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Return range and the cross-section of expected index returns in international stock markets
Umutlu, Mehmet; Bengitöz, Pelin - In: Quantitative finance and economics 5 (2021) 3, pp. 421-451
Persistent link: https://www.econbiz.de/10012592477
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International equity markets co-movements and contagion : a novel perspective
Kaabia, Olfa - In: The journal of applied business research 31 (2015) 1, pp. 285-304
Persistent link: https://www.econbiz.de/10010503421
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Financial integration and the cost of capital : a study of the Brazilian equity market
Loncan, Tiago Rodrigues; Caldeira, João F. - In: International journal of economics and finance 7 (2015) 3, pp. 45-56
Persistent link: https://www.econbiz.de/10010508459
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International stock market co-movements following US financial globalization
Huang, Chai-liang - In: International review of economics & finance : IREF 69 (2020), pp. 788-814
Persistent link: https://www.econbiz.de/10012487453
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Financial integration and diversification benefits : China and ASEAN4 countries
Nguyen, Tung Dao; Elisabeta, Pana - In: Managerial finance 42 (2016) 5, pp. 496-514
Persistent link: https://www.econbiz.de/10011570296
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Which market integration measure?
Billio, Monica; Donadelli, Michael; Paradiso, Antonio; … - 2016
This paper compares the dynamics of the financial integration process as described by different empirical approaches. To this end, a wide range of measures accounting for several dimensions of integration is employed. In addition, we evaluate the performance of each measure by relying on an...
Persistent link: https://www.econbiz.de/10011572769
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Which market integration measure?
Billio, Monica; Donadelli, M.; Paradiso, Antonio; … - In: Journal of banking & finance 76 (2017), pp. 150-174
Persistent link: https://www.econbiz.de/10011814299
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Information-driven stock return comovements across countries
Inaba, Kei-Ichiro - In: Research in international business and finance 51 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012208219
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Linkages and co-movement between international stock market returns : case of Dow Jones Islamic Dubai Financial Market index
Alaoui, Abdelkader O. el; Dewandaru, Ginanjar; Rosly, … - In: Journal of international financial markets, … 36 (2015), pp. 53-70
Persistent link: https://www.econbiz.de/10011474903
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An empirical investigation on equity market integration of ASEAN-India
Perumandla, Swamy; Kurisetti, Padma - In: Innovative management and business practices in Asia, (pp. 29-57). 2020
Persistent link: https://www.econbiz.de/10012438063