The Relation between Stock Market Movements and NYSE Seat Prices
β Scribed by Donald B. Keim; Ananth Madhavan
- Book ID
- 108503009
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 253 KB
- Volume
- 55
- Category
- Article
- ISSN
- 0022-1082
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract We provide evidence on the nature of coβmovement in monthly US and UK stock returns by investigating timeβvarying correlations in returns since 1980. There is a marked increase in correlations between these markets around 2000, which we attribute to globalization and model with a timeβv
rading in financial fumes currently accounts for roughly 35% of all futures T contracts, and it promises to become an even larger share of the market. Among those assets in which futures contracts are now traded are stock indices. Futures contracts on the Vdue4he Composite Average opened on Februar