Are There Benefits from Trading Strategy Based on the Returns Spillovers to the Emerging Stock Markets?: Evidence from Poland
Author:
Affiliation:
1. a The Department of Accountancy and Finance, Heriot-Watt University, Edinburgh, United Kingdom
2. b University of Lodz, Poland
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.2753/REE1540-496X430404
Reference29 articles.
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3. Bekaert, G., and C.R. Harvey. 2000. "Foreign Speculators and Emerging Equity Markets." Journal of Finance 55, no. 2: 565-613.
4. Bekaert, G.; C.R. Harvey; and A. Ng. 2005. "Market Integration and Contagion." Journal of Business 78, no. 1: 39-69.
5. Blume, L.; D. Easley; and M. O'Hara. 1994. "Market Statistics and Technical Analysis: The Role of Volume." Journal of Finance 49, no. 1: 153-181.
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