Financial Development and the Sensitivity of Stock Markets to External Influences

B-Tier
Journal: Review of International Economics
Year: 2002
Volume: 10
Issue: 3
Pages: 525-538

Authors (2)

Harris Dellas (Universität Bern) Martin K. Hess (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The paper investigates how the relative contribution of external factors to stock price movements varies with the degree of financial development. It is found that financial development makes stock markets more susceptible to external influences (both financial and macroeconomic). Interestingly, this effect is present even after having accounted for capital controls and international trade effects.

Technical Details

RePEc Handle
repec:bla:reviec:v:10:y:2002:i:3:p:525-538
Journal Field
International
Author Count
2
Added to Database
2026-01-25