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A cross-section analysis of financial market integration in North America using a four factor model
Beaulieu, Marie-Claude
;
Gagnon, Marie-Hélène
;
Khalaf, …
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International journal of managerial finance : IJMF
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2009
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3
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pp. 248-267
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Nonlinear dynamics within macroeconomic factors and stock market in Portugal, 1993 - 2003
Dionisio, Andreia
;
Menezes, Rui
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Mendes, Diana
;
Silva, …
- In:
Applied econometrics and international development
7
(
2007
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2
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pp. 57-70
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The release of Nelson Mandela : effect on the Johannesburg securities exchange
Stephanou, Costas M.
;
Du Toit, Gawie S.
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Maritz, Marius J.
- In:
Multinational finance journal : MF ; quarterly …
7
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2003
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3/4
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pp. 153-175
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Currency risk premia in global stock markets
Roache, Shaun K.
;
Merritt, Matthew D.
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2006
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5
Testing the arbitrage pricing theory in an emerging stock market : the case of Mauritius
Bundoo, Sunil Kumar
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
1
(
2009
)
4
,
pp. 322-332
Persistent link: https://www.econbiz.de/10003924456
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6
Essays in financial economics
Savor, Pavel
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2006
Persistent link: https://www.econbiz.de/10003965701
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7
Non-parametric analysis of equity arbitrage
Vortelinos, Dimitrios I.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 199-216
Persistent link: https://www.econbiz.de/10010532732
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Revisiting the arbitrage pricing theory (APT) in the Nigerian stock market : a structural var approach
Jamani, Ndubuisi
;
Modugu, Kennedy Prince
- In:
Business analyst : a refereed journal of Shri Ram …
35
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2014/15
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2
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pp. 143-159
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What does the high-dimensional factor analysis tell us about risk factors in the Australian stock market?
Bowers, Colin T.
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Heaton, Christopher
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Applied economics
45
(
2013
)
10/12
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pp. 1395-1404
Persistent link: https://www.econbiz.de/10009718379
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Asia’s stock markets : are there crouching tigers and hidden dragons?
Lipinsky, Fabian
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Ong, Li Lian
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2014
Persistent link: https://www.econbiz.de/10010359852
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