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Can the gains from international diversification be achieved without trading abroad?

Errunza, Vihang R.; Hogan, Kedreth C.; Hung, Mao-Wei - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2075-2107

Persistent link: https://www.econbiz.de/10001496824

Factor risk premiums and invested capital : calculations with stochastic discount factors

Ang, Andrew; Hogan, Kedreth C.; Shores, Sara - In: The journal of asset management 19 (2018) 3, pp. 145-155

Persistent link: https://www.econbiz.de/10011847731

Factor timing with cross-sectional and time-series predictors

Hodges, Philip; Hogan, Kedreth C.; Peterson, Justin R.; … - In: The journal of portfolio management : a publication of … 44 (2017) 1, pp. 30-43

Persistent link: https://www.econbiz.de/10011877409

Emerging markets : some new concepts

Errunza, Vihang R. - In: The journal of portfolio management : a publication of … 20 (1994) 3, pp. 82-87

Persistent link: https://www.econbiz.de/10001203642

Reversals in global market integration and funding liquidity

Akbari, Amir; Carrieri, Francesca; Malkhozov, Aytek - 2017

Persistent link: https://www.econbiz.de/10011634202

Reversals in Global Market Integration and Funding Liquidity

Akbari, Amir; Carrieri, Francesca; Malkhozov, Aytek - 2017

This paper looks at the reversals in global financial integration through the funding liquidity lens. First, we construct a segmentation indicator based on differences in funding liquidity across countries as measured by the performance of betting-against-beta strategies. Second, we find that...

Persistent link: https://www.econbiz.de/10014122252