Does Integration Occur on a Certain Day? The Case of the Lithuanian Stock Market

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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...

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Bibliographic Details
Main Authors:	Brahmana, Rayenda, Asmar, Muath
Format:	Article
Language:	English
Published:	Research Gate 2011
Subjects:	HC Economic History and Conditions
Online Access:	http://ir.unimas.my/id/eprint/9654/ http://ir.unimas.my/id/eprint/9654/1/Does%20Integration%20Occur%20on%20a%20Certain%20Day%28abstract%29.pdf

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