Location of trade, return comovements, and diversification benefits : evidence from Asian country ETFs
Year of publication: |
July 2016
|
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Authors: | Lee, Hsiu-Chuan ; Hsu, Chih-Hsiang ; Lee, Yun-Huan |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 37.2016, p. 279-296
|
Subject: | Return comovements | Trading location | Investor sentiment | Market conditions | Economic fundamentals | Diversification benefits | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Diversifikation | Diversification | Wertpapierhandel | Securities trading |
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