| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 963377 | Journal of International Financial Markets, Institutions and Money | 2013 | 36 Pages |
Abstract
⺠Stock markets of trading partners forecast future trade flows with those partners. ⺠Stock markets do not react immediately and fully to news about trading partners. ⺠Stock market returns of a country's major partners forecast its subsequent return. ⺠Trade momentum yields economically and statistically large average returns. ⺠Empirical tests suggest gradual information diffusion may explain trade momentum.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Savina Rizova,