Sheraliev, Iskandar; Ślepaczuk, Robert - In: Central European economic journal 10 (2023) 57, pp. 90-115
This research seeks to determine whether the cross-country differences in return and volatility metrics in various country equity indices can be explained by differences in economic development. We base the study on the MSCI IMI net income indices on two samples: a 51-country sample from the...