Comparative study of the price behavior between developed and emerging markets : how correlated they are?
Chen, Hock Soon.
Date of Issue2003
College of Business (Nanyang Business School)
This paper empirically investigates the relationship between the price behaviour of emerging and developed equity markets: degree of interdependence, significant differences between volatility, under- & over-reaction, corrections and price movements.
Final Year Project (FYP)
Nanyang Technological University