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Does idiosyncratic volatility matter in the emerging markets? : Istanbul Stock Exchange evidence

Gökgöz, Fazıl; Altintaş, Ipek - In: Economic research 26 (2013) 3, pp. 133-150

Persistent link: https://www.econbiz.de/10010197022

Predictive ability of value-at-risk methods : evidence from the Karachi Stock Exchange-100 index

Iqbal, Javed; Azher, Sara; Ijaz, Ayesha - 2010

Value-at-risk (VaR) is a useful risk measure broadly used by financial institutions all over the world. VaR has been extensively used to measure systematic risk exposure in developed markets like of the US, Europe and Asia. This paper analyzes the accuracy of VaR measure for Pakistan's emerging...

Persistent link: https://www.econbiz.de/10011524092

Long-run overseas portfolio diversification benefits and opportunities of Asian emerging stock markets and developed markets

Lingaraja, Kasilingam; Selvam, Murugesan; Vasanth, … - In: International journal of economics and financial issues … 5 (2015) 2, pp. 324-333

Persistent link: https://www.econbiz.de/10011453514

Past price changes, trading volume and prediction of portfolio returns : evidence from select emerging markets

Sehgal, Sanjay; Vasishth, Vibhuti - In: Journal of advances in management research : JAMR 12 (2015) 3, pp. 330-356

Persistent link: https://www.econbiz.de/10011507420

Foreign ownership in emerging stock markets

Batten, Jonathan A.; Vo, Xuan Vinh - In: Journal of multinational financial management 32/33 (2015), pp. 15-24

Persistent link: https://www.econbiz.de/10011540099

Risk-adjusted performances of world equity indices

Atilgan, Yigit; Demirtas, K. Ozgur - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 706-721

Persistent link: https://www.econbiz.de/10011562564

Effectiveness of portfolio diversification and the dynamic relationship betweenstock and currency markets in the emerging Eastern European and Russian markets

Lee, Yen-Hsien; Fang, Hao; Su, Wei-fan - In: Finance a úvěr 64 (2014) 4, pp. 296-311

Persistent link: https://www.econbiz.de/10010399924

Do focused funds offer superior performance in an emerging market? : evidence from Taiwan’s stock market

Shyu, Jonchi; Lin, Jia-chi; Chang, Chi-chong - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 202-218

Persistent link: https://www.econbiz.de/10010403716

Aspects of volatility and correlations in European emerging economies

Golab, Anna; Allen, David E.; Powell, Robert - In: Emerging markets and sovereign risk, (pp. 59-80). 2015

Persistent link: https://www.econbiz.de/10010458449

Measuring value at risk on emerging stock markets : empirical evidence from Serbian stock exchange

Miletić, Mirjana; Miletić, Siniša - In: Facta Universitatis / Series economics and organization … 10 (2013) 1, pp. 25-37

Persistent link: https://www.econbiz.de/10010458744