Global, Developed and Emerging Stock Market: Which Characteristic Matters?-Reference-Cited by-同舟云学术

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Global, Developed and Emerging Stock Market: Which Characteristic Matters?

Published:2023-03-13 Issue:8 Volume:59 Page:2617-2636
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Ma Tian¹²^ORCID,Liao Cunfei³^ORCID,Jiang Fuwei⁴^ORCID

Affiliation:

1. School of Economics, Minzu University of China, Beijing, China

2. China Institute for Vitalizing Border Areas and Enriching the People, Beijing, China

3. School of Economics and Management, Nanjing University of Science and Technology, Nanjing, China

4. School of Finance, Central University of Finance and Economics, Beijing, China

Funder

National Social Science Fund of China

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2023.2186176

Reference36 articles.

1. Emerging equity market volatility

2. Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?

3. Factors and risk premia in individual international stock returns

4. Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach

5. Individualism and Momentum around the World

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