SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Emerging Markets
0 references·16 citing·55 second hopsampled
Emerging Markets (1992)Emerging MarketsCointegration relationship and time varying co-movements among Indian and Asian developed stock markets (2011)Cointegration relationship an…Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit? (2005)Emerging markets of South-Eas…Country risk and stock market volatility, predictability, and diversification in the Middle East and Africa (2003)Country risk and stock market…The explanatory power of political risk in emerging markets (2002)The explanatory power of poli…How Efficient are Africa's Emerging Stock Markets? (2002)How Efficient are Africa's Em…International Portfolio Investment: Theory, Evidence, and Institutional Framework (2001)International Portfolio Inves…Country and industry factors in returns: evidence from emerging markets’ stocks (2000)Country and industry factors …A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis (2000)A study of cointegration and …Correlation in price changes and volatility of major Latin American stock markets (1999)Correlation in price changes …The stock price–volume relationship in emerging stock markets: the case of Latin America (1998)The stock price–volume relati…Performance Characteristics of Emerging Capital Markets (1998)Performance Characteristics o…Co-Movements of European Equity Markets Before and After the 1987 Crash (1997)Co-Movements of European Equi…The Risk Exposure of Emerging Equity Markets (1995)The Risk Exposure of Emerging…The Emergence of Equity Investment in Developing Countries: Overview (1995)The Emergence of Equity Inves…Political Risk and the Benefits of International Portfolio Diversification (1995)Political Risk and the Benefi…What Moves the Discount on Country Equity Funds? (1993)What Moves the Discount on Co…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)The co-movement of stock markets in East Asia (2009)Emerging markets and financial crises: Regional, global or isolated shocks? (2012)Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks (2016)The Relation Between Price Changes and Trading Volume: A Survey (1987)Stock Prices and Volume (1992)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Testing Alternative Theories of the Property Price-Trading Volume Correlation (2002)Causality between trading volume and returns: Evidence from quantile regressions (2012)Revisiting the empirical linkages between stock returns and trading volume (2012)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)Measuring and Testing the Impact of News on Volatility (1993)Interdependence and dynamic linkages between the emerging stock markets of South Asia (2004)Interdependence of international equity variances: Evidence from East Asian markets (2007)Global and regional volatility spillovers to GCC stock markets (2014)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Econometrics of Financial Markets (1997)The efficient market hypothesis: Evidence from ten African stock markets (2007)Modelling stock returns in Africa's emerging equity markets (2009)Stock market integration in Africa (2011)The Econometrics of Financial Markets (2012)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Modern Portfolio Theory and Investment Analysis. (1982)Investor Diversification and International Equity Markets (1991)Terrorism and international business: A research agenda (2010)Does politician turnover affect foreign subsidiary performance? Evidence in China (2019)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Country versus Region Effects in International Stock Returns (2005)Sources of gains from international portfolio diversification (2006)Asymmetric effects of investor sentiment on industry stock returns: Panel data evidence (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The arbitrage theory of capital asset pricing (1976)The Drivers of Expected Returns in International Markets (2005)Patriotism in your portfolio (2010)A spatial analysis of international stock market linkages (2013)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Which market integration measure? (2016)Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets (2019)A bibliometric review of financial market integration literature (2022)Dividend yields and expected stock returns (1988)Financial and political risks in US direct foreign investment (2005)HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT* (2009)The political risk factor in emerging, frontier, and developed stock markets (2015)Transmission of Volatility Between Stock Markets (1989)Correlations in Price Changes and Volatility across International Stock Markets (1990)Transmission of Volatility between Stock Markets (1990)Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia (2004)Quantifying the Behavior of Stock Correlations Under Market Stress (2012)Integration of emerging stock markets with global stock markets (2015)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

No references inside the corpus for this window.

Cited by

  • 1995The Risk Exposure of Emerging Equity Markets214 cited
  • 2000A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis179 cited
  • 2002The explanatory power of political risk in emerging markets159 cited
  • 2011Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets155 cited
  • 1998The stock price–volume relationship in emerging stock markets: the case of Latin America148 cited
  • 1997Co-Movements of European Equity Markets Before and After the 1987 Crash125 cited
  • 2000Country and industry factors in returns: evidence from emerging markets’ stocks119 cited
  • 2002How Efficient are Africa's Emerging Stock Markets?115 cited
  • 1999Correlation in price changes and volatility of major Latin American stock markets114 cited
  • 1995Political Risk and the Benefits of International Portfolio Diversification107 cited
  • 2003Country risk and stock market volatility, predictability, and diversification in the Middle East and Africa86 cited
  • 1993What Moves the Discount on Country Equity Funds?84 cited
  • 1995The Emergence of Equity Investment in Developing Countries: Overview78 cited
  • 2005

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit?
74 cited
  • 1998Performance Characteristics of Emerging Capital Markets74 cited
  • 2001International Portfolio Investment: Theory, Evidence, and Institutional Framework69 cited