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Global terrorism and adaptive expectations in financial markets: Evidence from Japanese equity market

Graham, Michael A.; Ramiah, Vikash B. - In: Research in international business and finance 26 (2012) 1, pp. 97-119

Persistent link: https://www.econbiz.de/10009384352

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

The relationship between stock returns and volatility in the seventeen largest international stock markets : a semi-parametric approach

Dimitriou, Dimitrios; Simos, Theodore - In: Modern economy 2 (2011) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10009305794

Do investors herd in global stock markets?

Chen, Tao - In: The journal of behavioral finance : a publication of … 14 (2013) 3, pp. 230-239

Persistent link: https://www.econbiz.de/10010255609

Nonparametric realized volatility estimation in the international equity markets

Vortelinos, Dimitrios I.; Thomakos, Dimitrios D. - In: International review of financial analysis 28 (2013), pp. 34-45

Persistent link: https://www.econbiz.de/10009762711

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

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

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

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

Downside risk of international stock returns

Galsband, Victoria - In: Journal of banking & finance 36 (2012) 8, pp. 2379-2388

Persistent link: https://www.econbiz.de/10009656247