Emerging markets finance

Bekaert, Geert; Harvey, Campbell

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Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56.
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Nonlinearities and a pecking order in cross-border investment. (2024). Sarkissian, Sergei ; Holland, Sara B ; Schill, Michael J ; Warnock, Francis E.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:166:y:2024:i:c:s037842662400164x.
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Capital market internationalization and firms ESG performance: Evidence from the inclusion of China A-shares in the MSCI Emerging Market Index. (2024). Shen, Rui ; Yao, Xin ; Zhao, Panting.
In: Energy Economics.
RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001233.
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Socioemotional wealth and cash flow sensitivity of cash: Evidence from India. (2024). Varadharajan, Gopal ; Saravanan, Palanisamy ; Chada, Swechha.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001468.
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Asymmetric response of domestic production to exchange rate changes: Evidence from southeast Asian countries. (2023). Wohar, Mark ; Iqbal, Javed ; Chohan, Beenish ; Nosheen, Misbah.
In: Asian-Pacific Economic Literature.
RePEc:bla:apacel:v:37:y:2023:i:2:p:54-75.
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Determinants of stock market returns in emerging markets: The linkage between institutional quality and macro liquidity. (2022). Su, Thanh ; Nguyen, Canh ; Schinckus, Christophe.
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4472-4486.
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Stock exchange efficiency and convergence: international evidence. (2022). Clark, Ephraim ; Qiao, Zhuo.
In: Annals of Operations Research.
RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-020-03869-1.
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New Evidence on National Culture and Corporate Financing: Does Institutional Quality Matter?. (2022). Hu, Haifeng ; Qi, Minjing.
In: Sustainability.
RePEc:gam:jsusta:v:14:y:2022:i:19:p:12689-:d:934410.
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International Information Spillovers and Asymmetric Volatility in South Asian Stock Markets. (2022). Chawla, Akhila ; Gajurel, Dinesh.
In: JRFM.
RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:471-:d:945611.
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Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence. (2022). Altuntas, Mehmet ; Kilic, Emre ; Kucukkaplan, Ilhan ; Nazlioglu, Saban.
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001301.
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The Fama-French five-factor model and emerging market equity returns. (2022). Mosoeu, Selebogo ; Kodongo, Odongo.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:85:y:2022:i:c:p:55-76.
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Banking networks, systemic risk, and the credit cycle in emerging markets. (2022). Das, Sanjiv R ; Kalimipalli, Madhu ; Nayak, Subhankar.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:80:y:2022:i:c:s104244312200107x.
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Measuring market integration during crisis periods. (2022). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000440.
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Mandatory corporate social responsibility and foreign institutional investor preferences. (2022). Roy, Partha P ; Rao, Sandeep ; Marshall, Andrew ; Thapa, Chandra.
In: Journal of Corporate Finance.
RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922001043.
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Mandatory CSR expenditure and stock market liquidity. (2022). Zhu, Min ; Rao, Sandeep ; Roy, Partha P.
In: Journal of Corporate Finance.
RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000013.
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Retun Anomalies: Kuwaiti Stock market; January Effect; Weekend Effect. (2021). , Saad.
In: International Journal of Research in Business and Social Science (2147-4478).
RePEc:rbs:ijbrss:v:10:y:2021:i:2:p:212-216.
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Beta-Anomaly: Evidence from the Indian Equity Market. (2021). Badhani, K N ; Ali, Asgar.
In: Asia-Pacific Financial Markets.
RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09316-2.
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Dependencia de los mercados de valores de Argentina, Brasil y MÃ©xico respecto del estadounidense: Covid19 y otras crisis financieras recientes. (2021). Herrera, Francisco Lpez ; Ros, Csar Gurrola ; Benavides, Domingo Rodrguez.
In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
RePEc:imx:journl:v:16:y:2021:i:3:a:6.
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Social Media’s Impact on the Global Mergers and Acquisitions Market. (2021). Oneill, Ben ; Jayasuriya, Dulani.
In: JRFM.
RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:157-:d:529156.
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The Global Determinants of International Equity Risk Premiums. (2021). Londono, Juan M. ; Xu, Nancy R.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:1318.
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Economic policy uncertainty and cross-border mergers and acquisitions. (2021). Paudyal, Krishna ; Aldhawyan, Sulaiman ; Koirala, Santosh ; Thapa, Chandra.
In: Journal of Financial Stability.
RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000863.
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Dynamic linkage between the Chinese and global stock markets: A normal mixture approach. (2021). Matousek, Roman ; Xu, Yang ; Han, Liyan ; Wan, LI.
In: Emerging Markets Review.
RePEc:eee:ememar:v:49:y:2021:i:c:s156601411830298x.
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Looking for sustainable development: Socially responsible mutual funds and the low?carbon economy. (2021). Tortosa-Ausina, Emili ; TortosaAusina, Emili ; de Mingolopez, Diego Victor ; Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; Solerdominguez, Amparo.
In: Business Strategy and the Environment.
RePEc:bla:bstrat:v:30:y:2021:i:4:p:1751-1766.
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A New Semiparametric Mirrored Historical Simulation Value-At-Risk Model. (2020). Brzakovi, Omislav D ; Filipovi, Luka ; Radivojevi, Nikola.
In: Journal for Economic Forecasting.
RePEc:rjr:romjef:v::y:2020:i:1:p:5-21.
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Suboptimal international equity portfolio diversification and stock market development. (2020). Paudyal, Krishna ; Neupane, Suman ; Thapa, Chandra ; Kwabi, Frank O.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-019-00793-9.
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Political risk and financial flexibility in BRICS countries. (2020). Gregory, Richard P.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:78:y:2020:i:c:p:166-174.
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Pegxit pressure. (2020). Pina, Gonalo ; Mitchener, Kris James.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301479.
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Domestically formed international diversification. (2020). Vivian, Andrew ; Lu, Qinye.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560619306473.
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The real effects of capital inflows in emerging markets. (2020). Mirzaei, Ali ; Kutan, Ali ; Igan, Deniz.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301953.
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U.S. equity and commodity futures markets: Hedging or financialization?. (2020). Sousa, Ricardo ; Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uddin, Gazi Salah.
In: Energy Economics.
RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304578.
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Global investigation on the country-level idiosyncratic volatility and its determinants. (2020). Caglayan, Mustafa Onur ; Zhang, Liwen ; Xue, Wenjun.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:55:y:2020:i:c:p:143-160.
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Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data. (2020). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830319x.
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Corporate governance reform and risk-taking: Evidence from a quasi-natural experiment in an emerging market. (2020). Thapa, Chandra ; Neupane, Suman ; Marshall, Andre W ; Koirala, Santosh.
In: Journal of Corporate Finance.
RePEc:eee:corfin:v:61:y:2020:i:c:s092911991830138x.
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ECONOMIC INTEGRATION AND INVESTMENT OPPORTUNITIES: A STUDY ON ASEAN+3 COUNTRIES. (2020). Shahari, Farihana ; Rahman, Md Saifur.
In: Review of Economic and Business Studies.
RePEc:aic:revebs:y:2020:j:25:rahmans.
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Aspect Regarding the Design of Active Strategies for Venture Capital Financing â€“ the Flexible Adjustment for Romania as a Frontier Capital Market. (2019). Boscoianu, Mircea ; Prelipcean, Gabriela.
In: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2019), Rovinj, Croatia.
RePEc:zbw:entr19:207679.
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EVOLUTIONARY TREND OF FOREIGN INVESTMENT IN CHINA: A COMBINED DECOMPOSITION AND TRANSITIONAL DYNAMICS APPROACH. (2019). Li, Victor J ; Se, Tsun.
In: The Singapore Economic Review (SER).
RePEc:wsi:serxxx:v:64:y:2019:i:04:n:s0217590817450126.
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HOW DOES FINANCIAL DEVELOPMENT INTERACT WITH ECONOMIC GROWTH IN FIVE ASEAN COUNTRIES?. (2019). Hong, Diem Thi ; Sun, Sizhong ; Chung, Phan Thanh.
In: The Singapore Economic Review (SER).
RePEc:wsi:serxxx:v:64:y:2019:i:03:n:s0217590816500120.
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LIQUIDITY AND FIRM VALUE IN AN EMERGING MARKET. (2019). Vo, Xuan Vinh ; Batten, Jonathan.
In: The Singapore Economic Review (SER).
RePEc:wsi:serxxx:v:64:y:2019:i:02:n:s0217590817470063.
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Seasonal anomalies in the market for American depository receipts. (2019). Lobo, Julio.
In: Journal of Economics, Finance and Administrative Science.
RePEc:ris:joefas:0148.
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International equity portfolio investment and enforcement of insider trading laws: a cross-country analysis. (2019). Adegbite, Emmanuel ; Boateng, Agyenim ; Kwabi, Frank O.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:53:y:2019:i:2:d:10.1007_s11156-018-0751-4.
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Institutional Investors and Corporate Performance: Insights from China. (2019). Lu, Jun ; Lin, Shu-Ling.
In: Sustainability.
RePEc:gam:jsusta:v:11:y:2019:i:21:p:6010-:d:281369.
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Directional spillover effects between ASEAN and world stock markets. (2019). Uddin, Gazi ; Troster, Victor ; Yoon, Seong-Min ; Kang, Sang Hoon.
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19300751.
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Corporate innovations as institutional anomie: Patent activities and financial performance of the international aerospace industry. (2019). Okada, Hiromu ; Yang, Ann Shawing.
In: Finance Research Letters.
RePEc:eee:finlet:v:28:y:2019:i:c:p:328-336.
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Liability of foreignness in capital markets: Institutional distance and the cost of debt. (2019). Bell, Greg R ; Filatotchev, Igor ; Gu, Yiwen ; Rasheed, Abdul A.
In: Journal of Corporate Finance.
RePEc:eee:corfin:v:57:y:2019:i:c:p:142-160.
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Determinants of Dividend Payout Policy in Emerging Markets: Evidence from the ASEAN Region. (2019). Tran, Manh Dung ; Nguyen, Xuan Hung ; Ha, Thi Thai.
In: Asian Economic and Financial Review.
RePEc:asi:aeafrj:2019:p:531-546.
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Do Weak Internal Controls Affect Institutional Ownership Decisions?. (2018). Chen, Ching-Lung.
In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
RePEc:wsi:rpbfmp:v:21:y:2018:i:03:n:s0219091518500194.
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Artificial stock markets with different maturity levels: simulation of information asymmetry and herd behavior using agent-based and network models. (2018). El-Aroui, Mhamed-Ali ; Krichene, Hazem.
In: Journal of Economic Interaction and Coordination.
RePEc:spr:jeicoo:v:13:y:2018:i:3:d:10.1007_s11403-017-0191-6.
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Interdependence between Monetary Policy and Stock Liquidity: A Panel VAR Approach. (2018). Debata, Byomakesh ; Mahakud, Jitendra.
In: Margin: The Journal of Applied Economic Research.
RePEc:sae:mareco:v:12:y:2018:i:4:p:387-413.
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Decomposing global bank productivity growth: the role of non-performing loans, equity and technology. (2018). Tsionas, Mike ; mamatzakis, emmanuel.
In: Working Paper series.
RePEc:rim:rimwps:18-41.
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Agent-Based Simulation and Microstructure Modeling of Immature Stock Markets. (2018). El-Aroui, Mhamed-Ali ; Krichene, Hazem.
In: Computational Economics.
RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9615-y.
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Success Factors of Financial Derivatives Markets in Asia. (2018). Sukcharoensin, Pariyada ; Sittisawad, Trin.
In: Asia-Pacific Financial Markets.
RePEc:kap:apfinm:v:25:y:2018:i:2:d:10.1007_s10690-018-9239-4.
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Pakistani Firms Efficiency: An Empirical Study of Pakistan Stock Exchange through Data Envelopment Analysis. (2018). Jehan, Noor ; Ahmad, Adnan ; Khan, Muhammad Nisar.
In: Global Social Sciences Review.
RePEc:gss:journl:v:3:y:2018:i:3:p:158-174.
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Economic policy uncertainty and stock market liquidity: Does financial crisis make any difference?. (2018). Debata, Byomakesh ; Mahakud, Jitendra.
In: Journal of Financial Economic Policy.
RePEc:eme:jfeppp:jfep-09-2017-0088.
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Examining the uncovered equity parity in the emerging financial markets. (2018). Aftab, Muhammad ; Ismail, Izlin ; Ahmad, Rubi.
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:45:y:2018:i:c:p:233-242.
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Qualified foreign institutional investor ownership deregulation and the restatement of financial reports --- empirical findings from Taiwan. (2018). Chen, Ching-Lung ; Chien, Chu-Yang ; Weng, Pei-Yu .
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:56:y:2018:i:c:p:465-485.
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Volatility spillovers across global asset classes: Evidence from time and frequency domains. (2018). Tiwari, Aviral Kumar ; Wohar, Mark E ; Gupta, Rangan ; Cunado, Juncal.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:70:y:2018:i:c:p:194-202.
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Residual state ownership and stock market integration: Evidence from Chinese partly-privatised firms. (2018). Li, Hong.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:67:y:2018:i:c:p:100-112.
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Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach. (2018). Dash, Saumya Ranjan ; Maitra, Debasish.
In: Finance Research Letters.
RePEc:eee:finlet:v:26:y:2018:i:c:p:32-39.
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Global cash flow sensitivities. (2018). Doring, Simon ; Meier, Iwan ; Janzen, Malte ; Drobetz, Wolfgang.
In: Finance Research Letters.
RePEc:eee:finlet:v:25:y:2018:i:c:p:16-22.
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The impact of stringent insider trading laws and institutional quality on cost of capital. (2018). Kwabi, Frank O ; Adegbite, Emmanuel ; Boateng, Agyenim.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:60:y:2018:i:c:p:127-137.
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Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej .
In: International Review of Financial Analysis.
RePEc:eee:finana:v:55
Size, value, profitability, and investment: Evidence from emerging markets. (2018). Leite, Andre Luis ; da Silva, Aldo Ferreira ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus.
In: Emerging Markets Review.
RePEc:eee:ememar:v:36:y:2018:i:c:p:45-59.
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Local currency systemic risk. (2018). Borri, Nicola.
In: Emerging Markets Review.
RePEc:eee:ememar:v:34:y:2018:i:c:p:111-123.
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East meets West: When the Islamic and Gregorian calendars coincide. (2018). Tantisantiwong, Nongnuch ; Power, David ; Helliar, Christine ; Halari, Anwar.
In: The British Accounting Review.
RePEc:eee:bracre:v:50:y:2018:i:4:p:402-424.
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Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk. (2018). Soedarmono, Wahyoe.
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-16-00810.
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Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A.
In: Documentos de Trabajo CIEF.
RePEc:col:000122:016974.
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Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev .
In: PhD Thesis.
RePEc:uts:finphd:34.
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Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev .
In: PhD Thesis.
RePEc:uts:finphd:1-2017.
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Financial Development and Economic Growth in Africa. (2017). Mollick, Andre ; Assefa, Tibebe A.
In: Journal of African Business.
RePEc:taf:wjabxx:v:18:y:2017:i:3:p:320-339.
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Predictability of Return Volatility Across Different Emerging Capital Markets: Evidence from Asia. (2017). .
In: South Asian Journal of Macroeconomics and Public Finance.
RePEc:sae:smppub:v:6:y:2017:i:2:p:157-177.
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Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains. (2017). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Cunado, Juncal.
In: Working Papers.
RePEc:pre:wpaper:201780.
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Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data. (2017). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue.
In: Working Papers.
RePEc:pre:wpaper:201759.
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Long-term effects of the asymmetry and persistence of the prediction of volatility: Evidence for the equity markets of Latin America. (2017). de Jesus, Raul ; Salgado, Oswaldo Garcia ; Ortiz, Edgar.
In: ContadurÃa y AdministraciÃ³n.
RePEc:nax:conyad:v:62:y:2017:i:4:p:1081-1099.
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Los efectos de largo plazo de la asimetrÃa y persistencia en la predicciÃ³n de la volatilidad: evidencia para mercados accionarios de AmÃ©rica Latina. (2017). de Jesus, Raul ; Salgado, Oswaldo Garcia ; Ortiz, Edgar.
In: ContadurÃa y AdministraciÃ³n.
RePEc:nax:conyad:v:62:y:2017:i:4:p:1063-1080.
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Volatility Spillover among Industries in the Capital Market in Iran. (2017). Mohseni, Hosein ; Botshekan, Mohamad Hashem.
In: Journal of Money and Economy.
RePEc:mbr:jmonec:v:12:y:2017:i:2:p:213-233.
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The Behavior of Stock Prices during Lent and Advent. (2017). Stefanescu, Razvan ; Dumitriu, Ramona.
In: Proceedings RCE 2017.
RePEc:lum:progal:v::y:2017:i::p:95-112.
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Consistent measures of systemic risk. (2017). Espinoza, Raphael ; Segoviano, Miguel.
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:118947.
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The determinants of private capital flow volatility in Sub-Saharan African countries. (2017). Delali, Charles Komla ; Opperman, Pieter.
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:42:y:2017:i:c:p:312-320.
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Capital structure in the Chilean corporate sector: Revisiting the stylized facts. (2017). san Martin, Pablo ; Saona, Paolo.
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:40:y:2017:i:c:p:163-174.
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Divergence of sentiment and stock market trading. (2017). Siganos, Antonios ; Verwijmeren, Patrick ; Vagenas-Nanos, Evangelos.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:78:y:2017:i:c:p:130-141.
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Emerging markets: Is the trend still your friend?. (2017). Conover, Mitchell C ; Szakmary, Andrew C ; Johnson, Robert R ; Jensen, Gerald R.
In: Global Finance Journal.
RePEc:eee:glofin:v:32:y:2017:i:c:p:128-148.
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Analyst coverage network and stock return comovement in emerging markets. (2017). Marcet, Francisco.
In: Emerging Markets Review.
RePEc:eee:ememar:v:32:y:2017:i:c:p:1-27.
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Sentiment and stock market volatility revisited: A timeâ€“frequency domain approach. (2017). Dash, Saumya Ranjan ; Maitra, Debasish.
In: Journal of Behavioral and Experimental Finance.
RePEc:eee:beexfi:v:15:y:2017:i:c:p:74-91.
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The Impact of Stock Market Performance on Foreign Portfolio Investment in China. (2017). Khan, Muhammad Asif ; Haider, Muhammad Afaq ; Hashmi, Shujahat Haider ; Saddique, Shamila .
In: International Journal of Economics and Financial Issues.
RePEc:eco:journ1:2017-02-60.
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Is foreign Portfolio Equity Investment Inspired Growth Hypothesis Relevant in Emerging Markets?. (2017). Tsaurai, Kunofiwa.
In: EuroEconomica.
RePEc:dug:journl:y:2017:i:2:p:78-90.
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The Behavior of Stock Prices during Lent and Advent. (2017). Dumitriu, Ramona ; Stefanescu, Razvan.
In: Risk in Contemporary Economy.
RePEc:ddj:fserec:y:2017:p:95-112.
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The World We Live
In: Local or Global?. (2017). Koedijk, Kees ; van Toor, Joris ; Horst, Jenke Ter ; Mahieu, Ronald J. In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:11831.
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Foreign Portfolio Investment and Economy: The Network Perspective. (2017). Suzuki, Ken-Ichi ; Hakeem, Muhammad Mohsin .
In: Papers.
RePEc:arx:papers:1712.10274.
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Stock Market Liberalisation and Cost of Equity: Firm-Level Evidence from Malaysia. (2016). Lim, Kian-Ping ; Foong, Swee-Sim .
In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
RePEc:usm:journl:aamjaf012s1_19-42.
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Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security Markets. (2016). Stevenson, Simon.
In: Journal of Real Estate Research.
RePEc:jre:issued:v:38:n:4:2016:p:595_624.
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Model selection for merger and acquisition analysis in Asian emerging markets. (2016). Ma, Jianyu ; Chu, Yun ; Geng, Mingzhai .
In: International Journal of Revenue Management.
RePEc:ids:ijrevm:v:9:y:2016:i:1:p:40-56.
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Pernicious effects: How the credit rating agencies disadvantage emerging markets. (2016). Luitel, Prabesh ; De Moor, Lieven ; Vanpee, Rosanne ; Van Pee, Rosanne .
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:38:y:2016:i:c:p:286-298.
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Lead-lag relationships in an embryonic stock market: Exploring the role of institutional ownership and liquidity. (2016). Milner, Chris ; Bougheas, Spiros ; Arjoon, Vaalmikki .
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:38:y:2016:i:c:p:262-276.
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Global financial crisis and emerging stock market contagion: A volatility impulse response function approach. (2016). Jin, Xiaoye ; An, Ximeng .
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:36:y:2016:i:c:p:179-195.
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Microstructures, financial reforms and informational efficiency in an emerging market. (2016). Arjoon, Vaalmikki .
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:36:y:2016:i:c:p:112-126.
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Derivative markets in emerging economies: A survey. (2016). Atilgan, Yigit ; Simsek, Koray D ; Demirtas, Ozgur K.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:42:y:2016:i:c:p:88-102.
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Credible reforms and stock return volatility: Evidence from privatization. (2016). Some, Hyacinthe Y ; Valery, Pascale ; Cosset, Jean-Claude .
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:72:y:2016:i:c:p:99-120.
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On time-varying predictability of emerging stock market returns. (2016). Auer, Benjamin R.
In: Emerging Markets Review.
RePEc:eee:ememar:v:27:y:2016:i:c:p:1-13.
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Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). Saadaoui, Amir ; Boujelbene, Younes.
In: EuroEconomica.
RePEc:dug:journl:y:2016:i:2:p:194-216.
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Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). SAADAOUI, Amir ; Boujelbene, Younes.
In: Acta Universitatis Danubius. OEconomica.
RePEc:dug:actaec:y:2016:i:2:p:194-216.
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Does commercial microfinance belong to the financial sector? Lessons from the stock market. (2015). Szafarz, Ariane ; Briere, Marie.
In: Post-Print CEB.
RePEc:sol:spaper:2013/187643.
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Corporate governance and finance company policy: a review of research. (2015). Kokoreva, Maria ; Ulugova, Aziza.
In: Economic Policy.
RePEc:rnp:ecopol:ep1564.
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ConÅ£inutul analizei seriilor de timp financiare. (2015). Stefanescu, Razvan ; Dumitriu, Ramona.
In: MPRA Paper.
RePEc:pra:mprapa:67175.
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The implied growth rates and country risk premium: evidence from Chinese stock markets. (2015). Huang, Wei ; Wang, Pengguo.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:45:y:2015:i:3:p:641-663.
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CROSS BORDER PORTFOLIO INVESTMENT AND THE VOLATILITY OF STOCK MARKET INDEX AND RUPIAHâ€™S RATE. (2015). Muntasir, AL.
In: Bulletin of Monetary Economics and Banking.
RePEc:idn:journl:v:17:y:2015:i:4:p:1-30.
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Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market. (2015). Szafarz, Ariane ; Briere, Marie.
In: Post-Print.
RePEc:hal:journl:hal-01491987.
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Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market. (2015). Szafarz, Ariane ; BriÃƒÂ¨re, Marie ; Briere, Marie.
In: World Development.
RePEc:eee:wdevel:v:67:y:2015:i:c:p:110-125.
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Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Gajdka, Jerzy ; Brzeszczyski, Janusz.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352.
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The value of corporate financial flexibility in emerging countries. (2015). Yung, Kenneth ; Jian, YI ; Li, Deqing Diane .
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:32-33:y:2015:i::p:25-41.
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Analyst earnings forecast under complex corporate ownership in China. (2015). Wright, Brian ; Huang, Wei.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:35:y:2015:i:c:p:69-84.
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Exchange risk premia and firm characteristics. (2015). Majerbi, Basma ; Rizeanu, Sorin ; Chung, Hyunchul.
In: Emerging Markets Review.
RePEc:eee:ememar:v:22:y:2015:i:c:p:96-125.
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Emerging market hedge funds in the United States. (2015). Park, Hyuna .
In: Emerging Markets Review.
RePEc:eee:ememar:v:22:y:2015:i:c:p:25-42.
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Volatility transmission and volatility impulse response functions among the Greater China stock markets. (2015). Jin, Xiaoye.
In: Journal of Asian Economics.
RePEc:eee:asieco:v:39:y:2015:i:c:p:43-58.
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Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market. (2015). .
In: Economics Papers from University Paris Dauphine.
RePEc:dau:papers:123456789/14039.
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Financial Contagion in Latin America. (2015). Torres, Jhon ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Torres-Gorron, Jhon E. ; Bejarano-Bejarano, Luis V..
In: BORRADORES DE ECONOMIA.
RePEc:col:000094:012820.
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CENTRAL AND EAST EUROPEAN NON-EURO ZONE CAPITAL MARKETS: ARE THEY WORTH THE RISK?. (2015). Ion-Iulian, MARINESCU .
In: Revista Economica.
RePEc:blg:reveco:v:67:y:2015:i:1:p:90-98.
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On the Role of Cultural Distance in the Decision to CrossÃ¢â‚¬ List. (2015). Frijns, Bart ; Gilbert, Aaron ; Dodd, Olga.
In: European Financial Management.
RePEc:bla:eufman:v:21:y:2015:i:4:p:706-741.
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Financial Contagion in Latin America. (2015). Torres, Jhon ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Bejarano-Bejarano, Luis V. ; Torres-Gorron, Jhon E..
In: Borradores de Economia.
RePEc:bdr:borrec:884.
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The cost of equity in emerging markets: The case of Latin America. (2014). Trujillo, Maria Andrea ; Gonzalez, Maximiliano ; Rosso, John ; Garay, Urbi.
In: Galeras. Working Papers Series.
RePEc:uac:somwps:038.
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The relationship between financial liberalization and stock market volatility: the mediating role of financial crises. (2014). Ben Rejeb, Aymen ; Boughrara, Adel .
In: Journal of Economic Policy Reform.
RePEc:taf:jpolrf:v:17:y:2014:i:1:p:46-70.
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Equilibrium moment restrictions on asset returns: normal and crisis periods. (2014). Tantisantiwong, Nongnuch ; simmons, peter.
In: The European Journal of Finance.
RePEc:taf:eurjfi:v:20:y:2014:i:11:p:1064-1089.
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Local and global illiquidity effects in the Balkans frontier markets. (2014). Milunovich, George ; Jelena Minović, .
In: Applied Economics.
RePEc:taf:applec:v:46:y:2014:i:31:p:3861-3873.
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Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market. (2014). Szafarz, Ariane ; BriÃƒÂ¨re, Marie ; Briere, Marie.
In: Working Papers CEB.
RePEc:sol:wpaper:2013/176073.
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Do Asset Pricing Models Explain Size, Value, Momentum and Liquidity Effects? The Case of an Emerging Stock Market. (2014). .
In: Journal of Emerging Market Finance.
RePEc:sae:emffin:v:13:y:2014:i:3:p:217-251.
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Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market. (2014). Mellado, Cristhian ; Escobari, Diego.
In: MPRA Paper.
RePEc:pra:mprapa:60958.
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An empirical examination of stock market integration in EMU. (2014). Matei, Florin .
In: MPRA Paper.
RePEc:pra:mprapa:60717.
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Is illiquidity risk priced? The case of the Polish medium-size emerging stock market. (2014). Olbrys, Joanna.
In: Bank i Kredyt.
RePEc:nbp:nbpbik:v:45:y:2014:i:6:p:513-536.
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Volatility Spillover Effects in Interregional Equity Markets: Empirical Evidence from Brazil and Turkey. (2014). Yalama, Abdullah .
In: Emerging Markets Finance and Trade.
RePEc:mes:emfitr:v:50:y:2014:i:2:p:190-202.
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Equity Risk Premium and Regional Integration. (2014). Teulon, FrÃƒÂ©dÃƒÂ©ric ; AROURI, Mohamed ; Rault, Christophe.
In: Working Papers.
RePEc:ipg:wpaper:2014-371.
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Market Structure and the Cost of. (2014). Sova, Anamaria ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe.
In: Working Papers.
RePEc:ipg:wpaper:2014-351.
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Tests of Equity Market Anomalies for Select Emerging Markets. (2014). Deisting, Florent ; Subramaniam, Srividya ; Sehgal, Sanjay.
In: The International Journal of Business and Finance Research.
RePEc:ibf:ijbfre:v:8:y:2014:i:3:p:27-46.
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Tests Of Equity Market Anomalies For Select Emerging Markets. (2014). Deisting, Florent ; Subramaniam, Srividya ; Sehgal, Sanjay.
In: Post-Print.
RePEc:hal:journl:hal-01881907.
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Liquidity risk and contagion for liquid funds. (2014). Le Fol, Gaelle ; darolles, serge ; Dudek, Jeremy.
In: Post-Print.
RePEc:hal:journl:hal-01632776.
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Determinants of stock exchange integration: evidence in worldwide perspective. (2014). Dorodnykh, Ekaterina .
In: Journal of Economic Studies.
RePEc:eme:jespps:v:41:y:2014:i:2:pp:292-316.
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Foreign Portfolio Investment Flows to India: Determinants and Analysis. (2014). GARG, REETIKA ; Dua, Pami.
In: World Development.
RePEc:eee:wdevel:v:59:y:2014:i:c:p:16-28.
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Stocks for the long run? Evidence from emerging markets. (2014). Spierdijk, Laura ; Umar, Zaghum.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:47:y:2014:i:c:p:217-238.
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African stock market returns and liquidity premia. (2014). Mollick, Andre ; Assefa, Tibebe A..
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:32:y:2014:i:c:p:325-342.
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Rationalizing the value premium in emerging markets. (2014). Williams, Jonathan ; Shah, Mohamed ; Girma, Sourafel ; Ebrahim, M. Shahid.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:29:y:2014:i:c:p:51-70.
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Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets. (2014). Bekiros, Stelios.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:33:y:2014:i:c:p:58-69.
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International variation in sin stocks and its effects on equity valuation. (2014). Fauver, Larry ; McDonald, Michael B..
In: Journal of Corporate Finance.
RePEc:eee:corfin:v:25:y:2014:i:c:p:173-187.
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Volatility Transmission between Bond and Stock Markets: Case of Emerging Financial Markets. (2014). SAADAOUI, Amir ; Boujelbene, Younes.
In: Acta Universitatis Danubius. OEconomica.
RePEc:dug:actaec:y:2014:i:6:p:84-98.
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The Volatility of Foreign Portfolio Investment and the Access to Finance of Small Listed Firms. (2014). Knill, April ; Lee, Bong Soo.
In: Review of Development Economics.
RePEc:bla:rdevec:v:18:y:2014:i:3:p:524-542.
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Equity Returns and Business Cycles in Small Open Economies. (2013). Rothman, Philip ; Liu, Xuan ; Jahanparvar, Mohammad R.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:45:y:2013:i:6:p:1117-1146.
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What Drives Stock Exchange Integration?. (2013). Dorodnykh, Ekaterina .
In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
RePEc:tei:journl:v:6:y:2013:i:2:p:47-79.
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Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets. (2013). Bekiros, Stelios.
In: Working Paper series.
RePEc:rim:rimwps:21_13.
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Determinants of cost of equity: The case of Shariah-compliant Malaysian firms. (2013). Masih, Abul ; shafaai, Shafizal .
In: MPRA Paper.
RePEc:pra:mprapa:62364.
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The Day of the Week effect on stock market returns and volatility: Evidence from Nigeria and South Africa.. (2013). Ndako, Umar.
In: MPRA Paper.
RePEc:pra:mprapa:48076.
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Lead-Lag Relationships and Institutional Ownership: Evidence from an Embryonic Equity Market. (2013). Milner, Chris ; Bougheas, Spiros ; Argoon, Vaalmikki .
In: Discussion Papers.
RePEc:not:notcfc:13/08.
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Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan. (2013). Lee, Cheng Few ; Chiou, Paul.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:40:y:2013:i:2:p:341-381.
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Equity Risk Premium and Regional Integration. (2013). Teulon, FrÃƒÂ©dÃƒÂ©ric ; Rault, Christophe ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
In: Working Papers.
RePEc:hal:wpaper:hal-00798052.
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Market Structure and the Cost of Capital. (2013). Sova, Anamaria ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe.
In: Working Papers.
RePEc:hal:wpaper:hal-00798048.
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Liquidity Contagion. The Emerging Sovereign Debt Markets example. (2013). Le Fol, Gaelle ; darolles, serge ; Dudek, Jeremy.
In: Post-Print.
RePEc:hal:journl:hal-01632782.
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Market Structure and the Cost of Capital. (2013). , FredericTeulon ; Sova, Robert ; Rault, Christophe ; el Hedi, Mohamed ; Teulon, Frederic.
In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers).
RePEc:hal:cesptp:hal-00798048.
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Development and international diversification benefits of equity markets in China, Hong Kong, and Taiwan. (2013). Huang, Chin-Wen ; Wan- Jiun Paul Chiou, ; Chun- Pin Hsu, ; Chin- Wen Huang, .
In: Chapters.
RePEc:elg:eechap:14694_5.
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The world price of jump and volatility risk. (2013). Driessen, Joost ; Maenhout, Pascal .
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:37:y:2013:i:2:p:518-536.
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Equity risk premium and regional integration. (2013). Teulon, FrÃƒÂ©dÃƒÂ©ric ; Rault, Christophe ; Arouri, Mohamed.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:28:y:2013:i:c:p:79-85.
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Credit cycle dependent spread determinants in emerging sovereign debt markets. (2013). Wagner, Niklas ; Thuraisamy, Kannan ; Riedel, Christoph .
In: Emerging Markets Review.
RePEc:eee:ememar:v:17:y:2013:i:c:p:209-223.
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Size, value, and momentum in emerging market stock returns. (2013). Fabozzi, Frank ; Tan, Sinan ; Cakici, Nusret.
In: Emerging Markets Review.
RePEc:eee:ememar:v:16:y:2013:i:c:p:46-65.
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IlliquiditÃ©, contagion et risque systÃ©mique. (2013). Le Fol, Gaelle ; Dudek, Jeremy.
In: Economics Thesis from University Paris Dauphine.
RePEc:dau:thesis:123456789/13236.
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Rationalizing the Value Premium in Emerging Markets. (2013). Williams, Jonathan ; Girma, Sourafel ; Ebrahim, M. Shahid ; Shah, Eskander M. ; Embrahim, Shahid M..
In: Working Papers.
RePEc:bng:wpaper:13010.
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Does Foreign Portfolio Investment Reach Small Listed Firms?. (2013). Knill, April.
In: European Financial Management.
RePEc:bla:eufman:v:19:y:2013:i:2:p:251-303.
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The predictability of excess returns in the emerging bond markets. (2012). Gau, Yin-Feng ; Liao, Wen-Ju .
In: Applied Financial Economics.
RePEc:taf:apfiec:v:22:y:2012:i:17:p:1429-1451.
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A wavelet-based assessment of market risk: The emerging markets case. (2012). Nunes, Luis.
In: Working Papers.
RePEc:ptu:wpaper:w201203.
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Government Bonds and their Investors; What Are the Facts and Do they Matter?. (2012). Andritzky, Jochen R.
In: IMF Working Papers.
RePEc:imf:imfwpa:2012/158.
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Liquidity Contagion. The Emerging Sovereign Debt Markets example. (2012). Le Fol, Gaelle ; darolles, serge ; Dudek, Jeremy.
In: Post-Print.
RePEc:hal:journl:hal-01632803.
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The Cross-Section of Stock Returns in Frontier Emerging Markets. (2012). Swinkels, Laurens ; Pang, J. ; de Groot, W. ; Swinkels, L. A. P., .
In: ERIM Report Series Research in Management.
RePEc:ems:eureri:37284.
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On the role of liquidity in emerging markets stock prices. (2012). Prosperi, Lorenzo ; Donadelli, Michael.
In: Research in Economics.
RePEc:eee:reecon:v:66:y:2012:i:4:p:320-348.
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A wavelet-based assessment of market risk: The emerging markets case. (2012). Rua, AntÃƒÂ³nio ; Nunes, Luis.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:52:y:2012:i:1:p:84-92.
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Sovereign wealth fund investment and the return-to-risk performance of target firms. (2012). Mauck, Nathan ; Knill, April ; Lee, Bong Soo.
In: Journal of Financial Intermediation.
RePEc:eee:jfinin:v:21:y:2012:i:2:p:315-340.
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Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?. (2012). Wu, Eliza ; Kim, Suk-Joong ; Christopher, Rachel .
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:22:y:2012:i:4:p:1070-1089.
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The cross-section of stock returns in frontier emerging markets. (2012). Swinkels, Laurens ; Pang, Juan ; de Groot, Wilma .
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:19:y:2012:i:5:p:796-818.
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Emerging markets research: Trends, issues and future directions. (2012). Kearney, Colm.
In: Emerging Markets Review.
RePEc:eee:ememar:v:13:y:2012:i:2:p:159-183.
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Financial market integration: Theory and empirical results. (2012). Arouri, Mohamed El Hedi, ; Foulquier, Philippe.
In: Economic Modelling.
RePEc:eee:ecmode:v:29:y:2012:i:2:p:382-394.
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A new measure of financial development: Theory leads measurement. (2012). Jalal, Abu M. ; Boyd, John H..
In: Journal of Development Economics.
RePEc:eee:deveco:v:99:y:2012:i:2:p:341-357.
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Home Bias in Open Economy Financial Macroeconomics. (2012). Rey, Helene ; Coeurdacier, Nicolas.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8746.
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AsimetrÃa en la informaciÃ³n y su efecto en los rendimientos en los mercados accionarios latinoamericanos. (2012). Agudelo, Diego ; Diego Alonso Agudelo Rueda, ; Giraldo, Santiago ; Villarraga, Edwin .
In: DOCUMENTOS DE TRABAJO CIEF.
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International Financial Contagion: The Role of the UK. (2012). YALAMA, Abdullah.
In: Bogazici Journal, Review of Social, Economic and Administrative Studies.
RePEc:boz:journl:v:26:y:2012:i:2:p:115-129.
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IMPACT OF LIQUIDITY AND SIZE PREMIUM ON EQUITY PRICE FORMATION IN SERBIA. (2012). ivkovi, Boko ; Minovi, Jelena .
In: Economic Annals.
RePEc:beo:journl:v:57:y:2012:i:195:p:43-78.
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Changes in Stock Markets Interdependencies as a Result of the Global Financial Crisis: Empirical Investigation on the CEE Region. (2011). Tudor, Cristiana.
In: Panoeconomicus.
RePEc:voj:journl:v:58:y:2011:i:3:p:525-543.
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Liberalisation and stock market co-movement between emerging economies. (2011). Candelon, Bertrand ; Beine, Michel.
In: Quantitative Finance.
RePEc:taf:quantf:v:11:y:2011:i:2:p:299-312.
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Investment in Microfinance Equity: Risk, Return, and Diversification Benefits. (2011). Szafarz, Ariane ; BriÃƒÂ¨re, Marie ; Briere, Marie.
In: Working Papers CEB.
RePEc:sol:wpaper:2013/100398.
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The Going Public Decision and the Structure of Equity Markets. (2011). Castaneda, Pablo ; Astudillo, Alfonso ; Braun, Matias.
In: MPRA Paper.
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Home Bias in Open Economy Financial Macroeconomics. (2011). Rey, Helene ; Coeurdacier, Nicolas.
In: NBER Working Papers.
RePEc:nbr:nberwo:17691.
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Global Asset Pricing. (2011). Lewis, Karen K..
In: NBER Working Papers.
RePEc:nbr:nberwo:17261.
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Country Portfolios with Imperfect Corporate Governance. (2011). Mukherjee, Rahul.
In: IHEID Working Papers.
RePEc:gii:giihei:heidwp08-2011.
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Global asset pricing. (2011). Lewis, Karen K..
In: Globalization Institute Working Papers.
RePEc:fip:feddgw:88.
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The going public decision and the structure of equity markets. (2011). Castaneda, Pablo ; Astudillo, Alfonso ; Castaeda, Pablo ; Braun, Matas .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:30:y:2011:i:7:p:1451-1470.
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Stock market synchronization and monetary integration. (2011). Waelti, SÃƒÂ©bastien ; Walti, Sebastien .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:30:y:2011:i:1:p:96-110.
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Currency bid-ask spread dynamics and the Asian crisis: Evidence across currency regimes. (2011). Martin, Anna D. ; Koutmos, Gregory .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:30:y:2011:i:1:p:62-73.
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Investor protection and international equity portfolio investments. (2011). Thapa, Chandra ; Poshakwale, Sunil S..
In: Global Finance Journal.
RePEc:eee:glofin:v:22:y:2011:i:2:p:116-129.
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Emerging market benefits, investability and the rule of law. (2011). Buchanan, Bonnie ; Gordon, Rachel ; English, Philip C..
In: Emerging Markets Review.
RePEc:eee:ememar:v:12:y:2011:i:1:p:47-60.
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What Drives the Regional Integration of Emerging Stock Markets?. (2011). Guesmi, Khaled.
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-11-00318.
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Time varying regional integration in emerging stock market. (2011). Guesmi, Khaled.
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-11-00152.
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Do on/off time series models reproduce emerging stock market comovements?. (2011). JAWADI, Fredj ; AROURI, Mohamed ; Mohamed El hÃ©di Arouri, .
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-10-00269.
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Investment in Microfinance Equity : Risk, Return, and Diversification Benefits. (2011). Szafarz, Ariane ; Briere, Marie.
In: Economics Papers from University Paris Dauphine.
RePEc:dau:papers:123456789/7858.
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Do foreign portfolio flows increase risk in emerging stock markets? Evidence from six Latin American countries 1999 -2008. (2011). Agudelo, Diego ; Diego Alonso Agudelo Rueda, ; Castao, Milena .
In: DOCUMENTOS DE TRABAJO CIEF.
RePEc:col:000122:010663.
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The Effect of Foreign Investors on Security Markets: The Case of Istanbul Stock Exchange. (2011). Gumus, Guluzar Kurt .
In: Istanbul Stock Exchange Review.
RePEc:bor:iserev:v:11:y:2011:i:44:p:58-85.
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Investigating Investment Preferences of Institutional Investors toward ISE Companies. (2011). Kandir, Serkan Yilmaz .
In: Istanbul Stock Exchange Review.
RePEc:bor:iserev:v:11:y:2011:i:44:p:29-57.
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Financial Reporting for the Repo Transactions and the Impact of Proposed Amendments in IAS 39 and IFRS 7. (2011). Delikanli, hsan Ugur .
In: Istanbul Stock Exchange Review.
RePEc:bor:iserev:v:11:y:2011:i:44:p:1-28.
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Efficient-Market Hypothesis and the Global Financial Crises â€“ on the Example of SOFIX, DJIA and DAX Indexes. (2011). Tsenkov, Vladimir .
In: Economic Studies journal.
RePEc:bas:econst:y:2011:i:3:p:53-88.
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Inter-Regional Volatility Spillovers Between Emerging Capital Markets: Evidence From Turkey And Brazil. (2010). YALAMA, Abdullah ; Tasdemir, Murat.
In: Working Papers.
RePEc:tek:wpaper:2010/8.
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International trade and financial integration: a weighted network analysis. (2010). Schiavo, Stefano ; Reyes, Javier ; Fagiolo, Giorgio.
In: Quantitative Finance.
RePEc:taf:quantf:v:10:y:2010:i:4:p:389-399.
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Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas.
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6.
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Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas .
In: Sciences Po Economics Discussion Papers.
RePEc:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6.
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La dynamique de la volatilitÃ© boursiÃ¨re autour de lâ€™ouverture des marchÃ©s de capitaux. (2010). Nguyen, Duc Khuong.
In: Ã‰conomie et PrÃ©vision.
RePEc:prs:ecoprv:ecop_0249-4744_2010_num_192_1_8022.
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Causality relations between foreign direct investment and portfolio investment volatility. (2010). GÃƒÂ¶zgÃƒÂ¶r, Giray ; Erzurumlu, Yaman O..
In: MPRA Paper.
RePEc:pra:mprapa:34352.
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Cointegration and conditional correlations among German and Eastern Europe equity markets. (2010). Gupta, Rakesh ; Guidi, Francesco.
In: MPRA Paper.
RePEc:pra:mprapa:21732.
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Dividend Policy of Russian Companies and the Investors Interests. (2010). Lukyanov, S ; Ruzhanskaya, L.
In: VOPROSY ECONOMIKI.
RePEc:nos:voprec:y:2010:id:1007.
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Dividend Policy of Russian Companies and the Investorsâ€™ Interests. (2010). Ruzhanskaya, L. ; LUKYANOV, S..
In: VOPROSY ECONOMIKI.
RePEc:nos:voprec:2010-03-10.
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Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas .
In: Working Papers.
RePEc:hal:wpaper:hal-01069440.
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Equity Interconnections in Major European Markets. (2010). Vasila, Anna ; Alexakis, Panayiotis .
In: European Research Studies Journal.
RePEc:ers:journl:v:xiii:y:2010:i:3:p:109-132.
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Stock return, risk, and legal environment around the world. (2010). Lee, Alice C. ; Wan- Jiun Paul Chiou, .
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:19:y:2010:i:1:p:95-105.
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Value at risk models for volatile emerging markets equity portfolios. (2010). Spyrou, Spyros ; Kavussanos, Manolis ; Dimitrakopoulos, Dimitris.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:50:y:2010:i:4:p:515-526.
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Monetary Policy in Emerging Markets. (2010). Frankel, Jeffrey.
In: Handbook of Monetary Economics.
RePEc:eee:monchp:3-25.
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International equity portfolio allocations and transaction costs. (2010). Thapa, Chandra ; Poshakwale, Sunil S..
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:34:y:2010:i:11:p:2627-2638.
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On the estimation of the cost of equity in Latin America. (2010). Panigo, Demian ; Pasquini, Ricardo A. ; Grandes, Martin.
In: Emerging Markets Review.
RePEc:eee:ememar:v:11:y:2010:i:4:p:373-389.
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Emerging art markets. (2010). KrÃƒÂ¤ussl, Roman ; Logher, Robin .
In: Emerging Markets Review.
RePEc:eee:ememar:v:11:y:2010:i:4:p:301-318.
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On the relationship between economic freedom and equity returns in the emerging markets: Evidence from the Middle East and North Africa (MENA) stock markets. (2010). Karabegovic, Amela ; Smimou, Kamal .
In: Emerging Markets Review.
RePEc:eee:ememar:v:11:y:2010:i:2:p:119-151.
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Pricing emerging market stock returns: An update. (2010). Marshall, Andrew ; Barclay, Richard ; Fletcher, Jonathan.
In: Emerging Markets Review.
RePEc:eee:ememar:v:11:y:2010:i:1:p:49-61.
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How Important Are Foreign Ownership Linkages for International Stock Returns?. (2010). Bartram, SÃƒÂ¶hnke ; Ng, David ; Griffin, John .
In: Working Papers.
RePEc:ecl:upafin:10-21.
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The Effect of Foreign Investors on Security Markets: The Case of Istanbul Stock Exchange. (2010). Gumus, Guluzar Kurt .
In: Istanbul Stock Exchange Review.
RePEc:bor:iserev:v:11:y:2010:i:44:p:58-85.
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Investigating Investment Preferences of Institutional Investors toward ISE Companies. (2010). Kandir, Serkan Yilmaz .
In: Istanbul Stock Exchange Review.
RePEc:bor:iserev:v:11:y:2010:i:44:p:29-57.
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Financial Reporting for the Repo Transactions and the Impact of Proposed Amendments in IAS 39 and IFRS 7. (2010). Delikanli, hsan Ugur .
In: Istanbul Stock Exchange Review.
RePEc:bor:iserev:v:11:y:2010:i:44:p:1-28.
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Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events. (2010). lucey, brian ; Aggarwal, Raj.
In: Journal of Common Market Studies.
RePEc:bla:jcmkts:v:48:y:2010:i::p:641-660.
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Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events. (2010). lucey, brian ; Aggarwal, Raj ; Muckley, Cal.
In: Journal of Common Market Studies.
RePEc:bla:jcmkts:v:48:y:2010:i:3:p:641-660.
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Hot Money and Business Cycle Volatility: Evidence from China. (2010). Guo, Feng ; Huang, Ying.
In: China & World Economy.
RePEc:bla:chinae:v:18:y:2010:i:6:p:73-89.
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An overview of Asian equity markets. (2010). Nieh, Chien-Chung ; Hsieh, Joyce.
In: Asian-Pacific Economic Literature.
RePEc:bla:apacel:v:24:y:2010:i:2:p:19-51.
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Stochastic volatility and time-varying country risk in emerging markets. (2009). Johansson, Anders.
In: The European Journal of Finance.
RePEc:taf:eurjfi:v:15:y:2009:i:3:p:337-363.
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In-sample and out-of-sample properties of international stock return dynamics conditional on equilibrium pricing factors. (2009). Herwartz, Helmut ; Morales-Arias, Leonardo .
In: The European Journal of Finance.
RePEc:taf:eurjfi:v:15:y:2009:i:1:p:1-28.
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Investment Strategies of Fiis in the Indian Equity Market. (2009). .
In: Vision.
RePEc:sae:vision:v:13:y:2009:i:1:p:11-18.
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Equity Returns and Business Cycles in Small Open Economies. (2009). Rothman, Philip ; Liu, Xuan ; Jahan-Parvar, Mohammad.
In: MPRA Paper.
RePEc:pra:mprapa:15915.
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Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate. (2009). Marcato, Gianluca ; Ling, David ; McAllister, Pat.
In: The Journal of Real Estate Finance and Economics.
RePEc:kap:jrefec:v:39:y:2009:i:3:p:359-383.
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Competition in the Financial Sector; Overview of Competition Policies. (2009). Claessens, Stijn.
In: IMF Working Papers.
RePEc:imf:imfwpa:2009/045.
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Essai sur les déterminants empiriques de développement des marchés obligataires. (2009). Boukhatem, Jamel.
In: Working Papers.
RePEc:hal:wpaper:hal-04140858.
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Structural Breaks in the Mexicos Integration into the World Stock Market. (2009). AROURI, Mohamed ; Jouini, Jamel.
In: Working Papers.
RePEc:hal:wpaper:hal-00387114.
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Do investors still benefit from international diversification with investment constraints?. (2009). Lee, Alice C. ; Wan- Jiun Paul Chiou, ; Chang, Chiu-Chi A..
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:49:y:2009:i:2:p:448-483.
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Inter-temporal examination of the trading activities of foreign investors in the Korean stock market. (2009). Kim, Jaemin ; Yoo, Sean Sehyun ; Landi, James .
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:17:y:2009:i:2:p:243-256.
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Market liberalization and foreign equity portfolio selection in Korea. (2009). Kim, Jaemin ; Yoo, Sean Sehyun .
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:19:y:2009:i:3:p:206-220.
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Benefits of international diversification with investment constraints: An over-time perspective. (2009). Chiou, Wan-Jiun Paul ; Wan- Jiun Paul Chiou, .
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:19:y:2009:i:2:p:93-110.
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A model of asset pricing under country risk. (2009). Andrade, Sandro C..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:28:y:2009:i:4:p:671-695.
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Global private information in international equity markets. (2009). Schneider, Martin ; Bauer, Gregory ; Albuquerque, Rui.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:94:y:2009:i:1:p:18-46.
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Explaining international stock correlations with CPI fluctuations and market volatility. (2009). Chou, Ray ; Li, Dan ; Cai, Yijie .
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:33:y:2009:i:11:p:2026-2035.
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The transmission of emerging market shocks to global equity markets. (2009). Thimann, Christian ; Fratzscher, Marcel ; Cuadro SÃƒÂ¡ez, LucÃƒÂa ; Cuadro-Saez, Lucia .
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:16:y:2009:i:1:p:2-17.
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Analysis of structural breaks in the stock market integration of mexico into world. (2009). JOUINI, Jamel ; AROURI, Mohamed ; el hdi, Arouri Mohamed .
In: Economics Bulletin.
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Essai sur les dÃ©terminants empiriques de dÃ©veloppement des marchÃ©s obligataires. (2009). Boukhatem, Jamel.
In: EconomiX Working Papers.
RePEc:drm:wpaper:2009-32.
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Institutional Capital Flows and Return Dynamics in Private Commercial Real Estate Markets. (2009). Ling, David ; Naranjo, Andy ; Fisher, Jeffrey .
In: Real Estate Economics.
RePEc:bla:reesec:v:37:y:2009:i:1:p:85-116.
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THE ECONOMICS OF THE UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS. (2009). Fendoglu, Salih ; Ardic, Oya ; Alper, C. Emre.
In: Journal of Economic Surveys.
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Local Effects of Foreign Ownership in an Emerging Financial Market: Evidence from Qualified Foreign Institutional Investors in Taiwan. (2009). Shiu, Cheng-Yi ; Huang, Roger D..
In: Financial Management.
RePEc:bla:finmgt:v:38:y:2009:i:3:p:567-602.
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Finance, financial sector policies, and long-run growth. (2008). Levine, Ross ; Demirguc-Kunt, Asli.
In: Policy Research Working Paper Series.
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Does foreign portfolio investment reach small listed firms ?. (2008). Knill, April.
In: Policy Research Working Paper Series.
RePEc:wbk:wbrwps:3796.
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The accounting dimension in financial integration: International pricing under different accounting standards. (2008). LÃƒÂ³pez-Espinosa, GermÃƒÂ¡n ; GÃƒÂ³mez Biscarri, Javier.
In: Faculty Working Papers.
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Risk and Return in the Next Frontier. (2008). .
In: Journal of Emerging Market Finance.
RePEc:sae:emffin:v:7:y:2008:i:1:p:43-80.
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Hot money and economic performance: An empirical analysis. (2008). Kassim, Salina ; Duasa, Jarita.
In: MPRA Paper.
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Development Aid and Portfolio Funds: Trends, Volatility and Fragmentation. (2008). Santiso, Javier ; Frot, Emmanuel.
In: OECD Development Centre Working Papers.
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Global and regional integration of the Middle East and North African (MENA) stock markets. (2008). Hassan, M. Kabir ; Yu, Jung-Suk.
In: The Quarterly Review of Economics and Finance.
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The extreme-value dependence of Asia-Pacific equity markets. (2008). Georgoutsos, Dimitris ; Bekiros, Stelios.
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:18:y:2008:i:3:p:197-208.
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Financial integration, economic instability and trade structure in emerging markets. (2008). Chambet, Anthony ; Gibson, Rajna .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:27:y:2008:i:4:p:654-675.
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Capital structure around the world: The roles of firm- and country-specific determinants. (2008). Nguyen, Thuy ; Kabir, Rezaul ; de Jong, Abe.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:32:y:2008:i:9:p:1954-1969.
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Who benefits more from international diversification?. (2008). Chiou, Wan-Jiun Paul ; Wan- Jiun Paul Chiou, .
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:18:y:2008:i:5:p:466-482.
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The anatomy of financial crises: Evidence from the emerging ADR market. (2008). Pasquariello, Paolo.
In: Journal of International Economics.
RePEc:eee:inecon:v:76:y:2008:i:2:p:193-207.
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Capital market development : whither Latin America ?. (2007). Schmukler, Sergio ; Gozzi, Juan Carlos ; de la Torre, Augusto.
In: Policy Research Working Paper Series.
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International Trade and Financial Integration: A Weighted Network Analysis. (2007). Schiavo, Stefano ; Reyes, Javier ; Fagiolo, Giorgio.
In: LEM Papers Series.
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The Impact of Foreign Portfolio Flows on Emerging Market Volatility: Evidence from Thailand. (2007). yan, hong ; Pavabutr, Pantisa.
In: Australian Journal of Management.
RePEc:sae:ausman:v:32:y:2007:i:2:p:345-368.
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Mexican ADRs in the 90s: as good as expected?. (2007). Boye, Francois.
In: Revista de Analisis Economico â€“ Economic Analysis Review.
RePEc:ila:anaeco:v:22:y:2007:i:1:p:93-120.
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Capital Structure around the World: The Roles of Firm- and Country-Specific Determinants. (2007). Kabir, Rezaul ; de Jong, A. ; Nguyen, T. T..
In: ERIM Report Series Research in Management.
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Intra- and inter-regional spillovers between emerging capital markets around the world. (2007). Serwa, DobromiÅ‚ ; Gebka, Bartosz.
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:21:y:2007:i:2:p:203-221.
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IMF-related announcements and stock market returns: Evidence from financial and non-financial sectors in Indonesia, Korea, and Thailand. (2007). Kutan, Ali ; Evrensel, Ayse Y..
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:15:y:2007:i:1:p:80-104.
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Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data. (2007). Galagedera, Don ; Brooks, Robert.
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:17:y:2007:i:3:p:214-230.
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On the returns generating process and the profitability of trading rules in emerging capital markets. (2007). Hatgioannides, John ; Mesomeris, Spyros.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:26:y:2007:i:6:p:948-973.
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Finance and inequality: Channels and evidence. (2007). Perotti, Enrico ; Claessens, Stijn.
In: Journal of Comparative Economics.
RePEc:eee:jcecon:v:35:y:2007:i:4:p:748-773.
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What are the risks when investing in thin emerging equity markets: Evidence from the Arab world. (2007). Girard, Eric ; Omran, Mohamed .
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:17:y:2007:i:1:p:102-123.
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Law, finance, and emerging market returns. (2007). Buchanan, Bonnie ; English, Philip C..
In: Emerging Markets Review.
RePEc:eee:ememar:v:8:y:2007:i:3:p:181-193.
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What do bond holdings reveal about international funds preferences?. (2007). Xiao, Yingbin .
In: Emerging Markets Review.
RePEc:eee:ememar:v:8:y:2007:i:3:p:167-180.
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An alternative perspective on the relationship between downside beta and CAPM beta. (2007). Galagedera, Don.
In: Emerging Markets Review.
RePEc:eee:ememar:v:8:y:2007:i:1:p:4-19.
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Liberalization and Stock Market Co-Movement between Emerging Economies. (2007). Candelon, Bertrand ; Beine, Michel.
In: CESifo Working Paper Series.
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Finance and economic development : policy choices for developing countries. (2006). Demirguc-Kunt, Asli.
In: Policy Research Working Paper Series.
RePEc:wbk:wbrwps:3955.
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Creating an efficient financial system : challenges in a global economy. (2006). Beck, Thorsten.
In: Policy Research Working Paper Series.
RePEc:wbk:wbrwps:3856.
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Competitive implications of cross-border banking. (2006). Claessens, Stijn.
In: Policy Research Working Paper Series.
RePEc:wbk:wbrwps:3854.
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Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L. (2006). PÃƒÂ©rez de Gracia, Fernando ; GÃƒÂ³mez Biscarri, Javier ; CuÃƒÂ±ado, Juncal ; Cuado, Juncal .
In: Faculty Working Papers.
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Correlation, Contagion, and Asian Evidence. (2006). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi.
In: Asian Economic Papers.
RePEc:tpr:asiaec:v:5:y:2006:i:2:p:32-72.
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Creating an efficient financial system : Challenges in a global economy. (2006). Beck, Thorsten ; Beck, T. H. L., .
In: Other publications TiSEM.
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Tender Offers in South America: Do they Convey Good News to the Market?. (2006). Fuenzalida, Darcy ; Mongrut, Samuel ; Nash, Mauricio ; TAPIA, JUAN.
In: Working Papers.
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Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L. (2006). PÃƒÂ©rez de Gracia, Fernando ; GÃƒÂ³mez Biscarri, Javier ; CuÃƒÂ±ado, Juncal ; Cuado, Juncal .
In: Faculty Working Papers.
RePEc:una:unccee:wp0106.
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Portfolio management implications of volatility shifts: Evidence from simulated data. (2006). lucey, brian ; Fernandez, Viviana.
In: The Institute for International Integration Studies Discussion Paper Series.
RePEc:iis:dispap:iiisdp131.
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Portfolio management implications of volatility shifts: Evidence from simulated data. (2006). lucey, brian ; Fernandez, Viviana.
In: Documentos de Trabajo.
RePEc:edj:ceauch:219.
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Spillover Effects among the Greater China Region Stock Markets. (2006). Johansson, Anders ; Ljungwall, Christer .
In: Microeconomics Working Papers.
RePEc:eab:microe:22046.
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Rank-based unit root testing in the presence of structural change under the null: simulation results and an application to US inflation. (2005). Cook, Steven.
In: Applied Economics.
RePEc:taf:applec:v:37:y:2005:i:6:p:607-617.
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Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan. (2005). Glascock, John ; Cheng, Hwahsin.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:24:y:2005:i:4:p:343-357.
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Structural Breakpoints in Volatility in International Markets. (2005). Fernandez, Viviana.
In: The Institute for International Integration Studies Discussion Paper Series.
RePEc:iis:dispap:iiisdp076.
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Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts. (2005). Fernandez, Viviana.
In: Documentos de Trabajo.
RePEc:edj:ceauch:215.
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An Analysis of Political Changes on Nikkei 225 Stock Returns and Volatilities. (2005). Lin, Chin-Tsai ; Wang, Yi-Hsien.
In: Annals of Economics and Finance.
RePEc:cuf:journl:y:2005:v:6:i:1:p:169-183.
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The Effects of Transition and Political Instability On Foreign Direct Investment Inflows: Central Europe and the Balkans. (2004). Yigit, Taner ; Kutan, Ali ; Brada, Josef.
In: William Davidson Institute Working Papers Series.
RePEc:wdi:papers:2004-729.
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Long range dependence in daily stock returns. (2004). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:14:y:2004:i:6:p:375-383.
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Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts. (2004). Smyth, Russell ; Narayan, Paresh.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:14:y:2004:i:14:p:991-1004.
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Financial Liberalization and Emerging Stock Market Volatility. (2004). GÃƒÂ³mez Biscarri, Javier ; J. Cuñado; J. Gómez, ; de Gracia, Prez F..
In: Computing in Economics and Finance 2004.
RePEc:sce:scecf4:124.
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SPURIOUS AND HIDDEN VOLATILITY. (2004). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel.
In: Working Papers. Serie AD.
RePEc:ivi:wpasad:2004-45.
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Detection of Breakpoints in Volatility. (2004). Fernandez, Viviana.
In: Documentos de Trabajo.
RePEc:edj:ceauch:194.
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Effects of Level Outliers on the Identification and Estimation of GARCH Models. (2004). Ruiz, Esther ; Carnero, M. Angeles ; Pereira, D..
In: Econometric Society 2004 Australasian Meetings.
RePEc:ecm:ausm04:21.
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Stock Market Cycles, Financial Liberalization and Volatility. (2003). PÃƒÂ©rez de Gracia, Fernando ; GÃƒÂ³mez Biscarri, Javier ; Edwards, Sebastian.
In: Faculty Working Papers.
RePEc:una:unccee:wp0803.
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Testing for Changes in the Unconditional Variance of Financial Time Series. (2003). SansÃƒÂ³, Andreu ; Carrion-i-Silvestre, Josep ; Arago, Vicent .
In: DEA Working Papers.
RePEc:ubi:deawps:5.
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The effects of macroeconomic shocks on sector-specific returns. (2003). Payne, James ; Ewing, Bradley ; Forbes, Shawn M..
In: Applied Economics.
RePEc:taf:applec:v:35:y:2003:i:2:p:201-207.
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Modelling the linkages between US and Latin American stock markets. (2003). Sosvilla-Rivero, Simon.
In: Applied Economics.
RePEc:taf:applec:v:35:y:2003:i:12:p:1423-1434.
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Inflation and output as predictors of stock returns and volatility: international evidence. (2003). Kutan, Ali ; Davis, Nicole.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:13:y:2003:i:9:p:693-700.
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A contemporary analysis of Mexican stock market volatility. (2003). Walz, Daniel T. ; Spencer, Roger W. ; Gonzalez, Jorge G..
In: Applied Financial Economics.
RePEc:taf:apfiec:v:13:y:2003:i:10:p:741-745.
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Behaviour of cointegration tests in the presence of structural breaks in variance. (2003). Kim, Tae-Hwan ; Noh, Jaesun .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:10:y:2003:i:15:p:999-1002.
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Empirical evidence on the robustness of the weighted symmetric unit root test. (2003). Cook, Steven.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:10:y:2003:i:12:p:761-763.
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Stock Market Cycles, Financial Liberalization and Volatility. (2003). PÃƒÂ©rez de Gracia, Fernando ; GÃƒÂ³mez Biscarri, Javier ; Edwards, Sebastian.
In: NBER Working Papers.
RePEc:nbr:nberwo:9817.
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Public Information Arrival and the Fisher Effect in Emerging Markets: Evidence from Stock and Bond Markets in Turkey. (2003). Kutan, Ali ; Aksoy, Tansu.
In: Journal of Financial Services Research.
RePEc:kap:jfsres:v:23:y:2003:i:3:p:225-239.
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Interest Rate Volatility and Nominalization. (2003). Fernandez, Viviana.
In: Documentos de Trabajo.
RePEc:edj:ceauch:153.
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Macroeconomic news and the returns of financial companies. (2002). Ewing, Bradley.
In: Managerial and Decision Economics.
RePEc:wly:mgtdec:v:23:y:2002:i:8:p:439-446.
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Do Spanish Stock Market Prices Follow a Random Walk?. (2002). PÃƒÂ©rez de Gracia, Fernando ; GÃƒÂ³mez Biscarri, Javier ; Gil-Alana, Luis.
In: Faculty Working Papers.
RePEc:una:unccee:wp0102.
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Detecting multiple breaks in financial market volatility dynamics. (2002). Ghysels, Eric ; Andreou, Elena.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:17:y:2002:i:5:p:579-600.
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Investor panic, IMF actions, and emerging stock market returns and volatility: A panel investigation. (2001). Kutan, Ali ; Hayo, Bernd.
In: ZEI Working Papers.
RePEc:zbw:zeiwps:b272001.
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Investor Panic, IMF Actions, and Emerging Stock Market Returns and Volatility. (2001). Kutan, Ali ; Hayo, Bernd.
In: International Finance.
RePEc:wpa:wuwpif:0112001.
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Detecting Multiple Breaks in Financial Market Volatility Dynamics. (2001). Ghysels, Eric ; Andreou, Elena.
In: University of Cyprus Working Papers in Economics.
RePEc:ucy:cypeua:0202.
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Detecting Mutiple Breaks in Financial Market Volatility Dynamics. (2001). Ghysels, Eric ; Andreou, Elena.
In: CIRANO Working Papers.
RePEc:cir:cirwor:2001s-65.
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Accounting History Publications 1999. (2000). Anderson, Malcolm.
In: Accounting History Review.
RePEc:taf:acbsfi:v:10:y:2000:i:3:p:385-393.
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Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56.
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Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56. Full description at Econpapers || Download paper

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Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56.
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