Does Integration Occur on a Certain Day? The Case of the Lithuanian Stock Market
This paper explores the intersection between market integration and Weekend Effect by investigating the possibility of integration to occur in a certain day over the period of 1 January 1990 until 31 December 2010. The integration was retrieved from the intercept time varying rolling regression of...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Research Gate
2011
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| Subjects: | |
| Online Access: | http://ir.unimas.my/9654/ http://ir.unimas.my/9654/ http://ir.unimas.my/9654/ http://ir.unimas.my/9654/1/Does%20Integration%20Occur%20on%20a%20Certain%20Day%28abstract%29.pdf |