Narrow search
Showing 1 - 10 of 249
Cover Image
Tests of conditional asset pricing models in the Brazilian stock market
Garcia, René; Bonomo, Marco Antonio - In: Journal of international money and finance 20 (2001) 1, pp. 71-90
Persistent link: https://www.econbiz.de/10001546110
Cover Image
Mean reversion in international stock markets : an empirical analysis of the 20th century
Spierdijk, Laura; Bikker, Jacob A.; Van den Hoek, Pieter - In: Journal of international money and finance 31 (2012) 2, pp. 228-249
Persistent link: https://www.econbiz.de/10009631646
Cover Image
Diversification in euro area stock markets : country versus industry
Moerman, Gerard A. - In: Journal of international money and finance 27 (2008) 7, pp. 1122-1134
Persistent link: https://www.econbiz.de/10003780702
Cover Image
Investor induced contagion during the banking and European sovereign debt crisis of 2007 - 2012 : wealth effect or portfolio rebalancing?
Petmezas, Dimitris; Santamaria, Daniel - In: Journal of international money and finance 49 (2014), pp. 401-424
Persistent link: https://www.econbiz.de/10010464994
Cover Image
Size, value, and momentum in developed country equity returns : macroeconomic and liquidity exposures
Cakici, Nusret; Tan, Sinan - In: Journal of international money and finance 44 (2014), pp. 179-209
Persistent link: https://www.econbiz.de/10010391061
Cover Image
Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period
Liu, Tengdong; Hammoudeh, Shawkat; Santos, Paulo Araújo - In: Journal of international money and finance 44 (2014), pp. 47-68
Persistent link: https://www.econbiz.de/10010391088
Cover Image
Extreme observations and diversification in Latin American emerging equity markets
Susmel, Raul - In: Journal of international money and finance 20 (2001) 7, pp. 971-986
Persistent link: https://www.econbiz.de/10001637060
Cover Image
Block holding and keiretsu in Japan : the effects of capital markets liberalization measures on the stock market
Korkie, Robert M. - In: Journal of international money and finance 16 (1997) 1, pp. 113-140
Persistent link: https://www.econbiz.de/10001219110
Cover Image
Country-specific equity market characteristics and foreign equity portfolio allocation
Thapa, Chandra; Poshakwale, Sunil S. - In: Journal of international money and finance 31 (2012) 2, pp. 189-211
Persistent link: https://www.econbiz.de/10009631654
Cover Image
International portfolio diversification and multilateral effects of correlations
Bergin, Paul R.; Pyun, Ju Hyun - In: Journal of international money and finance 62 (2016), pp. 52-71
Persistent link: https://www.econbiz.de/10011668307