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Title The Effect of Trust and Trade on Stock Markets Comovement
Authors Kago, A.M.
Muhammad, A.K.
ORCID
Keywords довіра
доверие
trust
торгівля
торговля
trade
фондовий ринок спільного руху
совместное движение фондового рынка
stock market co-movement
Type Article
Date of Issue 2021
URI https://essuir.sumdu.edu.ua/handle/123456789/86737
Publisher Sumy State University
License Creative Commons Attribution 4.0 International License
Citation Kago, A. M., Muhammad, A.K. (2021). The Effect of Trust and Trade on Stock Markets Comovement. Financial Markets, Institutions and Risks, 5(4), 66-86. https://doi.org/10.21272/fmir.5(4).66-86.2021
Abstract Trust is a basic component of social trust that has been neglected in existing empirical literature regarding stock markets comovements. It is an important factor due to its implications for portfolio management and financial system stability. This study investigates how trust distance affects the way stock markets co-move together in ASEAN, BRICS, and G12 countries. Further, we investigate the moderating effect of trust distance on trade between different nations and the comovement of their stock markets. This is because trade is an important factor when it comes to stock market integration
Appears in Collections: Financial Markets, Institutions and Risks (FMIR)

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