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A note on the stability of relationships between returns from emerging stock markets

Sinclair, C. Donald (contributor) - In: Applied financial economics 7 (1997) 3, pp. 273-280

Persistent link: https://www.econbiz.de/10001227554

Asset allocation and investment opportunities in emerging stock markets : evidence from return asymmetry-based analysis

Hadhri, Sinda; Ftiti, Zied - In: Journal of international money and finance 93 (2019), pp. 187-200

Persistent link: https://www.econbiz.de/10012138632

Institutional investment, equity volume and volatility spillover : causalities and asymmetries

Chakraborty, Sandip; Kakani, Ram Kumar - In: Journal of international financial markets, … 44 (2016), pp. 1-20

Persistent link: https://www.econbiz.de/10011690360

Regime shifts and volatility in BRIICKS stock markets : an asset allocation perspective

Ahmad, Wasim; Sehgal, Sanjay - In: International journal of emerging markets 10 (2015) 3, pp. 383-408

Persistent link: https://www.econbiz.de/10011489265

Investment opportunities in Central and Eastern European equity markets : an econometric examination of the risk-return relationships for Western investors

Schröder, Michael - 2000

This study focuses on the diversification benefits of the most developed equity markets of Central and Eastern Europe (CEE). To evaluate these benefits of diversification we use so-called spanning tests based on a stochastic discount factor approach and estimated by General Methods of Moments...

Persistent link: https://www.econbiz.de/10011444904

Investments in CEE capital markets : benefits from diversification and optimal portfolios

Schröder, Michael - In: The new capital markets in Central and Eastern Europe : …, (pp. 466-482). 2001

Persistent link: https://www.econbiz.de/10001586668

The cross-section of stock returns in frontier emerging markets

Groot, Wilma de; Pang, Juan; Swinkels, Laurens - In: Journal of empirical finance 19 (2012) 5, pp. 796-818

Persistent link: https://www.econbiz.de/10009700587

The risk-return trade-off of investing in Latin American emerging stock markets

Vedd, Rishma; Lazarony, Paul - In: Accounting & taxation : AT 6 (2014) 1, pp. 93-104

Persistent link: https://www.econbiz.de/10010360944

Unlocking the secrets of fundamental indexes : size effect or value effect? ; evidence from emerging stock markets

Hsieh, Heng-hsing - In: Investment management and financial innovations 10 (2013) 4, pp. 48-64

Persistent link: https://www.econbiz.de/10010258446

Predicting the performance of equity anomalies in frontier emerging markets : a Markov switching model approach

Czapkiewicz, Anna; Zaremba, Adam; Szczygielski, Jan Jakub - In: Economic research 32 (2019) 1,4, pp. 3083-3099

Persistent link: https://www.econbiz.de/10012395129

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