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Frontiers of Macrofinancial Linkages
Claessens, Stijn - 2018
brink of collapse and the deepest contraction in world output in more than half a century followed. Moreover, unprecedented …
Persistent link: https://www.econbiz.de/10012929483
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Frontiers of macrofinancial linkages
Claessens, Stijn; Kose, M. Ayhan - Bank für Internationalen Zahlungsausgleich / … - 2018
brink of collapse and the deepest contraction in world output in more than half a century followed. Moreover, unprecedented …
Persistent link: https://www.econbiz.de/10011804464
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The cross-section of stock returns : evidence from the emerging markets
Claessens, Stijn - 1995
Persistent link: https://www.econbiz.de/10010525790
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Additions to market indices and the comovement of stock returns around the world
Claessens, Stijn; Yāfe, Yišay - 2008
Persistent link: https://www.econbiz.de/10003785795
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Additions to market indices and the comovement of stock returns around the world
Claessens, Stijn; Yāfe, Yišay - 2011
Persistent link: https://www.econbiz.de/10009487130
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Comovement of newly added stocks with national market indices : evidence from around the world
Claessens, Stijn; Yāfe, Yišay - In: Review of finance : journal of the European Finance … 17 (2013) 1, pp. 203-227
Persistent link: https://www.econbiz.de/10009715227
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Additions to Market Indices and the Comovement of Stock Returns Around the World
Yafeh, Yishay - 2011
Using newly-constructed data covering the last decade, we document that, in most of forty markets, when added to the main index, firms’ returns experience an increase in comovement with the rest of the index, reflected in higher beta and greater explanatory power of the market return. Stock...
Persistent link: https://www.econbiz.de/10014402208
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The Internationalization of Equity Markets
Campbell, John Y. (contributor);  … - 2008
: extensive market integration through foreign investment and links among stock prices around the world; increasing securitization … as countries such as Japan come to rely more than ever before on markets in equities and bonds at the expense of banks … role of time and location around the world in stock trading, and the behavior of country funds. Other, long …
Persistent link: https://www.econbiz.de/10014488181
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Additions to Market Indices and the Comovement of Stock Returns Around the World
Claessens, Stijn - 2011
Using newly-constructed data covering the last decade, we document that, in most of forty markets, when added to the main index, firms' returns experience an increase in comovement with the rest of the index, reflected in higher beta and greater explanatory power of the market return. Stock...
Persistent link: https://www.econbiz.de/10013128776
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Comovement of Newly Added Stocks with National Market Indices : Evidence from Around the World
Claessens, Stijn - 2011
We document the prevalence around the world of increased stock price comovement experienced by companies when added to …
Persistent link: https://www.econbiz.de/10013134736