Missouri S&T Scholar's Mine Research RepositoryMissouri S&T Research
print 
Title: A note on the time-series relationship between market industry concentration and market volatility
Author (s): Xing, Xuejing
Department/Lab Affiliations: Economics & Finance
Keywords: EGARCH
industry concentration
market volatility
Issue Date: 2003
Publisher: Elsevier
Citation: Xing, Xuejing. "A Note on the Time-Series Relationship between Market Industry Concentration and Market Volatility", Journal of International Financial Markets, Institutions and Money , vol. 14, no. 2, pp. 105-115, 2004.
Abstract: Using cross-sectional regression analysis, previous studies provide conflicting results regarding the relationship between market industry concentration and market volatility. This paper investigates this relationship in the time–series. Using data from twenty one developed markets and the world market, we find that this relationship is significant and positive in about 61% of the markets: the more concentrated the market, the more volatile the market. We also find that, in 70% of the markets, there exists a causal relationship between market industry concentration and market volatility and the direction of causality runs from the former to the latter. Our results suggest that market industrial structure is a significant factor in explaining market volatility.
Type: Article
text
Copyright Notice: Pre-print: author can archive with restrictions;Restriction: This does not include Cell Press; Post-print: author can archive;
This material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. In most cases, these works may not be reposted without the explicit permission of the copyright holder.
FULL COPYRIGHT INFORMATION:
http://www.elsevier.com/wps/find/authorsview.authors/authorsrights
Publisher URL:
http://dx.doi.org/10.1016/j.intfin.2003.04.001
Link to this page:
http://scholarsmine.mst.edu/post_prints/ANoteOnTheTimeSeriesRelationshipBetweenMark_09007dcc80527a71.html



titleA note on the time-series relationship between market industry concentration and market volatility
contributor.authorXing, Xuejing
contributor.deptlabEconomics & Finance
subjectEGARCH
subjectindustry concentration
subjectmarket volatility
date.issued2003
publisherElsevier
identifier.citationXing, Xuejing. "A Note on the Time-Series Relationship between Market Industry Concentration and Market Volatility", Journal of International Financial Markets, Institutions and Money , vol. 14, no. 2, pp. 105-115, 2004.
identifier.pub.URI
http://dx.doi.org/10.1016/j.intfin.2003.04.001
description.abstractUsing cross-sectional regression analysis, previous studies provide conflicting results regarding the relationship between market industry concentration and market volatility. This paper investigates this relationship in the time–series. Using data from twenty one developed markets and the world market, we find that this relationship is significant and positive in about 61% of the markets: the more concentrated the market, the more volatile the market. We also find that, in 70% of the markets, there exists a causal relationship between market industry concentration and market volatility and the direction of causality runs from the former to the latter. Our results suggest that market industrial structure is a significant factor in explaining market volatility.
typeArticle
type.DCMITypetext
type.statusPostprint
rightsPre-print: author can archive with restrictions;Restriction: This does not include Cell Press; Post-print: author can archive;
rightsThis material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. In most cases, these works may not be reposted without the explicit permission of the copyright holder.
rights.URI
http://www.elsevier.com/wps/find/authorsview.authors/authorsrights
date.available2008-07-08T17:13:40Z
identifier.persist.URI
http://scholarsmine.mst.edu/post_prints/ANoteOnTheTimeSeriesRelationshipBetweenMark_09007dcc80527a71.html