Stock return distributions: Tests of scaling and universality from three distinct stock markets

2008 ◽  
Vol 77 (3) ◽  
Author(s):  
Vasiliki Plerou ◽  
H. Eugene Stanley
Keyword(s):  
Stock Markets ◽  
Stock Return ◽  
Scaling And Universality ◽  
Return Distributions

scholarly journals An Analysis of Stock Return Transmission in North and Latin America

2019 ◽  
Vol 10 (6) ◽  
pp. 14
Author(s):  
Chikashi Tsuji
Keyword(s):  
Latin America ◽  
Stock Returns ◽  
Latin American ◽  
Stock Markets ◽  
Stock Return ◽  
The Other ◽  
Var Model ◽  
Recent Period ◽  
The Us ◽  
Standard Vector

This study empirically examines the return transmission effects between the four North and Latin American stock markets in the US, Canada, Brazil, and Mexico. More specifically, applying a standard vector autoregression (VAR) model, we obtain the following interesting findings. First, (1) the return transmission effects between the four North and Latin American stock markets became much tighter in our second subsample period. Second, (2) in particular, US and Mexican stock markets are strong return transmitters in the recent period. Furthermore, (3) both in our first and second subsample periods, Brazilian stock returns do not transmit to the other three stock returns, although the other three North and Latin American stock markets affect the Brazilian stock market.

Behaviour of Stock Return Autocorrelation in the GCC Stock Markets

2015 ◽  
Vol 16 (5) ◽  
pp. 737-746 ◽  
Author(s):  
Shah Saeed Hassan Chowdhury ◽  
M. Arifur Rahman ◽  
M. Shibley Sadique
Keyword(s):  
Stock Markets ◽  
Stock Return
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