Showing 1 - 10 of 18
Persistent link: https://www.econbiz.de/10001890756
We find contagion effects are present in US small size portfolios during emerging market crises due to risk and liquidity concerns. Investors display flight from risk during emerging market crises, and as a result, safer larger stocks exhibit positive abnormal returns. We find little evidence of...
Persistent link: https://www.econbiz.de/10009249332
Persistent link: https://www.econbiz.de/10008434429
Persistent link: https://www.econbiz.de/10009987075
Persistent link: https://www.econbiz.de/10010166708
Persistent link: https://www.econbiz.de/10009834078
Persistent link: https://www.econbiz.de/10008992788
Persistent link: https://www.econbiz.de/10009017627
Persistent link: https://www.econbiz.de/10008307122
Persistent link: https://www.econbiz.de/10009178334