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Test of capital market integration using Fama-French three-factor model : empirical evidence from India

Sehrawat, Neeraj; Kumar, Amit; Nigam, Narander Kumar; … - In: Investment management and financial innovations 17 (2020) 2, pp. 113-127

Persistent link: https://www.econbiz.de/10012303099

Testing causal relation among central and eastern European equity markets : evidence from asymmetric causality test

Cevik, Emrah Ismail; Korkmaz, Turhan; Cevikcan, Emre - In: Economic research 30 (2017) 1,1, pp. 381-393

Persistent link: https://www.econbiz.de/10012223847

Evaluating Financial Integration in Euro Area Stock Markets with Return and Performance Dispersion Indices

da Fonseca, José S. - 2020

This paper presents indices of return and performance dispersion between ten developed domestic stock markets of the euro area to assess progress in their integration since the launch of the single currency. This approach is based on previous literature according to which domestic financial...

Persistent link: https://www.econbiz.de/10014352092

Does financial integration impact performance of equity anomalies?

Sharma, Gagan; Sehgal, Sanjay; Mishra, Anil V. - In: Cogent economics & finance 10 (2022) 1, pp. 1-51

- and low integration groups. Size is found to be the strongest anomaly in world markets, followed by value and liquidity …

Persistent link: https://www.econbiz.de/10013391096

Liquidity and asset prices : an empirical investigation of the nordic stock markets

Butt, Hilal Anwar; Virk, Nader Shahzad - In: European financial management : the journal of the … 21 (2015) 4, pp. 672-705

Persistent link: https://www.econbiz.de/10011408519

Liquidity and the cross-section of international stock returns

Cakici, Nusret; Zaremba, Adam - In: Journal of banking & finance 127 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012820574

Financial integration of emerging markets : an analysis of Latin America versus South Asia using individual stocks

Goldberg, Cathy S.; Delgado, Francisco A. - In: Multinational finance journal : MF ; quarterly … 5 (2001) 4, pp. 259-301

Persistent link: https://www.econbiz.de/10001765742

Essays in nonlinear financial integration modeling : the Philippine stock market case

Arouri, Mohamed; Jawadi, Fredj - In: Financial econometrics modeling : derivatives pricing, …, (pp. 107-118). 2011

Persistent link: https://www.econbiz.de/10008987980

Classifying returns as extreme : european stock and bond markets

Christiansen, Charlotte - In: International review of financial analysis 34 (2014), pp. 1-4

Persistent link: https://www.econbiz.de/10010520407

What influences stock market behavior in Russia and other emerging countries?

Korhonen, Iikka; Pereseckij, Anatolij A. - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1210-1225

Persistent link: https://www.econbiz.de/10011563288

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