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~language:"und"
~person:"Chang, Tsangyao"
~subject:"Börsenkurs"
~subject:"Cointegration"
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Börsenkurs
Cointegration
Efficient market hypothesis
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Equity diversification
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Long-run gains
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Chang, Tsangyao
Shahbaz, Muhammad
24
Kumar, Saten
14
Beckmann, Joscha
13
Esteve, Vicente
11
Tang, Chor Foon
11
Qayyum, Abdul
9
Dijk, Herman K. van
8
Marcellino, Massimiliano
8
Nielsen, Bent
8
Rao, B. Bhaskara
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Belke, Ansgar
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Czudaj, Robert
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Gupta, Rangan
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Halicioglu, Ferda
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Kurozumi, Eiji
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Muhammad, Shahbaz
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Zaman, Khalid
7
Ahlgren, Niklas
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Arouri, Mohamed
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Gao, Jiti
6
Krolzig, Hans-Martin
6
Paradiso, Antonio
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Phillips, Peter C.B.
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Singh, Rup
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Webber, Don J.
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Adam, Anokye M.
5
Banerjee, Anindya
5
Guidi, Francesco
5
Jiranyakul, Komain
5
Karunaratne, Neil Dias
5
Kühl, Michael
5
Liew, Venus Khim-Sen
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Masten, Igor
5
Mohammadi, Hassan
5
Navarro-Ibáñez, Manuel
5
Nistor, Costel
5
P., Srinivasan
5
Panagiotidis, Theodore
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Strachan, Rodney W.
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Abu-Bader, Suleiman
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Long-Run Gains From International Equity Diversification: Taiwan’s Evidence, 1995-2001
Neih, Chien-Chung
;
Chang, Tsangyao
- In:
Journal of Economic Integration
18
(
2003
),
pp. 530-544
from the portfolios leads to a rejection of
cointegration
and hence implies gains from diversification. Our results argue …
Persistent link: https://www.econbiz.de/10009318930
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