Global Finance Journal

Top 10 requested papers, Year 2001
[about]
# requests
Jan-Dec 2001
 
1  The determination and international transmission of stock market volatility, Colm Kearney 272 [abstract]
2  Equity market linkages in the Asia Pacific region, Arie Dekker, Kunal Sen, Martin R. Young 272 [abstract]
3  Cointegration and causality between macroeconomic variables and stock market returns, Kwon Chung S., Shin Tai S. 224 [abstract]
4  Pacific Basin stock markets and international capital asset pricing, Yin-Ching Jan, Peter Shyan-Rong Chou, Mao-Wei Hung 196 [abstract]
5  The interaction and volatility asymmetry of unexpected returns in the greater China stock markets, Yin-Hua Yeh, Tsun-Siou Lee 180 [abstract]
6  An empirical investigation of trading volume and return volatility of the Taiwan Stock Market, Bwo-Nung Huang, Chin-Wei Yang 166 [abstract]
7  Chaotic behavior in national stock market indices, Michael D. McKenzie 157 [abstract]
8  Common stochastic trends and volatility in Asian-Pacific equity markets, Pan Ming-Shiun, Liu Y.Angela, Roth Herbert J. 150 [abstract]
9  An examination of nonlinear dependence in exchange rates, using recent methods from chaos theory, Claire G. Gilmore 149 [abstract]
10  Nonlinear dynamics in foreign exchange rates, Mahajan Arvind, Wagner Andrew J. 143 [abstract]