2017
DOI: 10.1080/00036846.2017.1279268 View full text |Buy / Rent full text
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Abstract: We conduct a comprehensive study on the effect of culture on stock market linkages. With data on 25 national stock markets, a quantile regression model is used to estimate the determinants of market linkages using culture variables such as language, religion, and Hofstede's culture dimensions while controlling for distance, economic and legal variables. Further, we test whether these effects hold across regions and if changes are detected during periods of market crisis. We also test if market liquidity, an in… Show more

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