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The application of fundamental indexing to the South African equity market for historical data dating back to 1996
Ferreira, Rickus - 2009
return was achieved with asimilar risk profile as the FTSE/JSE All Share Index. This index also hadsimilar turnover rates …
Persistent link: https://www.econbiz.de/10009442098
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South African asset classes : return and volatility relationship dynamics over time
Pask, Adriaan Eckhardt - 2008
the more conventional two-dimensional methodologyof assessing the relative risk and return attributes of various assets … relevance, the studymakes suggestions as to how time horizons could be incorporated into the risk returnassessments of various …
Persistent link: https://www.econbiz.de/10009457807
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Is there timing ability in currency markets? Evidence from ADR issuances
Zhu, Qiaoqiao; Pasquariello, Paolo - 2010
Is there timing ability in the exchange rate markets? We address this question by examining foreign firms' decisions to issue American Depositary Receipts (ADRs). Specifically, we test whether foreign firms consider currency market conditions in their ADR issuance decisions and, in doing so,...
Persistent link: https://www.econbiz.de/10009438148
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Financial integration in European equity markets: The final stage of Economic and Monetary Union (EMU) and its impact on capital markets
Worthington, Andrew C.; Katsuura, Masaki; Higgs, Helen - 2003
This paper examines the extent of financial integration in European equity markets before, during and after the adoption of the single currency on 1 January 1999. Two groups of European economies are examined. The first set comprises the Member States of the European Union (EU) that participated...
Persistent link: https://www.econbiz.de/10009438342
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Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial Crises
Worthington, Andrew C.; Katsuura, Masaki; Higgs, Helen - 2003
This paper examines price linkages among Asian equity markets in the period surrounding the recent Asian economic, financial and currency crises. Three developed markets (Hong Kong, Japan and Singapore) and six emerging markets (Indonesia, Korea, Malaysia, the Philippines, Taiwan and Thailand)...
Persistent link: https://www.econbiz.de/10009438344
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Australia's equity home bias
Mishra, Anil V. - 2008
[Abstract]: This paper constructs the float adjusted measure of home bias and explores the determinants of Australia’s equity home bias by employing the International Monetary Fund’s high quality dataset (2001 to 2005) on cross border equity investment. On the empirical front, the paper...
Persistent link: https://www.econbiz.de/10009479626
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Multicountry empirical investigation into international financial integration
Mishra, Anil V.; Daly, Kevin - 2005
including Australia over the period 1990 to 2003 by analysing data on the level and composition of foreign assets and … portfolio equity. An analysis of the composition of countries holdings of foreign assets and liabilities is important in that a … of the growth in the scale of international balance sheets. In our analysis of rates of return on foreign assets and …
Persistent link: https://www.econbiz.de/10009479691
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Australia's global trade potential: evidence from the gravity model analysis
Rahman, Mohammad Mafizur - 2009
This paper attempts to investigate trade potential for Australia using the augmented gravity models and cross section data of 50 countries. OLS has been used as an estimation technique for 2001 and 2005 data. The estimated coefficients from the gravity models are then used to predict Australia's...
Persistent link: https://www.econbiz.de/10009479757
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Effect of quality of institutions on outward foreign direct investment
Mishra, Anil V.; Daly, Kevin - 2007
direct investment (FDI) stocks of source OECD countries using International Country Risk Guide governance indicators, for the …
Persistent link: https://www.econbiz.de/10009479917
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EU scoreboard reveals need for industrial R&D champs
Moncada-Paterno-Castello, P; Ciupagea, C; Smith, KH; … - 2005
The top 500 industrial R&D spenders outside the European Union increased their R&D investment by 3.9 percent to 195.6 billion [euro] in fiscal 2003. In contrast, the EU top 500 cut their R&D spending 2.0 percent to 100.8 billion [euro]. The compound annual growth rate for 2000-2003 was 1.2...
Persistent link: https://www.econbiz.de/10009461373