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Evidence of overreaction in the emerging equity markets of Latin America and Asia

Ratner, Mitchell; Leal, Ricardo P. C. - In: Journal of emerging markets 4 (1999) 3, pp. 5-24

Persistent link: https://www.econbiz.de/10009894035

Stock returns and trading volume : evidence from the emerging markets of Latin America and Asia

Ratner, Mitchell; Leal, Ricardo P. C. - In: Journal of emerging markets 6 (2001) 1, pp. 5-22

Persistent link: https://www.econbiz.de/10009894050

Global portfolio diversification : implications of the co-movements of Latin America stock markets with the world's other stock markets

Meric, Gulser; Ratner, Mitchell; Lentz, Christine; … - In: Journal of emerging markets 11 (2006) 3, pp. 32-39

Persistent link: https://www.econbiz.de/10009894120

An examination of the decoupling of emerging markets from the US equity market

Ratner, Mitchell; Meric, Ilhan; Meric, Gulser - In: Journal of emerging markets 14 (2009) 1, pp. 7-23

Persistent link: https://www.econbiz.de/10009894147

The influence of Confucius on intellectual property rights in China

Chou, Justin A.; Ratner, Mitchell - In: Journal of emerging markets 15 (2011) 3, pp. 8-16

Persistent link: https://www.econbiz.de/10009894161

Co-movements of U.S. and Latin American equity markets before and after the 1987 crash

Meric, Gulser; Leal, Ricardo P.C.; Ratner, Mitchell; … - In: International review of financial analysis 10 (2001) 3, pp. 219-236

Persistent link: https://www.econbiz.de/10007170189

The Informational Role of Tender Offer Stock Repurchases: Evidence from Institutional Ownership

Ratner, Mitchell; Szewczyk, Samuel H.; Tsetsekos, George P. - In: Journal of business finance & accounting : JBFA 23 (1996) 5-6, pp. 869-880

Persistent link: https://www.econbiz.de/10007004436

Hedging Emerging Market Stock Risk with Sovereign Credit Default Swaps

Ratner, Mitchell; Chiu, Chih-Chieh (Jason) - 2016

This paper tests sovereign credit default swaps (CDS) as a hedge and safe haven asset against stock index returns in a sample of 18 emerging markets from 2005-2014. GARCH dynamic conditional correlation analysis indicates that CDS are an effective hedge due to the consistent inverse relationship...

Persistent link: https://www.econbiz.de/10014130006

Co-movements of U.S. and Latin American equity markets before and after the 1987 crash

Meric, Gulser; Leal, Ricardo P. C.; Ratner, Mitchell; … - In: International Review of Financial Analysis 10 (2001) 3, pp. 219-235

Persistent link: https://www.econbiz.de/10005228962

Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications

Meric, Ilhan; Ratner, Mitchell; Meric, Gulser - In: International Review of Financial Analysis 17 (2008) 1, pp. 156-177

Persistent link: https://www.econbiz.de/10005228965

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