co-movements among international stock markets are more harmonized after the crisis. From a review of recent studies on market linkages, we observe that most research, [13,14,15],find stronger co-movements among the global markets after a financial turbulence with the majority of the studies focus on the 1987stock market crash.…”
Section: Literature Reviewmentioning
confidence: 99%
“…Additionally, using the factor analysis, they find a significant reduction in the number of common factors affecting the market returns. Reference [11] and [12] concluded that the co-movements among international stock markets are more harmonized after the crisis. From a review of recent studies on market linkages, we observe that most research, [13,14,15],find stronger co-movements among the global markets after a financial turbulence with the majority of the studies focus on the 1987stock market crash.…”
Section: Literature Reviewmentioning
confidence: 99%