Market integration in developed and emerging markets: Evidence from the CAPM
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Business and International Management
Reference16 articles.
1. Time-varying world market integration;Bekaert;Journal of Finance,1995
2. Cross-border valuation: the international cost of equity capital;Bodnar,2003
3. Estimating time varying risk premia in the term structure: the ARCH-M model;Engle;Econometrica,1987
4. Ex ante cost of equity estimates of S&P 500 firms: the choice between global and domestic CAPM;Harris;Financial Management,2003
5. The world price of covariance risk;Harvey;Journal of Finance,1991
Cited by 43 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. A state-dependent international CAPM for partially integrated markets: Using local and US risk factors;Global Finance Journal;2024-09
2. Risksiz Faiz Oranı Tercihlerinin Portföy Optimizasyon Sonuçlarına Etkisi;Dumlupınar Üniversitesi Sosyal Bilimler Dergisi;2024-01-30
3. Influencing factors of stock returns based on Fama–French model and intelligent algorithm;Soft Computing;2023-05-05
4. Influencing factors of stock returns based on Fama-French model and intelligent algorithm;2023-03-24
5. Stock markets integration perspectives towards sustainable finance: Evidence of developed and emerging financial markets;Reference Module in Social Sciences;2023
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3