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Is the value effect seasonal? : evidence from global equity markets

Das, Praveen K.; Uma Rao, S. P. - In: The international journal of business and finance … 6 (2012) 2, pp. 21-33

Persistent link: https://www.econbiz.de/10009389655

Does beta explain global equity market volatility : some empirical evidence

Kurach, Radoslaw - In: Contemporary economics 7 (2013) 2, pp. 55-66

The purpose of this study is to assess the diversification benefits resulting from international asset allocation. In this study, we examine Capital Asset Pricing Model (CAPM) in its international context (ICAPM) using the monthly equity returns for 26 countries (18 developed and 8 emerging...

Persistent link: https://www.econbiz.de/10009770247

Global integration and emerging stock market excess returns

Donadelli, Michael - In: Macroeconomics and finance in emerging market economies 6 (2013) 2, pp. 244-279

Persistent link: https://www.econbiz.de/10010203948

The asset growth effect : insights from international equity markets

Watanabe, Akiko; Yan, Xu; Yao, Tong; Yu, Tong - In: Journal of financial economics 108 (2013) 2, pp. 529-563

Persistent link: https://www.econbiz.de/10009749325

International diversification during the financial crisis : a blessing for equity investors?

Vermeulen, Robert - In: Journal of international money and finance 35 (2013), pp. 104-123

Persistent link: https://www.econbiz.de/10009751746

Long-term return reversal : evidence from international market indices

Malin, Mirela; Bornholt, Graham - In: Journal of international financial markets, … 25 (2013), pp. 1-17

Persistent link: https://www.econbiz.de/10009762817

How big are the gains from international financial integration?

Hoxha, Indrit; Kalemli-Ozcan, Sebnem; Vollrath, Dietrich - In: Journal of development economics 103 (2013), pp. 90-98

Persistent link: https://www.econbiz.de/10009764494

Stock return, volatility and the global financial crisis in an emerging markets and the developed markets

Queensly Jeyanthi, B. J. - In: International economics & finance journal : (IEFJ) 8 (2013) 2, pp. 209-220

Persistent link: https://www.econbiz.de/10010346380

Implied cost of capital investment strategies : evidence from international stock markets

Esterer, Florian; Schröder, David - In: Annals of finance 10 (2014) 2, pp. 171-195

Persistent link: https://www.econbiz.de/10010350383

Momentum in global equity markets in times of troubles : does the economic state matter?

Grobys, Klaus - In: Economics letters 123 (2014) 1, pp. 100-103

Persistent link: https://www.econbiz.de/10010399032