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University of Illinois at Urbana-Champaign

International equity markets and market microstructure

Abstract

dc:description

If the international equity market is integrated, identical stocks listed on different international stock exchanges should have the same rates of return, the same characteristics of stock price behavior and similar distributions of daily rates of return.

Degree

thesis:*
Name thesis:degree_name
Ph.D.
Level thesis:degree_level
Dissertation
Discipline thesis:degree_discipline
Finance
Grantor
University of Illinois at Urbana-Champaign
Year dc:date
2011

Author and committee

dc:creator, dc:contributor.*
Author dc:creator
  • Kim, Kyung-Won
Contributors dc:contributor
  • Finnerty, Joseph E.

Subjects

dc:subject × 1

Rights

dc:rights
Statement dc:rights
  • Copyright 1994 Kim, Kyung-Won
Language dc:language
eng

Identifiers

dc:identifier.*
Identifier
AAI9416383
(UMI)AAI9416383
OAI identifier oai:identifier
oai:www.ideals.illinois.edu:2142/22438

Chain of custody

source
Harvested from
University of Illinois - Urbana-Champaign
Base URL
www.ideals.illinois.edu/oai-pmh
Last updated
2026-07-22
Source record
OAI-PMH GetRecord
citation

Kim, Kyung-Won. International equity markets and market microstructure. Dissertation thesis, University of Illinois at Urbana-Champaign, 2011. http://hdl.handle.net/2142/22438