{"id":"https://openalex.org/W4240786293","doi":"https://doi.org/10.20472/es.2020.9.1.001","title":"EXAMINING TIME-VARYING INTEGRITY AND INTERRELATIONSHIPS AMONG GLOBAL STOCK MARKETS","display_name":"EXAMINING TIME-VARYING INTEGRITY AND INTERRELATIONSHIPS AMONG GLOBAL STOCK MARKETS","publication_year":2020,"publication_date":"2020-06-20","ids":{"openalex":"https://openalex.org/W4240786293","doi":"https://doi.org/10.20472/es.2020.9.1.001"},"language":"en","primary_location":{"id":"doi:10.20472/es.2020.9.1.001","doi":"https://doi.org/10.20472/es.2020.9.1.001","is_oa":true,"landing_page_url":"https://doi.org/10.20472/es.2020.9.1.001","pdf_url":"http://www.eurrec.org/ijoes-article-22082?download=1","source":{"id":"https://openalex.org/S4210219127","display_name":"International Journal of Economic Sciences","issn_l":"1804-9796","issn":["1804-9796"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":["erih-plus","norway-1","poland-20","russia-white-list-3"],"host_organization":"https://openalex.org/P4310314249","host_organization_name":"International Institute of Social and Economic Sciences","host_organization_lineage":["https://openalex.org/P4310314249"],"host_organization_lineage_names":["International Institute of Social and Economic Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Economic Sciences","raw_type":"journal-article"},"parent_works":[],"lineage":["https://openalex.org/W4240786293"],"child_works_count":0,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"http://www.eurrec.org/ijoes-article-22082?download=1","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5076754921","display_name":"Hazar Alt\u0131nba\u015f","orcid":"https://orcid.org/0000-0001-8160-0611","observed_orcids":["https://orcid.org/0000-0001-8160-0611"]},"institutions":[{"id":"https://openalex.org/I8666313","display_name":"Beykent University","ror":"https://ror.org/03dcvf827","country_code":"TR","type":"education","lineage":["https://openalex.org/I8666313"]}],"countries":["TR"],"is_corresponding":true,"raw_author_name":"HAZAR ALTINBAS","raw_affiliation_strings":["Beykent University , Turkey ,"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Beykent University , Turkey ,","institution_ids":["https://openalex.org/I8666313"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5076754921"],"corresponding_institution_ids":["https://openalex.org/I8666313"],"apc_list":null,"apc_paid":null,"fwci":1.1935,"has_fulltext":true,"cited_by_count":6,"citation_normalized_percentile":{"value":0.8048597,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"9","issue":"1","first_page":"1","last_page":"24"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9868000149726868,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9868000149726868,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.008200000040233135,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.0017999999690800905,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-market-co-movement","display_name":"stock market co-movement","score":0.8140000104904175},{"id":"https://openalex.org/keywords/emerging-stock-markets","display_name":"emerging stock markets","score":0.777999997138977},{"id":"https://openalex.org/keywords/developed-stock-markets","display_name":"developed stock markets","score":0.9990000128746033},{"id":"https://openalex.org/keywords/return-correlation","display_name":"return correlation","score":0.5820000171661377},{"id":"https://openalex.org/keywords/dynamic-correlation","display_name":"dynamic correlation","score":0.6669999957084656},{"id":"https://openalex.org/keywords/2008-financial-crisis","display_name":"2008 financial crisis","score":0.8159999847412109},{"id":"https://openalex.org/keywords/return-predictability","display_name":"return predictability","score":0.49900001287460327},{"id":"https://openalex.org/keywords/partial-least-squares-regression","display_name":"partial least squares regression","score":0.6869999766349792},{"id":"https://openalex.org/keywords/international-portfolio-diversification","display_name":"international portfolio diversification","score":0.7789999842643738},{"id":"https://openalex.org/keywords/transmission-channels","display_name":"transmission channels","score":0.4729999899864197}],"concepts":[{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6130655407905579},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4834216833114624},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.33500170707702637},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.33002740144729614},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.32310056686401367},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3027803301811218},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.1824299395084381},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.20472/es.2020.9.1.001","doi":"https://doi.org/10.20472/es.2020.9.1.001","is_oa":true,"landing_page_url":"https://doi.org/10.20472/es.2020.9.1.001","pdf_url":"http://www.eurrec.org/ijoes-article-22082?download=1","source":{"id":"https://openalex.org/S4210219127","display_name":"International Journal of Economic Sciences","issn_l":"1804-9796","issn":["1804-9796"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":["erih-plus","norway-1","poland-20","russia-white-list-3"],"host_organization":"https://openalex.org/P4310314249","host_organization_name":"International Institute of Social and Economic Sciences","host_organization_lineage":["https://openalex.org/P4310314249"],"host_organization_lineage_names":["International Institute of Social and Economic Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Economic Sciences","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.20472/es.2020.9.1.001","doi":"https://doi.org/10.20472/es.2020.9.1.001","is_oa":true,"landing_page_url":"https://doi.org/10.20472/es.2020.9.1.001","pdf_url":"http://www.eurrec.org/ijoes-article-22082?download=1","source":{"id":"https://openalex.org/S4210219127","display_name":"International Journal of Economic Sciences","issn_l":"1804-9796","issn":["1804-9796"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":["erih-plus","norway-1","poland-20","russia-white-list-3"],"host_organization":"https://openalex.org/P4310314249","host_organization_name":"International Institute of Social and Economic Sciences","host_organization_lineage":["https://openalex.org/P4310314249"],"host_organization_lineage_names":["International Institute of Social and Economic Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Economic Sciences","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4240786293.pdf","grobid_xml":"https://content.openalex.org/works/W4240786293.grobid-xml"},"referenced_works_count":51,"referenced_works":["https://openalex.org/W1560513679","https://openalex.org/W1563599281","https://openalex.org/W1793984240","https://openalex.org/W1970984266","https://openalex.org/W1972021696","https://openalex.org/W1974486301","https://openalex.org/W1975684011","https://openalex.org/W1975994995","https://openalex.org/W1983669369","https://openalex.org/W1984054300","https://openalex.org/W1996560322","https://openalex.org/W2000335314","https://openalex.org/W2005872216","https://openalex.org/W2024828785","https://openalex.org/W2025078052","https://openalex.org/W2043712692","https://openalex.org/W2058578793","https://openalex.org/W2070156195","https://openalex.org/W2089295055","https://openalex.org/W2110905102","https://openalex.org/W2144311492","https://openalex.org/W2147406749","https://openalex.org/W2169439765","https://openalex.org/W2281611353","https://openalex.org/W2286316541","https://openalex.org/W2289117624","https://openalex.org/W2335533445","https://openalex.org/W2487770199","https://openalex.org/W2503088487","https://openalex.org/W2564043957","https://openalex.org/W2615157272","https://openalex.org/W2771964243","https://openalex.org/W2809522412","https://openalex.org/W2890080277","https://openalex.org/W2890231723","https://openalex.org/W2894682755","https://openalex.org/W3021107451","https://openalex.org/W3021709961","https://openalex.org/W3023758731","https://openalex.org/W3094616800","https://openalex.org/W3121389388","https://openalex.org/W3121583330","https://openalex.org/W3122236941","https://openalex.org/W3122981110","https://openalex.org/W3123127194","https://openalex.org/W3123359200","https://openalex.org/W3123804912","https://openalex.org/W3124317240","https://openalex.org/W3125400038","https://openalex.org/W3125663626","https://openalex.org/W4300102813"],"related_works":["https://openalex.org/W2492107710","https://openalex.org/W2122343819","https://openalex.org/W2292056663","https://openalex.org/W2012551150","https://openalex.org/W2199386356","https://openalex.org/W2995407212","https://openalex.org/W4255667571","https://openalex.org/W2771964243","https://openalex.org/W3137478871","https://openalex.org/W294551889"],"abstract_inverted_index":{"This":[0],"paper":[1],"examines":[2],"co-movements":[3],"and":[4,9,41,79,93,96,119],"interrelationships":[5],"among":[6,103,111],"6":[7],"emerging":[8,94],"5":[10],"developed":[11,92],"stock":[12,38,71,76,113],"market":[13,39,72,127],"returns":[14,51,73],"between":[15,91],"period":[16,31],"2001-":[17],"2017.":[18],"First,":[19],"principal":[20],"components":[21],"are":[22,66],"extracted":[23],"from":[24,144],"returns.":[25,87],"Results":[26,88],"show":[27],"that,":[28],"for":[29,68],"the":[30],"analyzed,":[32],"there":[33,42],"is":[34,115],"no":[35],"strong":[36,109],"global":[37,56,112],"integration":[40],"isn't":[43],"any":[44],"change":[45],"in":[46,55],"patterns":[47],"of":[48,50,99,136],"correlations":[49],"except":[52],"short-term":[53],"disturbances":[54],"financial":[57],"crisis":[58],"time.":[59],"Second,":[60],"partial":[61],"least":[62],"squares":[63],"regression":[64],"models":[65],"used":[67],"predicting":[69],"each":[70],"with":[74,122],"other":[75],"markets'":[77,81],"current":[78],"all":[80],"up":[82],"to":[83,132],"three":[84],"month":[85],"lagged":[86],"identify":[89],"divergence":[90],"markets":[95,114],"greater":[97],"number":[98],"latent":[100],"transmission":[101],"channels":[102],"former":[104],"ones.":[105],"Findings":[106],"indicate":[107],"a":[108],"integrity":[110],"not":[116],"yet":[117],"appeared":[118],"considered":[120],"together":[121],"previous":[123],"studies,":[124],"today's":[125],"international":[126,145],"structure":[128],"can":[129],"be":[130],"attributed":[131],"last":[133],"two":[134],"decades":[135],"20th":[137],"century.":[138],"International":[139],"investors":[140],"still":[141],"may":[142],"benefit":[143],"portfolio":[146],"diversification":[147],"opportunities.":[148]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":4}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2022-05-12T00:00:00"}
