Abstract

The objective of this research is to find how world stock markets correlate with each other and what causes that correlation. Multiple dependent variables that may have a high impact on correlations are tested, with a particular focus on cross-equity holdings. All the variables but one tested significant at the accepted 90% confidence level. The model showed a negative relationship between equity holdings and stock market correlation. The results may inspire further research with more in depth analysis of international equity holdings and investor behavior in world stock markets.

Notes

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Thesis Completion

2012

Semester

Summer

Advisor

Aysun, Uluc

Degree

Bachelor of Arts (B.A.)

College

College of Business Administration

Degree Program

Economics

Subjects

Business Administration -- Dissertations, Academic;Dissertations, Academic -- Business Administration

Format

PDF

Identifier

CFH0004248

Language

English

Access Status

Open Access

Length of Campus-only Access

None

Document Type

Honors in the Major Thesis

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Included in

Economics Commons

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