Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/218095 
Year of Publication: 
1993
Citation: 
[Journal:] South African Journal of Business Management [ISSN:] 2078-5976 [Volume:] 24 [Issue:] 2 [Publisher:] African Online Scientific Information Systems (AOSIS) [Place:] Cape Town [Year:] 1993 [Pages:] 39-44
Publisher: 
African Online Scientific Information Systems (AOSIS), Cape Town
Abstract: 
The effects of various market conditions of the New York Stock Exchange (NYSE) on non-USA markets are investigated in this article. On the basis of an empirical investigation, evidence is presented which suggests that the influence of the NYSE on non-USA markets differs during different market conditions of the NYSE. For example, it was found that during declining market conditions on the NYSE the influence was greater on non-USA markets than during rising market conditions on the NYSE. A model designed to yield detailed risk statistics of individual non-USA securities was also implemented to investigate the impact of various market conditions of the NYSE.
Persistent Identifier of the first edition: 
Creative Commons License: 
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Document Type: 
Article

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