Narrow search
Showing 1 - 10 of 15,844
Cover Image
Free flows, limited diversification : explaining the fall and rise of stock market correlations, 1890 - 2001
Quinn, Dennis P.; Voth, Hans-Joachim - 2008
Persistent link: https://www.econbiz.de/10003773989
Cover Image
Free flows, limited diversification : openness and the fall and rise of stock market correlations, 1890 - 2001
Quinn, Dennis P.; Voth, Hans-Joachim - In: NBER International Seminar on Macroeconomics 2009, (pp. 7-39). 2010
Persistent link: https://www.econbiz.de/10003997991
Cover Image
The reality of stock market jumps diversification
Chen, Mark Ke; Vitiello, Luiz; Hyde, Stuart; Poon, Ser-Huang - In: Journal of international money and finance 86 (2018), pp. 171-188
Persistent link: https://www.econbiz.de/10012000491
Cover Image
Essays in international finance : risk, jumps and diversification
M'Saddek, Oussama - 2018
Persistent link: https://www.econbiz.de/10012204650
Cover Image
Expected stock returns worldwide : a log-linear present-value approach
Chattopadhyay, Akash; Lyle, Matthew R.; Wang, Charley C. Y. - 2018
We provide the first large-scale study of the performance of expected-return proxies (ERPs) internationally. Analyst-forecast-based ICCs are sparsely populated and not robustly associated with future returns. Earnings-model-forecast-based ICCs are well-populated, but are unreliable outside the...
Persistent link: https://www.econbiz.de/10011931329
Cover Image
Investor Sophistication and the Home Bias, Diversification, and Employer Stock Puzzles
Kimball, Miles S. - 2010
diversification, and holdings of an employer's stock. We find that each of these variables is correlated with sophistication, with …
Persistent link: https://www.econbiz.de/10013146631
Cover Image
International portfolio diversification and multilateral effects of correlations
Bergin, Paul R.; Pyun, Ju Hyun - In: Journal of international money and finance 62 (2016), pp. 52-71
Persistent link: https://www.econbiz.de/10011668307
Cover Image
Long-term international diversification of equities
Mukherji, Sandip; Jeong, Jin-Gil - In: Global finance journal 50 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10013365671
Cover Image
Unveiling outperformance : a portfolio analysis of top ai-related stocks against IT indices and robotics ETFs
Karoui, Ali Trabelsi; Sayari, Sonia; Dammak, Wael; … - In: Risks : open access journal 12 (2024) 3, pp. 1-21
In this study, we delve into the financial market to compare the performance of prominent AI and robotics-related stocks against traditional IT indices, such as the Nasdaq, and specialized AI and robotics ETFs. We evaluate the role of these stocks in diversifying portfolios, analyzing their...
Persistent link: https://www.econbiz.de/10014497423
Cover Image
Differences of opinion and international equity markets
Dumas, Bernard; Lewis, Karen K.; Osambela, Emilio - 2011
Persistent link: https://www.econbiz.de/10008856007