Amvik eBook Solutions

Using newly-constructed data covering the last decade, we document that, in most of forty markets, when added to the main index, firms’ returns experience an

We explore the link between international stock market comovement and the degree to which firms operate globally. Using stock returns and balance sheet data for

This timely volume addresses three important recent trends in the internationalization of United States equity markets: extensive market integration through for

Originally published in 1996, The International Guide to Securities Market Indices provides a comprehensive overview of the securities market indices and offers

In April 2000, in one day, 30 stocks were replaced in the Nikkei 225 index in Japan. We analyze the change in comovement of returns of stocks added to and delet