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Characterizing world market integration through time
Carrieri, Francesca; Errunza, Vihang R.; Hogan, Kedreth C. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 915-940
Persistent link: https://www.econbiz.de/10003586826
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The impact of the EMS on exchange rate predictability
Errunza, Vihang R. - In: Journal of multinational financial management 2 (1993) 3, pp. 73-94
Persistent link: https://www.econbiz.de/10001150043
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Behavior of international stock return distributions : a simple test of functional form
Errunza, Vihang R. - In: International review of economics & finance : IREF 5 (1996) 1, pp. 51-61
Persistent link: https://www.econbiz.de/10001205989
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Macroeconomic determinants of European stock market volatility
Errunza, Vihang R. - In: European financial management : the journal of the … 4 (1998) 3, pp. 361-377
Persistent link: https://www.econbiz.de/10001251079
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The pricing of country funds from emerging markets : theory and evidence
Errunza, Vihang R. - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 111-143
Persistent link: https://www.econbiz.de/10001236672
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Market segmentation and noise trader risk
Errunza, Vihang R.; Hogan, Kedreth C.; Hung, Mao-Wei - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 85-100
Persistent link: https://www.econbiz.de/10001488355
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Can the gains from international diversification be achieved without trading abroad?
Errunza, Vihang R.; Hogan, Kedreth C.; Hung, Mao-Wei - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2075-2107
Persistent link: https://www.econbiz.de/10001496824
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An intertemporal international asset pricing model : theory and empirical evidence
Chang, Jow-ran; Errunza, Vihang R.; Hogan, Kedreth C.; … - In: European financial management : the journal of the … 11 (2005) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10003061712
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Market Segmentation and Noise Trader Risk
Errunza, Vihang R. - 2000
A simple asset pricing model is developed to take into account two important characteristics in global investments: market segmentation and noise trader risk. Our results show the removal of international investment barriers and cross-border listings have not led to a fully integrated...
Persistent link: https://www.econbiz.de/10012743414
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Market Segmentation and Noise Trader Risk
Errunza, Vihang R. - 2000
A simple asset pricing model is developed to take into account two important characteristics in global investments: market segmentation and noise trader risk. Our results show the removal of international investment barriers and cross-border listings have not led to a fully integrated...
Persistent link: https://www.econbiz.de/10012788832