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ArticleMean–variance convergence around the world

Cheol S. Eun2009

Article2009

Mean–variance convergence around the world

Cheol S. Eun · Jin‐Soo Lee

104 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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References

1991Convergence Across States and Regions 2001Extreme Correlation of International Equity Markets 1995Is the correlation in international equity returns constant: 1960–1990?1970International Diversification of Investment Portfolios 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows 1974Why Not Diversify Internationally Rather Than Domestically?2005International Stock Return Comovements 2001Long-Term Global Market Correlations

Cited by

2016The Effect of US Stock Market Uncertainty on Emerging Market Returns 2013International Diversification Benefits with Foreign Exchange Investment Styles 2013African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment 2016Globalization and Asset Returns 2022The conditional impact of investor sentiment in global stock markets: A two-channel examination 2012Islamic investing

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Year2009

Typearticle

Published2009-09-28

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations104

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2009.09.016

openalex_workW3124288595

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2021

Factors and risk premia in individual international stock returns

2017A global network topology of stock markets: Transmitters and receivers of spillover effects