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Predictable Risk and Returns in Emerging Markets.. (1995). Harvey, Campbell.
In: Review of Financial Studies.
RePEc:oup:rfinst:v:8:y:1995:i:3:p:773-816.

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  2. Cryptocurrencies against stock market risk: New insights into hedging effectiveness. (2024). Echaust, Krzysztof ; Just, Magorzata.
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  3. Predicting the equity premium with financial ratios: A comprehensive look over a long period in Korea. (2024). Ho, Young ; Hahn, Jaehoon ; Park, Dojoon.
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  4. What Determines Equity Returns in Emerging Markets?. (2024). Foye, James.
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  5. Asymmetric effect of macroeconomic variables on the emerging stock indices: A quantile ARDL approach. (2023). Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin.
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  6. Are return predictors of industrial equity indexes common across regions?. (2023). Umutlu, Mehmet ; Bengitoz, Pelin.
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  81. An Investigation of the Weak Form of the Efficient Markets Hypothesis for the Kuwait Stock Exchange. (2018). .
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  82. Cross-Section of Asset Returns: Emerging Markets and Market Integration. (2018). Ajrapetova, Tamara.
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  85. The effect of ex ante and ex post conservatism on the cost of equity capital: A quantile regression approach for MENA countries. (2018). Khalifa, Maha ; Hussainey, Khaled ; ben Othman, Hakim.
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  86. Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets. (2018). Kutan, Ali M ; Zhao, Yang ; Wei, Mingzhe ; Shi, Yukun.
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  87. The dependence structure between Chinese and other major stock markets using extreme values and copulas. (2018). Hussain, Saiful Izzuan ; Li, Steven.
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  89. Implied volatility linkages between the U.S. and emerging equity markets: A note. (2018). Dutta, Anupam.
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  90. World output gap and global stock returns. (2018). Atanasov, Victoria .
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  91. A comprehensive test of the Fama-French five-factor model in emerging markets. (2018). Foye, James.
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  92. Size, value, profitability, and investment: Evidence from emerging markets. (2018). Leite, Andre Luis ; da Silva, Aldo Ferreira ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus.
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  93. Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi.
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  94. Competition and Bank Stability. (2018). Abel, Sanderson ; Mutandwa, Learnmore ; le Roux, Pierre.
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  95. Out‐of‐sample stock return predictability in emerging markets. (2018). Bahrami, Afsaneh ; Uylangco, Katherine ; Shamsuddin, Abul.
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  104. Modelling Volatility Persistence and Asymmetry with Structural Break: Evidence from the Nigerian Stock Market. (2017). Oseko, Migiro Stephen ; Olufemi, Adeyeye Patrick ; Adewale, Aluko Olufemi.
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  105. Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model. (2017). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi.
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  106. On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging. (2017). Hou, Yang ; Holmes, Mark.
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  107. How Can We Increase Shareholder Wealth? An Empirical Validation from European Countries. (2017). Hatem, Ben Said .
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  108. Effects of Macroeconomic Volatility on Stock Prices in Kenya: A Cointegration Evidence from the Nairobi Securities Exchange (NSE). (2017). Mumo, Muinde Patrick .
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  109. A Note on Risk Sharing versus Instability in International Financial Integration: When Obstfeld Meets Stiglitz. (2017). ZOU, Benteng ; Boucekkine, Raouf.
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  110. Cost of equity estimation for the Brazilian market: a test of the Goldman Sachs model. (2017). Sanvicente, Antonio ; Sheng, Hsia Hua ; Poli, Luiz Felipe .
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  111. Stock return autocorrelation, day of the week and volatility: An empirical investigation on the Saudi Arabian stock market. (2017). Chowdhury, Shah Saeed ; Sadique, Shibley M ; Rahman, Arifur M ; Hassan, Shah Saeed .
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  112. The impact of the Arab Spring and the Ebola outbreak on African equity mutual fund investor decisions. (2017). Del Giudice, Alfonso ; Paltrinieri, Andrea.
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  113. Determinants of idiosyncratic volatility: Evidence from the Indian stock market. (2017). Kumari, Jyoti ; Hiremath, Gourishankar S ; Mahakud, Jitendra.
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  114. Valuing emerging markets companies: New approaches to determine the effective exposure to country risk. (2017). giannozzi, alessandro ; Baglioni, Tommaso ; Roggi, Oliviero.
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  115. Long memory or structural breaks: Some evidence for African stock markets. (2017). Ngene, Geoffrey ; Darrat, Ali F ; Tah, Kenneth A.
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  116. Time-varying return predictability in South Asian equity markets. (2017). Lee, Doo Won ; Lutfur, MD ; Shamsuddin, Abul.
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  117. Seasonal anomalies in advanced emerging stock markets. (2017). Docherty, Paul ; Seif, Mostafa ; Shamsuddin, Abul.
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  118. Cross-country evidence on the relation between capital gains taxes, risk, and expected returns. (2017). Hail, Luzi ; Wang, Clare ; Sikes, Stephanie .
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  119. Portfolio concentration and performance of institutional investors worldwide. (2017). Sokolyk, Tatyana ; Choi, Nicole ; Fedenia, Mark ; Skiba, Hilla .
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  120. Stock returns and interest rates around the World: A panel data approach. (2017). Mollick, Andre ; Assefa, Tibebe A ; Esqueda, Omar A.
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  121. Mean-variance versus naïve diversification: The role of mispricing. (2017). Yan, Cheng ; Zhang, Huazhu .
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  122. Time-varying conditional discrete jumps in emerging African equity markets. (2017). Kuttu, Saint.
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  123. Emerging markets: Is the trend still your friend?. (2017). Conover, Mitchell C ; Szakmary, Andrew C ; Johnson, Robert R ; Jensen, Gerald R.
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  124. Predicting international stock returns with conditional price-to-fundamental ratios. (2017). Lawrenz, Jochen ; Zorn, Josef.
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  125. Chasing volatility. (2017). Rossi, Eduardo ; Caporin, Massimiliano ; de Magistris, Paolo Santucci.
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  126. Kenya Commercial Banks are Star Performers: Myth or Truth? Exploratory Empirical Evidence from Nairobi Securities Exchange. (2017). Karanja, James Mwangi ; Muinde, Patrick Mumo .
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  127. The Linkage between Emerging and Developed Markets: Implication for International Portfolio Diversification. (2017). Fapetu, Oladapo ; Aluko, Olufemi.
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  128. Skew and heavy-tail effects on firm performance. (2017). Makino, Shige ; Chan, Christine M.
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  129. Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks: evidence from a unique Malaysian data set. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria.
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  130. Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market. (2017). Sadaqat, Mohsin ; Butt, Hilal Anwar.
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  131. Excellence Model for Sustainable Convergence in the EU Higher Education. (2017). Hadad, Shahrazad ; Dima, Alina Mihaela ; Ghinea, Valentina Mihaela.
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  132. Vice versus virtue investing around the world. (2016). Walkshausl, Christian ; Lobe, Sebastian.
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  133. The Performance of Skewness and Kurtosis Adjusted Option Pricing Model in Emerging Markets: A case of Turkish Derivatives Market. (2016). Alp, Ozge Sezgin .
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  134. Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets. (2016). Paramati, Sudharshan Reddy ; Tandon, Kishore ; Gupta, Rakesh.
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  135. Conventional and Islamic stock markets: what about financial performance?. (2016). Ben Rejeb, Aymen ; Arfaoui, Mongi .
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  136. Long-Run Comovements in East Asian Stock Market Volatility. (2016). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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  137. Cost of Capital in Emerging Markets: Bridging Gaps between Theory and Practice. (2016). Walker, Eduardo.
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  138. Predictability of Growth in Emerging Markets: Information in Financial Aggregates. (2016). Banegas, Ayelen.
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  139. Is the Development of WIG Index Determined by Certain Macroeconomic and Financial Factors?. (2016). Drachal, Krzysztof.
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  140. Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study. (2016). Kundu, Srikanta ; Sarkar, Nityananda.
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  141. Global economic activity as an explicator of emerging market equity returns. (2016). Piljak, Vanja ; Graham, Michael ; Peltomaki, Jarkko.
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  142. The explanatory power of higher moment capital asset pricing model in the Karachi stock exchange. (2016). Akbar, Muhammad ; Nguyen, Thuy Thu .
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  143. MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008. (2016). Assaf, Ata.
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  144. BRIC or CBRI: It just doesn’t sound as sexy, does it?. (2016). Delcoure, Natalya ; Singh, Harmeet .
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  145. The role of information uncertainty in moving-average technical analysis: A study of individual stock-option issuance in Taiwan. (2016). Chen, Chien-Hua ; Lin, Jun-Biao ; Su, Xuan-Qi.
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  146. Banking industry performance in the wake of the global financial crisis. (2016). Ramos, Sofia ; Bhimjee, Diptes ; Dias, Jose G.
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  147. Financial crises and contagion vulnerability of MENA stock markets. (2016). Neaime, Simon.
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  148. On time-varying predictability of emerging stock market returns. (2016). Auer, Benjamin R.
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  149. Stock return predictability and determinants of predictability and profits. (2016). Narayan, Paresh ; Bannigidadmath, Deepa.
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  150. Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). Saadaoui, Amir ; Boujelbene, Younes.
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  151. Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). SAADAOUI, Amir ; Boujelbene, Younes.
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  152. Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis. (2016). Wong, Wing-Keung ; McAleer, Michael ; Suen, John .
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  153. International Variations in the Benefits of Feasible Diversification Strategies. (2015). Chiou, Wan-Jiun Paul ; Boasson, Vigdis W ; Wan- Jiun Paul Chiou, .
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  154. Essays in banking and international finance. (2015). Schafer, Larissa .
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  155. Structural breaks and portfolio performance in global equity markets. (2015). Turtle, Harry J ; Zhang, Chengping.
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  156. The effect of conservatism on cost of capital: MENA evidence. (2015). ben Othman, Hakim ; Khalifa, Maha .
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  157. Behaviour of Stock Return Autocorrelation in the GCC Stock Markets. (2015). Chowdhury, Shah Saeed ; Hassan, Shah Saeed ; Sadique, Shibley M ; Rahman, Arifur M.
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  158. Evolution of Mutual Funds in Romania: Performance and Risks. (2015). Nicolescu, Luminita ; Lupu, Radu ; Gabriel, Tudorache Florentin.
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  159. Análise VAR dos índices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA. (2015). Marques, António ; Fuinhas, José ; Nogueira, David Coito .
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  160. The implied growth rates and country risk premium: evidence from Chinese stock markets. (2015). Huang, Wei ; Wang, Pengguo.
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  161. Imports, Exports, Dollar Exposures, and Stock Returns. (2015). Wu, Liuren ; Tang, YI ; Chakraborty, Suparna.
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  162. Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework. (2015). Aloui, Chaker.
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  163. Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna.
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  164. Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market?. (2015). Roca, Eduardo ; Jamaani, Fouad .
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  165. Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions. (2015). Assaf, Ata.
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  166. Foreign exchange risk and the term-structure of industry costs of equity. (2015). Krapl, Alain ; Giaccotto, Carmelo .
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  167. Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna.
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  168. Frontier market transaction costs and diversification. (2015). Visaltanachoti, Nuttawat ; Marshall, Ben ; Nguyen, Nhut H..
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  169. The benefits of international diversification: market development, corporate governance, market cap, and structural change effects. (2015). Switzer, Lorne ; Tahaoglu, Cagdas .
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  170. Clustering financial time series: New insights from an extended hidden Markov model. (2015). Ramos, Sofia ; Vermunt, Jeroen K. ; Dias, Jose G..
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  171. Does institutional reform improve the impact of investment bank reputation on the long-term stock performance of initial public offerings?. (2015). Su, Chen.
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  172. Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna .
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  173. Accounting Conservatism and the Cost of Capital: An International Analysis. (2015). Li, XI.
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  174. Bloody foreigners! Overseas equity on the London Stock Exchange, 1869–1929. (2015). Grossman, Richard.
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  175. Value Premium and Country Risk as Dimensions to Estimate Conditional Returns: a Study of the Brazilian Market. (2015). Bressan, Aureliano ; Lilian de Castro Medeiros, .
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  176. Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna .
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  177. Time-varying Industrial Portfolio Betas under the Regime-switching Model: Evidence from the Stock Exchange of Thailand. (2015). Prukumpai, Suthawan .
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  178. Default and Risk Premia in Microfinance Group Lending. (2014). Tantisantiwong, Nongnuch ; simmons, peter.
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  179. Bloody Foreigners! Overseas Equity on the London Stock Exchange, 1869-1928. (2014). Grossman, Richard.
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  180. Time-varying financial spillovers from the US to frontier markets. (2014). Todorov, Galin ; Bidarkota, Prasad .
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  181. Financial liberalization and emerging stock market efficiency: an empirical analysis of structural changes. (2014). Ben Rejeb, Aymen ; Boughrara, Adel .
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  182. The relationship between financial liberalization and stock market volatility: the mediating role of financial crises. (2014). Ben Rejeb, Aymen ; Boughrara, Adel .
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  183. Local and global illiquidity effects in the Balkans frontier markets. (2014). Milunovich, George ; Jelena Minović, .
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  184. The conditional pricing of currency and inflation risks in Africas equity markets. (2014). Ojah, Kalu ; Kodongo, Odongo.
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  185. The Time-Varying Risk and Return Trade Off in Indian Stock Markets. (2014). P, Srinivasan ; Mohanty, Roshni ; Vasan, Srini .
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  186. Unraveling Hidden Order in the Dynamics of Developed and Emerging Markets. (2014). Ben-Jacob, Eshel ; Shapira, Yoash ; Berman, Yonatan.
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  187. International Diversification Benefits with Foreign Exchange Investment Styles. (2014). Schrimpf, Andreas ; Kroencke, Tim ; Schindler, Felix.
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  188. Cost of equity capital, control divergence, and institutions: the international evidence. (2014). Wu, Woody ; Chu, Teresa ; Haw, In-Mu ; Lee, Bryan .
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  189. Foreign Ownership and Firm Value: Evidence from Australian Firms. (2014). Mishra, Anil.
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  190. An Analysis of the Relationship between Risk and Expected Return in the BRVM Stock Exchange: Test of the CAPM. (2014). Vikpossi, Anani Ekoue ; Pamane, Kolani .
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  191. The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach. (2014). Teulon, Frédéric ; Guesmi, Khaled.
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  192. THE RISK-RETURN TRADE-OFF OF INVESTING IN LATIN AMERICAN EMERGING STOCK MARKETS. (2014). Vedd, Rishma ; Lazarony, Paul .
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  193. PICKING THE RIGHT BUDGET CONSTRAINT FOR SCOTLAND. (2014). Tsoukas, Serafeim ; MacDonald, Ronald ; Hallwood, Paul ; Bose, Udichibarna .
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  194. Foreign Portfolio Investment Flows to India: Determinants and Analysis. (2014). GARG, REETIKA ; Dua, Pami.
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  195. Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty. (2014). Donadelli, Michael ; Persha, Lauren .
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  196. Asset pricing for inefficient markets: Evidence from China and India. (2014). Majumder, Debasish .
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  197. Country risk and the cost of equity in emerging markets. (2014). Warnes, Ignacio .
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  198. Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns. (2014). Nitschka, Thomas.
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  199. Conditional pricing of currency risk in Africas equity markets. (2014). Ojah, Kalu ; Kodongo, Odongo.
    In: Emerging Markets Review.
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  200. Can institutions and macroeconomic factors predict stock returns in emerging markets?. (2014). Thuraisamy, Kannan ; Narayan, Seema.
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  201. Foreign shocks and international cost of equity destabilization. Evidence from the MENA region. (2014). Neaime, Simon ; Guyot, Alexis ; Lagoarde-Segot, Thomas.
    In: Emerging Markets Review.
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  202. Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia. (2014). Guesmi, Khaled ; Abid, Ilyes ; Kaabia, Olfa.
    In: Economic Modelling.
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  203. The role of education in equity portfolios during the recent financial crisis. (2014). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna .
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  204. Foreign Ownership Restriction and Momentum – Evidence from Emerging Markets. (2014). Qin, Yafeng ; Bai, Min.
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  205. Are All Credit Default Swap Databases Equal?. (2014). Mayordomo, Sergio ; Schwartz, Eduardo S ; Pea, Juan Ignacio.
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  206. The role of education in equity portfolios during the recent financial crisis. (2014). MacDonald, Ronald ; Bose, Udichibarna ; Tsoukas, Serafeim.
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  209. Model of Financial Crisis Contagion: A Survey-based Simulation by Means of the Modified Kaplan-Meier Survival Plots. (2013). Roszkowska, Paulina ; ukasz, Prorokowski ; Paulina, Roszkowska .
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  210. Which Global Stock Indices Trigger Stronger Contagion Risk in the Vietnamese Stock Market? Evidence Using a Bivariate Analysis. (2013). wang, kuan min ; Lai, Hung-Cheng .
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  211. Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; McAleer, Michael ; Suen, John .
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  212. Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; McAleer, Michael ; Suen, John .
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  213. Global integration and emerging stock market excess returns. (2013). Donadelli, Michael.
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  214. Did Vietnam stock market avoid the “contagion risk” from China and the U.S.? The contagion effect test with dynamic correlation coefficients. (2013). wang, kuan min.
    In: Quality & Quantity: International Journal of Methodology.
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  215. An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach - Un’analisi empirica della reazione del mercato azionario colombiano . (2013). Sarmiento-Sabogal, Julio ; Hatemi-J, Abdulnasser ; Hatemi-J , Abdulnasser, ; Hatemi-J, Abdulnasser, .
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  216. Economic Downturn and Efficient Market Hypothesis: Lessons so Far for Ghana. (2013). Sarpong, David ; Agbodohu, William ; Winful, Ernest C..
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  217. On the Dynamics of Industrial Stock Market Excess Returns. (2013). Donadelli, Michael.
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  218. Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; McAleer, Michael ; Suen, John .
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  219. Firm fundamentals and stock prices in emerging Asian stock markets: some panel data evidence. (2013). Hassan, M. Kabir ; Rahman, M..
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  220. Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan. (2013). Lee, Cheng Few ; Chiou, Paul.
    In: Review of Quantitative Finance and Accounting.
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  221. Time Variation in Diversification Benefits of Commodity, REITs, and TIPS. (2013). Huang, Jingzhi ; Zhong, Zhaodong.
    In: The Journal of Real Estate Finance and Economics.
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  222. An asymmetric approach to the cost of equity estimation: empirical evidence from Russia. (2013). Fomkina, Sofya ; Dranev, Yury .
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  223. New Evidence on the Information and Predictive Content of the Baltic Dry Index. (2013). Payne, James ; Apergis, Nicholas.
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  224. Development and international diversification benefits of equity markets in China, Hong Kong, and Taiwan. (2013). Huang, Chin-Wen ; Wan- Jiun Paul Chiou, ; Chun- Pin Hsu, ; Chin- Wen Huang, .
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  225. Foreign ownership in Australian firms. (2013). Mishra, Anil.
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  226. Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets. (2013). Nartea, Gilbert ; Gan, Christopher ; Yao, Lee J. ; Yu, Hao.
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  227. Measuring daily Value-at-Risk of SSEC index: A new approach based on multifractal analysis and extreme value theory. (2013). Chen, Wang ; Wei, YU ; Lin, YU.
    In: Physica A: Statistical Mechanics and its Applications.
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  228. Salient features of dependence in daily US stock market indices. (2013). Gil-Alana, Luis ; Cuñado, Juncal ; de Gracia, Fernando Perez ; Cunado, Juncal.
    In: Physica A: Statistical Mechanics and its Applications.
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  229. Towards an efficient stock market: Empirical evidence from the Indian market. (2013). Majumder, Debasish .
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  230. An evaluation of the impact of stock market reforms on IPO under-pricing in China: The certification role of underwriters. (2013). Su, Chen ; Brookfield, David .
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  231. Size, value, and momentum in emerging market stock returns. (2013). Fabozzi, Frank ; Tan, Sinan ; Cakici, Nusret.
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  232. A risk-based explanation of return patterns—Evidence from the Polish stock market. (2013). Waszczuk, Antonina .
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  233. Dynamic return predictability in the Russian stock market. (2013). Kinnunen, Jyri.
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  234. Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa. (2013). Thuotte, Ross ; Moss, Todd.
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  235. Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; McAleer, Michael ; Suen, John .
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  236. Fitting the Variance-Gamma Model: A Goodness-of-Fit Check for Emerging Markets. (2013). Kuzubas, Tolga ; Karahan, Mehmet ; Goncu, Ahmet.
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  237. An Index-Based Model for Determining the Investment Benchmark of Renewable Energy Projects in South Africa. (2013). Fay, John ; Kumar, Umesh .
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  238. Is it possible to predict long-term success with k-NN? Case Study of four market indices (FTSE100, DAX, HANGSENG, NASDAQ). (2013). Gorban, A. N. ; Shi, Y. ; Yang, T. Y..
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  239. Islamic investing. (2012). Lobe, Sebastian ; Walkshausl, Christian.
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  240. Emerging Stock Premia: Do Industries Matter?. (2012). Lucchetta, Marcella ; Donadelli, Michael.
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  241. The predictability of excess returns in the emerging bond markets. (2012). Gau, Yin-Feng ; Liao, Wen-Ju .
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  242. Effect of the Political Regime on Asset Returns in Emerging Markets: An Empirical Investigation. (2012). Dutta, Nabamita.
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  243. A wavelet-based assessment of market risk: The emerging markets case. (2012). Nunes, Luis.
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  244. Short term momentum and contrarian profits on the Bucharest Stock Exchange before and during the global crisis. (2012). Stefanescu, Razvan ; DUMITRIU, Ramona.
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  245. The Equity Risk Premium: Empirical Evidence from Emerging Markets. (2012). Prosperi, Lorenzo ; Donadelli, Michael.
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  246. Institutions, the cost of capital, and long-run economic growth: evidence from the 19th century capital market. (2012). Chabot, Benjamin ; Alquist, Ron.
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  247. A note on US institutional equity flows to Brazil. (2012). French, Joseph ; Li, Wei-Xuan .
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  248. Islamic investing. (2012). Walkshusl, Christian ; Lobe, Sebastian .
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  249. A wavelet-based assessment of market risk: The emerging markets case. (2012). Rua, António ; Nunes, Luis.
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  250. Stock price synchronicities and speculative trading in emerging markets. (2012). Hsin, Chin-Wen ; Tseng, Po-Wen .
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  251. Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009. (2012). Vaihekoski, Mika ; Antell, Jan.
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  252. Time-varying performance of international mutual funds. (2012). Zhang, Chengping ; Turtle, H. J..
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  253. Evaluating the performance of global emerging markets equity exchange-traded funds. (2012). Blitz, David ; Huij, Joop.
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  254. Theory and practice of corporate finance: Evidence and distinctive features in Latin America. (2012). Maquieira, Carlos P. ; Sarria-Allende, Virginia ; Preve, Lorenzo A..
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  255. Audit quality in common-law and code-law emerging markets: Evidence on earnings conservatism, agency costs and cost of equity. (2012). Iatridis, George Emmanuel.
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  256. Political connections and the cost of equity capital. (2012). Mishra, Dev ; Saffar, Walid ; Guedhami, Omrane ; Boubakri, Narjess.
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  257. Is currency risk priced for emerging stock markets?. (2012). Chkili, Walid.
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  258. Dynamic Linkages among Financial Markets in the Greater China Region: A Multivariate Asymmetric Approach. (2012). Zhang, Zhaoyong ; HO, Kin Yip.
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  259. Unexploited gains from international diversification : patterns of portfolio holdings around the world. (2011). Schmukler, Sergio ; Rigobon, Roberto ; Didier, Tatiana.
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  260. Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009. (2011). Vaihekoski, Mika ; Antell, Jan.
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  261. Mean reversion and long memory in African stock market prices. (2011). Gil-Alana, Luis ; Anoruo, Emmanuel.
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  262. The three-factor model and artificial neural networks: predicting stock price movement in China. (2011). Leggio, Karyl ; Parry, Mark ; Cao, Qing.
    In: Annals of Operations Research.
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  263. Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>. (2011). Lupu, Radu.
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  264. On the Risk-Return Tradeoff in the Stock Exchange of Thailand: New Evidence. (2011). Jiranyakul, Komain.
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  265. Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market. (2011). Afego, Pyemo.
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  266. The Predictability of Non-Overlapping Forecasts: Evidence from a New Market. (2011). VISVIKIS, ILIAS ; Kavussanos, Manolis.
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  267. Underpricing and long-run performance of Chinese IPOs: the role of underwriter reputation. (2011). Su, Chen ; Bangassa, Kenbata.
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  268. Testing Multi-Factor Asset Pricing Models in the Visegrad Countries. (2011). Morgese Borys, Magdalena ; Borys, Magdalena Morgese Borys, .
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  269. Does infrequent trading make a difference on stock market efficiency?: Evidence from the Gulf Cooperation Council (GCC) countries. (2011). AlKhazali, Osamah .
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  270. Do ETFs provide effective international diversification?. (2011). Lin, Jun-Biao ; Huang, Mei-Yueh .
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  271. Modeling the fat tails in Asian stock markets. (2011). Kittiakarasakun, Jullavut ; Tse, Yiuman.
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  272. Return behaviour in Africas emerging equity markets. (2011). ALAGIDEDE, PAUL.
    In: The Quarterly Review of Economics and Finance.
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  273. International diversification with American Depository Receipts (ADRs). (2011). Kabir, M. Humayun ; Hassan, M. Kabir ; Maroney, Neal.
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  274. U.S. and Latin American stock market linkages. (2011). Lahrech, Abdelmounaim ; Sylwester, Kevin.
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  275. The world price of liquidity risk. (2011). Lee, Kuan-Hui .
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  276. Optimal close-to-home biases in asset allocation. (2011). Walker, Eduardo ; Varas, Felipe.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:64:y:2011:i:3:p:328-337.

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  277. Revisiting the risk/return relations in the Asian Pacific markets: New evidence from alternative models. (2011). Darrat, Ali F. ; Wu, Yanhui ; Gilley, Otis W. ; Li, Bin.
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  278. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?. (2011). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Aloui, Riadh.
    In: Journal of Banking & Finance.
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  279. The impact of underwriter reputation on initial returns and long-run performance of Chinese IPOs. (2011). Su, Chen ; Bangassa, Kenbata .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:5:p:760-791.

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  280. The effect of financial liberalization on stock-return volatility in GCC markets. (2011). Bley, Jorg ; Saad, Mohsen.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:5:p:662-685.

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  281. Relationship between portfolio diversification and value at risk: Empirical evidence. (2011). Kiani, Khurshid.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:4:p:443-459.

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  282. On the performance of emerging market equity mutual funds. (2011). Huij, Joop ; Post, Thierry.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:3:p:238-249.

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  283. Are GCC stock markets predictable?. (2011). Bley, Jorg.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:3:p:217-237.

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  284. Governance, monitoring and foreign investment in Chinese companies. (2011). Ratti, Ronald ; Mishra, Anil.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:2:p:171-188.

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  285. Emerging market benefits, investability and the rule of law. (2011). Buchanan, Bonnie ; Gordon, Rachel ; English, Philip C..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:1:p:47-60.

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  286. Monetary Policy in Emerging Markets: A Survey. (2011). Frankel, Jeffrey.
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp11-003.

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  287. FORECASTING THE MARKET CAPITAL OF DHAKA STOCK EXCHANGE IN BANGLADESH: A COMPARATIVE STUDY OF GARCH AND ARIMA MODELS. (2011). Shitan, Mahendran ; Mina Mahbub Hossain Author_Email: mahbubfhisrt@gma, ; Rajeb, Mehdi .
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  288. Efficient-Market Hypothesis and the Global Financial Crises – on the Example of SOFIX, DJIA and DAX Indexes. (2011). Tsenkov, Vladimir .
    In: Economic Studies journal.
    RePEc:bas:econst:y:2011:i:3:p:53-88.

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  289. Alternative investments: return driving actors. (2011). Marcato, Gianluca ; Elliott, Keith .
    In: ERES.
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  290. An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange. (2011). Bouri, Elie.
    In: Review of Economic and Business Studies.
    RePEc:aic:revebs:y:2011:i:8:bourie.

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  291. Can common stocks provide a hedge against inflation? Evidence from African countries. (2010). Panagiotidis, Theodore ; ALAGIDEDE, IMHOTEP.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:19:y:2010:i:3:p:91-100.

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  292. Common risk factors in the returns of shipping stocks. (2010). Schilling, Dirk ; Drobetz, Wolfgang ; Tegtmeier, Lars .
    In: Maritime Policy & Management.
    RePEc:taf:marpmg:v:37:y:2010:i:2:p:93-120.

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  293. Impact of liquidity on stock returns: an empirical investigation of the Tunisian stock market. (2010). Omri, Abdelwahed ; Loukil, Nadia ; Zayani, Mohamed Bechir .
    In: Macroeconomics and Finance in Emerging Market Economies.
    RePEc:taf:macfem:v:3:y:2010:i:2:p:261-283.

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  294. Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries. (2010). Panagiotidis, Theodore ; ALAGIDEDE, PAUL.
    In: Stirling Economics Discussion Papers.
    RePEc:stl:stledp:2010-07.

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  295. Wavelet-based Fuzzy Clustering of Time Series. (2010). Maharaj, Elizabeth ; Galagedera, Don ; D'Urso, Pierpaolo ; Durso, Pierpaolo.
    In: Journal of Classification.
    RePEc:spr:jclass:v:27:y:2010:i:2:p:231-275.

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  296. Crude Oil Price shocks to Emerging Markets: Evaluating the BRICs Case. (2010). Khan, Salman.
    In: MPRA Paper.
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  297. Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World. (2010). Schmukler, Sergio ; Rigobon, Roberto ; Didier, Tatiana.
    In: NBER Working Papers.
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  298. Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries. (2010). Panagiotidis, Theodore ; ALAGIDEDE, PAUL.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2010_06.

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  299. Does the Conditional CAPM Work? Evidence from the Istanbul Stock Exchange. (2010). Yalcn, Atakan ; Ersahin, Nuri .
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
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  300. The high-volume return premium: evidence from the Chinese stock market. (2010). Zhou, Zhong-Guo.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:35:y:2010:i:3:p:295-313.

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  301. Chinese IPO activity, pricing, and market cycles. (2010). Zhou, Zhong-Guo.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:34:y:2010:i:4:p:483-503.

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  302. International Diversification with Factor Funds. (2010). Eun, Cheol S. ; Zhang, Zhe ; Lai, Sandy ; de Roon, Frans A..
    In: Management Science.
    RePEc:inm:ormnsc:v:56:y:2010:i:9:p:1500-1518.

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  303. THE IMPACT OF DEREGULATION ON STOCK MARKET EFFICIENCY. (2010). Lee, Yen-Hsien.
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:4:y:2010:i:2:p:165-176.

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  304. INTERNATIONAL TRANSMISSION OF STOCK RETURNS: MEAN AND VOLATILITY SPILLOVER EFFECTS IN INDONESIA AND MALAYSIA. (2010). Kakinaka, Makoto ; Le, Trang Nha .
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:4:y:2010:i:1:p:115-131.

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  305. Mean reversion in stock market prices: New evidence based on bull and bear markets. (2010). Gil-Alana, Luis ; Cuñado, Juncal ; de Gracia, Fernando Perez ; CUNADO, J..
    In: Research in International Business and Finance.
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  306. Can common stocks provide a hedge against inflation? Evidence from African countries. (2010). Panagiotidis, Theodore ; ALAGIDEDE, PAUL.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:19:y:2010:i:3:p:91-100.

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  307. Time-varying global and local sources of market and currency risks in Russian stock market. (2010). Vaihekoski, Mika ; Saleem, Kashif.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:19:y:2010:i:4:p:686-697.

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  308. Monetary Policy in Emerging Markets. (2010). Frankel, Jeffrey.
    In: Handbook of Monetary Economics.
    RePEc:eee:monchp:3-25.

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  309. Information footholds: Isolating local presence as a factor in analyst performance and trading. (2010). chang, charles.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:6:p:1094-1107.

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  310. Testing conditional asset pricing models: An emerging market perspective. (2010). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert ; Galagedera, Don U. A., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:5:p:897-918.

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  311. The world price of home bias. (2010). Zhang, Bohui ; Lau, Sie Ting.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:2:p:191-217.

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  312. The degree of financial liberalization and aggregated stock-return volatility in emerging markets. (2010). Umutlu, Mehmet ; Altay-Salih, Aslihan ; Akdeniz, Levent.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:509-521.

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  313. An empirical investigation of stock market behavior in the Middle East and North Africa. (2010). Rothman, Philip ; Jahan-Parvar, Mohammad ; Cheng, Ai-Ru .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:3:p:413-427.

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  314. Oil shocks and stock returns: The case of the Central and Eastern European (CEE) oil and gas sectors. (2010). Bota, Gabor ; Mohanty, Sunil ; Nandha, Mohan .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:11:y:2010:i:4:p:358-372.

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  315. Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world. (2010). lucey, brian.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:11:y:2010:i:1:p:62-78.

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  316. Pricing emerging market stock returns: An update. (2010). Marshall, Andrew ; Barclay, Richard ; Fletcher, Jonathan.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:11:y:2010:i:1:p:49-61.

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  317. The power of market mood -- Evidence from an emerging market. (2010). Strasek, Sebastjan ; Jagric, Vita ; Markovic-Hribernik, Tanja .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:5:p:959-967.

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  318. Ex Post Portfolio Performance with Predictable Skewness and Kurtosis. (2010). Nicodano, Giovanna ; Guidolin, Massimo.
    In: Carlo Alberto Notebooks.
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  319. Wavelet-Based Prediction for Governance, Diversification and Value Creation Variables. (2010). BenMabrouk, Anouar ; Hallara, Slah-Eddine ; Kahloul, Ines ; ben Mabrouk, Anouar.
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  320. Short-Horizon Return Predictability in International Equity Markets. (2009). Kim, Jae ; Shamsuddin, Abul.
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  321. The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets. (2009). Salih, A A ; Akdeniz, L ; Umutlu, M.
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  322. The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets. (2009). Umutlu, Mehmet ; Salih, A. A. ; Akdeniz, L..
    In: Discussion Paper.
    RePEc:tiu:tiucen:33c2d6de-346d-4575-bb25-b8950ba97ffd.

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  323. Momentum profits, nonnormality risks and the business cycle. (2009). Fuertes, Ana-Maria ; Tan, Wooi-Hou ; Joëlle Miffre, .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:19:y:2009:i:12:p:935-953.

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  324. Modelling stock returns in Africas emerging equity markets. (2009). Panagiotidis, Theodore ; ALAGIDEDE, PAUL.
    In: Stirling Economics Discussion Papers.
    RePEc:stl:stledp:2009-04.

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  325. Are Capital Markets Integrated? A Test of Information Transmission within the European Union. (2009). Lupu, Radu ; Horobet, Alexandra .
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v:6:y:2009:i:2:p:64-80.

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  326. An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa. (2009). Rothman, Philip ; Jahan-Parvar, Mohammad ; Cheng, Ai-Ru .
    In: MPRA Paper.
    RePEc:pra:mprapa:13437.

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  327. Modelling stock returns in Africa’s emerging equity markets.. (2009). Panagiotidis, Theodore ; ALAGIDEDE, PAUL.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2009_01.

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  328. Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation. (2009). Yoon, Seong-Min ; Kang, Sanghoon .
    In: Korean Economic Review.
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  329. The impact of exchange rate risk on international asset pricing under various market structures. (2009). BAYRAKTAR, SEMA.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:32:y:2009:i:2:p:169-195.

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  330. Time-varying correlations and optimal allocation in emerging market equities for the US investors. (2009). Jithendranathan, Thadavillil ; Cha, Heung-Joo .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:2:p:172-187.

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  331. Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world. (2009). lucey, brian ; Brian M. Lucey, QiYu Zhang* School of Business, Tr, .
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp304.

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  332. Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets. (2009). Funke, Michael ; Colavecchio, Roberta .
    In: Working Papers.
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  333. Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets. (2009). Funke, Michael ; Colavecchio, Roberta .
    In: Quantitative Macroeconomics Working Papers.
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  334. Spillover Effects Among the Greater China Stock Markets. (2009). Johansson, Anders ; Ljungwall, Christer .
    In: World Development.
    RePEc:eee:wdevel:v:37:y:2009:i:4:p:839-851.

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  335. Do investors still benefit from international diversification with investment constraints?. (2009). Lee, Alice C. ; Wan- Jiun Paul Chiou, ; Chang, Chiu-Chi A..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:2:p:448-483.

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  336. Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data. (2009). Yu, Hai-Chin ; Chiang, Thomas C. ; Wu, Ming-Chya .
    In: Physica A: Statistical Mechanics and its Applications.
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  337. The style and innate structure of the stock markets in China. (2009). Wang, Huiwen ; Hu, Yan ; Long, Wen ; Mok, Henry M. K., .
    In: Pacific-Basin Finance Journal.
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  338. Benefits of international diversification with investment constraints: An over-time perspective. (2009). Chiou, Wan-Jiun Paul ; Wan- Jiun Paul Chiou, .
    In: Journal of Multinational Financial Management.
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  339. Earnings surprise and sophisticated investor preferences in India. (2009). Sen, Kaustav.
    In: Journal of Contemporary Accounting and Economics.
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  340. A model of asset pricing under country risk. (2009). Andrade, Sandro C..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:4:p:671-695.

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  341. Cost of capital effects and changes in growth expectations around U.S. cross-listings. (2009). Leuz, Christian ; Hail, Luzi.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:93:y:2009:i:3:p:428-454.

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  342. Speculative trading and stock returns: A stochastic dominance analysis of the Chinese A-share market. (2009). Fong, Wai Mun.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:4:p:712-727.

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  343. The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model. (2009). Marshall, Andrew ; Maulana, Tubagus ; Tang, Leilei.
    In: International Review of Financial Analysis.
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  344. Extreme observations and risk assessment in the equity markets of MENA region: Tail measures and Value-at-Risk. (2009). Assaf, A..
    In: International Review of Financial Analysis.
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  345. Modelling stock returns in Africas emerging equity markets. (2009). Panagiotidis, Theodore ; ALAGIDEDE, PAUL.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:1-2:p:1-11.

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  346. Legal protection of investors, corporate governance, and the cost of equity capital. (2009). Chen, Kevin C. W., ; Wei, K. C. John, .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:15:y:2009:i:3:p:273-289.

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  347. Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets. (2009). Funke, Michael ; Colavecchio, Roberta .
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:20:y:2009:i:2:p:174-196.

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  348. Local Effects of Foreign Ownership in an Emerging Financial Market: Evidence from Qualified Foreign Institutional Investors in Taiwan. (2009). Shiu, Cheng-Yi ; Huang, Roger D..
    In: Financial Management.
    RePEc:bla:finmgt:v:38:y:2009:i:3:p:567-602.

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  349. The Impact of Investment Opportunities and Free Cash Flow on Financial Liberalization:A Cross-Firm Analysis of Emerging Economies. (2009). Chou, Robin K. ; Chen, Sheng-Syan.
    In: Financial Management.
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  350. Efficiency of Bangladesh stock market: evidence from monthly index and individual firm data. (2008). Hassan, M. Kabir ; Chowdhury, Shah Saeed ; S. S. H. Chowdhury, .
    In: Applied Financial Economics.
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  351. Market Efficiency in Emerging Stock Market. (2008). Mollah, Sabur.
    In: Journal of Emerging Market Finance.
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  352. Centre Rules the Markets. (2008). Ferreira, Miguel ; Alves, Paulo.
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  353. Time Varying Risk Return Relationship: Evidence from Listed Pakistani Firms. (2008). Javid, Attiya.
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  354. Stock Market in Pakistan: An Overview. (2008). Iqbal, Javed.
    In: MPRA Paper.
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  355. Test of Multi-moment Capital Asset Pricing Model: Evidence from Karachi Stock Exchange. (2008). Javid, Attiya ; Ahmad, Eatzaz.
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  356. The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange. (2008). Javid, Attiya ; Ahmad, Eatzaz.
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  357. Testing Conditional Asset Pricing Models: An Emerging Market Perspective. (2008). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert.
    In: Monash Econometrics and Business Statistics Working Papers.
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  358. Multivariate tests of asset pricing: Simulation evidence from an emerging market. (2008). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert.
    In: Monash Econometrics and Business Statistics Working Papers.
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  359. Conditional Risk Premia in International Government Bond Markets. (2008). Miffre, Joelle.
    In: Multinational Finance Journal.
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  360. The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries. (2008). AROURI, Mohamed ; D.-K. NGUYEN, ; Bellalah, Makram.
    In: LEO Working Papers / DR LEO.
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  361. Predicting global stock returns. (2008). Hjalmarsson, Erik.
    In: International Finance Discussion Papers.
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  362. Testing stock market linkages for Poland and Hungary: A multivariate GARCH approach. (2008). Majerowska, Ewa ; Li, Hong.
    In: Research in International Business and Finance.
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  363. Equity premia in emerging markets: National characteristics as determinants. (2008). Goodell, John ; Aggarwal, Raj.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:18:y:2008:i:4:p:389-404.

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  364. Cross-border listings, capital controls, and equity flows to emerging markets. (2008). Warnock, Francis ; Edison, Hali.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:6:p:1013-1027.

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  365. Capital structure with risky foreign investment. (2008). Hines, James ; Foley, Fritz C. ; Desai, Mihir A..
    In: Journal of Financial Economics.
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  366. Who benefits more from international diversification?. (2008). Chiou, Wan-Jiun Paul ; Wan- Jiun Paul Chiou, .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:5:p:466-482.

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  367. The anatomy of financial crises: Evidence from the emerging ADR market. (2008). Pasquariello, Paolo.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:76:y:2008:i:2:p:193-207.

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  368. Benchmarking the performance of recommended allocations to equities, bonds, and cash by international investment houses. (2008). Khang, Kenneth ; Miller, Thomas W. ; Bange, Mary M..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:3:p:363-386.

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  369. Chinas segmented stock market: An application of the conditional international capital asset pricing model. (2008). Liu, Xiaochun ; Jacobsen, Brian J..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:9:y:2008:i:3:p:153-173.

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  370. Pricing of global and local sources of risk in Russian stock market. (2008). Vaihekoski, Mika ; saleem, kashif.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:9:y:2008:i:1:p:40-56.

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  371. Multiple large shareholders, control contests, and implied cost of equity. (2008). Mishra, Dev ; Attig, Najah ; Guedhami, Omrane.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:14:y:2008:i:5:p:721-737.

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  372. Testing for time-varying long-range dependence in real state equity returns. (2008). Tabak, Benjamin ; Cajueiro, Daniel.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:38:y:2008:i:1:p:293-307.

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  373. Sovereign Wealth Funds: Their Investment Strategies and Performance. (2008). Laeven, Luc ; Chhaochharia, Vidhi .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6959.

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  374. Global and local sources of risk in Eastern European emerging stock markets. (2008). Vaihekoski, Mika ; John (Fedorova), Elena.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2008_027.

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  375. Corporate Governance and Firm Value: The Case of Venezuela. (2008). Gonzalez, Maximiliano ; Garay, Urbi.
    In: Corporate Governance: An International Review.
    RePEc:bla:corgov:v:16:y:2008:i:3:p:194-209.

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  376. Regional financial integration in Asia: present and future. (2008). Bank for International Settlements, ; Malaysia, Bank Negara .
    In: BIS Papers.
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  377. Integration of Indias stock market with global and major regional markets. (2008). Bank for International Settlements, .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:42-08.

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  378. Investor Protection and Corporate Governance : Firm-Level Evidence Across Latin America. (2007). Chong, Alberto ; Florencio Lopez-de-Silanes, .
    In: World Bank Publications.
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  379. Fractional integration in the equity markets of MENA region. (2007). Assaf, A..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:9:p:709-723.

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  380. Time-varying volatility and equity returns in Bangladesh stock market. (2007). Islam, Anisul ; Hassan, M. Kabir ; Basher, Syed.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:17:p:1393-1407.

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  381. Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities. (2007). Yang, Sheng-Yung.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:10:p:837-853.

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  382. Stock return dynamics and stock market interdependencies. (2007). Tsouma, Ekaterini.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:10:p:805-825.

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  383. A switching ARCH (SWARCH) model of stock market volatility: some evidence from Latin America. (2007). Canarella, Giorgio ; Pollard, Stephen .
    In: International Review of Economics.
    RePEc:spr:inrvec:v:54:y:2007:i:4:p:445-462.

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  384. Time-varying global and local sources of risk in Russian stock market. (2007). Vaihekoski, Mika ; Saleem, Kashif.
    In: MPRA Paper.
    RePEc:pra:mprapa:5787.

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  385. Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets. (2007). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert ; Don U A Galagedera, .
    In: MPRA Paper.
    RePEc:pra:mprapa:25349.

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  386. THE COST OF EQUITY OF PORTUGUESE PUBLIC FIRMS: A DOWNSIDE RISK APPROACH. (2007). Pereira, Ricardo.
    In: Portuguese Journal of Management Studies.
    RePEc:pjm:journl:v:xii:y:2007:i:1:p:7-25.

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  387. Agency Conflicts, Investment, and Asset Pricing. (2007). Wang, Neng ; Albuquerque, Rui.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13251.

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  388. Mexican ADRs in the 90s: as good as expected?. (2007). Boye, Francois.
    In: Revista de Analisis Economico – Economic Analysis Review.
    RePEc:ila:anaeco:v:22:y:2007:i:1:p:93-120.

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  389. Investor Protection and Corporate Governance: Firm-level Evidence across Latin America. (2007). Ricardo P. C. Leal, ; Chong, Alberto E. ; Bebczuk, Ricardo N. ; Gonzalez, Maximiliano ; Gutierrez, Luis H. ; Cruces, Juan Jose ; Florencio Lopez-de-Silanes, ; Lefort, Fernando ; Kawamura, Enrique ; Walker, Eduardo ; Pombo, Carlos ; Garay, Urbi ; Andre L. Carvalhal da Silva, .
    In: IDB Publications (Books).
    RePEc:idb:idbbks:59598.

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  390. Investor Protection and Corporate Governance: Firm-level Evidence across Latin America. (2007). Lopez-de-Silanes, Florencio ; Chong, Alberto ; Lefort, Fernando ; Ricardo, ; Kawamura, Enrique ; Gutierrez, Luis H ; Gonzalez, Maximiliano ; Garay, Urbi ; Cruces, Juan Jose ; Walker, Eduardo ; Pombo, Carlos ; Carvalhal, Andre L ; Bebczuk, Ricardo N.
    In: IDB Publications (Books).
    RePEc:idb:idbbks:354.

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  391. Global Market and Currency Risk in Finnish Stock Market. (2007). Vaihekoski, Mika.
    In: Finnish Economic Papers.
    RePEc:fep:journl:v:20:y:2007:i:1:p:72-88.

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  392. Intra- and inter-regional spillovers between emerging capital markets around the world. (2007). Serwa, Dobromił ; Gebka, Bartosz.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:21:y:2007:i:2:p:203-221.

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  393. Mean and volatility linkages for closed-end country funds. (2007). Swanson, Peggy E. ; Sarkar, Salil K. ; Tsai, Pei-Jung .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:47:y:2007:i:4:p:550-575.

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  394. International portfolio diversification: Is there a role for the Middle East and North Africa?. (2007). lucey, brian ; Lagoarde-Segot, Thomas.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:17:y:2007:i:5:p:401-416.

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  395. Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data. (2007). Galagedera, Don ; Brooks, Robert.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:17:y:2007:i:3:p:214-230.

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  396. Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan. (2007). Iqbal, Javed ; Brooks, Robert.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:17:y:2007:i:1:p:75-93.

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  397. International asset pricing under segmentation and PPP deviations. (2007). Chaieb, Ines ; Errunza, Vihang.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:86:y:2007:i:2:p:543-578.

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  398. Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets. (2007). Yu, Jung-Suk ; Naka, Atsuyuki ; Daal, Elton.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:9:p:2751-2769.

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  399. International asset pricing models and currency risk: Evidence from Finland 1970-2004. (2007). Vaihekoski, Mika ; Antell, Jan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:9:p:2571-2590.

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  400. Regime switching based portfolio selection for pension funds. (2007). Frauendorfer, Karl ; Schwendener, Alvin ; Jacoby, Ulrich.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:8:p:2265-2280.

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  401. International portfolio diversification benefits: Cross-country evidence from a local perspective. (2007). Laeven, Luc ; Driessen, Joost.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:6:p:1693-1712.

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  402. Volatility and correlation in international stock markets and the role of exchange rate fluctuations. (2007). Mun, Kyung-Chun .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:1:p:25-41.

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  403. Portfolio selection with skewness in emerging market industries. (2007). Collazo, Eduardo Pedreira ; Canela, Miguel Angel .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:8:y:2007:i:3:p:230-250.

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  404. Law, finance, and emerging market returns. (2007). Buchanan, Bonnie ; English, Philip C..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:8:y:2007:i:3:p:181-193.

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  405. An alternative perspective on the relationship between downside beta and CAPM beta. (2007). Galagedera, Don.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:8:y:2007:i:1:p:4-19.

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  406. Is the predictability of emerging and developed stock markets really exploitable?. (2007). Moreno, David ; Olmeda, Ignacio .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:182:y:2007:i:1:p:436-454.

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  407. The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries. (2007). Nguyen, Duc Khuong ; bellalah, mondher ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Working Papers.
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  408. Testing Multi-Factor Asset Pricing Models in the Visegrad Countries. (2007). Morgese Borys, Magdalena.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp323.

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  409. Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures. (2007). Funke, Michael ; Colavecchio, Roberta .
    In: BOFIT Discussion Papers.
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  410. Profitability of Contrarian Strategies: Evidence from the Istanbul Stock Exchange-super-. (2007). GLAY, GZHAN.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:7:y:2007:i:1-2:p:61-87.

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  411. Forecasting stock market volatility: Further international evidence. (2006). faff, robert ; Bayar, Asli ; Balaban, Ercan.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:12:y:2006:i:2:p:171-188.

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  412. The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach. (2006). Spyrou, Spyros ; Antoniou, Antonios ; Galariotis, Emilios C..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:18:p:1317-1329.

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  413. The risk and return characteristics of developed and emerging stock markets: the recent evidence. (2006). Kohers, Gerald .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:13:y:2006:i:11:p:737-743.

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  414. Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets. (2006). Warnock, Francis ; Edison, Hali.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12589.

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  415. Capital Structure with Risky Foreign Investment. (2006). Hines, James ; Foley, Fritz C. ; Desai, Mihir A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12276.

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  416. Closed-End Country Funds and International Diversification. (2006). Nishiotis, George ; Makris, Andreas ; Charitou, Andreas.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:10:y:2006:i:3-4:p:251-276.

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  417. Does Total Risk Matter? The Case of Emerging Markets. (2006). Girard, Eric ; Sinha, Amit .
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:10:y:2006:i:1-2:p:117-151.

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  418. Integration Of Smaller European Equity Markets : A Time-Varying Integration Score Analysis. (2006). lucey, brian ; Birg, Gregory.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp136.

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  419. International cross-listing, firm performance and top management turnover: a test of the bonding hypothesis. (2006). Lel, Ugur ; Miller, Darius P..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:877.

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  420. A Co-integration Analysis Approach to European Union Integration: The Case of Acceding and Candidate Countries. (2006). Onay, Ceylan .
    In: European Integration online Papers (EIoP).
    RePEc:erp:eiopxx:p0150.

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  421. Dependence and mean reversion in stock prices: The case of the MENA region. (2006). Assaf, A..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:20:y:2006:i:3:p:286-304.

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  422. The practice of investment valuation in emerging markets: Evidence from Argentina. (2006). Pereiro, Luis.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:16:y:2006:i:2:p:160-183.

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  423. The evolution of stock market integration in the post-liberalization period - A look at Latin America. (2006). Hunter, Delroy M..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:5:p:795-826.

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  424. Portfolio implications of systemic crises. (2006). Verbeek, Marno ; Kole, Erik ; Koedijk, Kees .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:8:p:2347-2369.

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  425. Modeling country risk in Latin America: A country beta approach. (2006). Verma, Rahul ; Soydemir, Gokce.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:17:y:2006:i:2:p:192-213.

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  426. Gulf Cooperation Council (GCC) stock markets: The dawn of a new era. (2006). Bley, Jorg ; Chen, Kim Heng.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:17:y:2006:i:1:p:75-91.

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  427. Local risk factors in emerging markets: Are they separately priced?. (2006). Majerbi, Basma ; Errunza, Vihang ; Carrieri, Francesca.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:13:y:2006:i:4-5:p:444-461.

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  428. Risks of investing in the Russian stock market: Lessons of the first decade. (2006). Goriaev, Alexei ; Zabotkin, Alexei.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:7:y:2006:i:4:p:380-397.

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  429. Measuring the cost of equity in African financial markets. (2006). Collins, Daryl ; Abrahamson, Mark.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:7:y:2006:i:1:p:67-81.

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  430. Testing for predictability in equity returns for European transition markets. (2006). Tabak, Benjamin ; Cajueiro, Daniel.
    In: Economic Systems.
    RePEc:eee:ecosys:v:30:y:2006:i:1:p:56-78.

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  431. Spillover Effects among the Greater China Region Stock Markets. (2006). Johansson, Anders ; Ljungwall, Christer .
    In: Microeconomics Working Papers.
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  432. International stock return predictability: statistical evidence and economic significance. (2006). PETITJEAN, Mikael ; Giot, Pierre.
    In: CORE Discussion Papers.
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  433. Risks of investing in the Russian stock market: Lessons of the first decade. (2006). Goriaev, Alexei ; Zabotkin, Alexei.
    In: Working Papers.
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  434. International Differences in the Cost of Equity Capital: Do Legal Institutions and Securities Regulation Matter?. (2006). Leuz, Christian ; Hail, Luzi.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:44:y:2006:i:3:p:485-531.

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  435. Structural Changes in Expected Stock Returns Relationships: Evidence from ASE. (2006). Tzavalis, Elias ; Leledakis, George ; Karanikas, Evangelos.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:33:y:2006:i:9-10:p:1610-1628.

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  436. The Predictability of KLSE CI Stock Index Futures Returns and The Conditional Multifactor APT Model. (2006). Pok, Wee Ching ; J. L. Ford, Wee Ching Pok, ; Poshakwale, S..
    In: Discussion Papers.
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  437. Risks of investing in the Russian stock market: Lessons of the first decade. (2006). Goriaev, Alexei ; Zabotkin, Alexei.
    In: Working Papers.
    RePEc:abo:neswpt:w0077.

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  438. African capital markets and real sector investment. (2005). Khamfula, Yohane.
    In: Journal of International Development.
    RePEc:wly:jintdv:v:17:y:2005:i:4:p:511-525.

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  439. An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets. (2005). Pasquariello, Paolo ; Kallberg, Jarl G..
    In: The Journal of Business.
    RePEc:ucp:jnlbus:v:78:y:2005:i:1:p:169-212.

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  440. A comparison of alternative unit root tests. (2005). Kevork, Ilias ; HALKOS, GEORGE.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:32:y:2005:i:1:p:45-60.

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  441. Sources of volatility in stock returns in emerging markets. (2005). Caner, Seluk ; Zeynep Önder, .
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:8:p:929-941.

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  442. Agency Conflicts, Investment, and Asset Pricing. (2005). Wang, Neng ; Albuquerque, Rui.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:351.

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  443. Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
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  444. Sector Integration and the Benefits of Global Diversification. (2005). Ricardo P. C. Leal, ; Ratner, Mitchell .
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:9:y:2005:i:3-4:p:237-269.

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  445. Realistic Portfolio Allocation Decision-Making For The Small U.S. Retail Investor. (2005). Seiler, Vicky .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:31:y:2005:i:3:p:319-330.

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  446. IS PORTFOLIO DIVERSIFICATION ACHIEVABLE WITHIN THE MEXICAN STOCK MARKET?. (2005). Guajardo, Ivan Aguayo.
    In: Remef - The Mexican Journal of Economics and Finance.
    RePEc:imx:journl:v:4:y:2005:i:1:p:65-72.

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  447. Do Emerging Equity Markets Respond Symmetrically to US Market Upturns and Downturns? Evidence from Latin America. (2005). Verma, Priti .
    In: International Journal of Business and Economics.
    RePEc:ijb:journl:v:4:y:2005:i:3:p:193-208.

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  448. On the Predictability of Global Stock Returns. (2005). Hjalmarsson, Erik.
    In: Working Papers in Economics.
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  449. Régimes monétaires et processus dintégration financière régionale des marchés émergents. (2005). Pépin, Dominique ; Goyeau, Daniel ; Leonard, Jacques .
    In: Post-Print.
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  450. Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion?. (2005). Rockinger, Michael ; Jondeau, Eric.
    In: FAME Research Paper Series.
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  451. Risk and return in emerging markets: Family matters. (2005). Serra, Ana Paula ; Estrada, Javier.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:15:y:2005:i:3:p:257-272.

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  452. Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets. (2005). Chelley-Steeley, Patricia.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:5:p:818-831.

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  453. Time-varying market integration and expected returns in emerging markets. (2005). de Jong, Frank ; de Roon, Frans A..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:78:y:2005:i:3:p:583-613.

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  454. What causes mean reversion in corporate bond index spreads? The impact of survival. (2005). Bhanot, Karan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:6:p:1385-1403.

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  455. Is learning a dimension of risk?. (2005). Simonov, Andrei ; Massa, Massimo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:10:p:2605-2632.

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  456. An empirical examination of the benefits of international diversification. (2005). Marshall, Andrew ; Fletcher, Jonathan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:15:y:2005:i:5:p:455-468.

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  457. International momentum strategies: a stochastic dominance approach. (2005). Wong, Wing-Keung ; Lean, Hooi Hooi ; Fong, Wai Mun.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:8:y:2005:i:1:p:89-109.

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  458. The success of stock selection strategies in emerging markets: Is it risk or behavioral bias?. (2005). van Dijk, Dick ; de Zwart, Gerben ; van der Hart, Jaap, .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:6:y:2005:i:3:p:238-262.

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  459. Risk and ex ante cost of equity estimates of emerging market firms. (2005). Mishra, Dev ; O'Brien, Thomas J..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:6:y:2005:i:2:p:107-120.

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  460. Turnover and return in global stock markets. (2005). Dey, Malay K..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:6:y:2005:i:1:p:45-67.

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  461. Country selection of emerging equity markets: benefits from country attribute diversification. (2005). L'Her, Jean-Francois ; Kortas, Mohamed ; Roberge, Mathieu.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:6:y:2005:i:1:p:1-19.

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  462. Cost of Capital and Cash Flow Effects of U.S. Cross Listings. (2005). Leuz, Christian ; Hail, Luzi.
    In: Working Papers.
    RePEc:ecl:upafin:05-2.

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  463. Agency Conflicts, Investment and Asset Pricing. (2005). Wang, Neng ; Albuquerque, Rui.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4955.

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  464. Capital Market Governance: How Do Security Laws Affect Market Performance?. (2005). Ng, David ; Lee, Charles ; Daouk, Hazem ; Ng, David T. C., ; Ng, David T. C., ; Lee, Charles M. C., ; Lee, Charles M. C., .
    In: Working Papers.
    RePEc:ags:cudawp:127078.

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  465. Modelling Returns on Stock Indices for Western and Central European Stock Exchanges - a Markov Switching Approach. (2004). Bialkowski, Jedrzej.
    In: South-Eastern Europe Journal of Economics.
    RePEc:seb:journl:v:2:y:2004:i:2:p:81-100.

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  466. The Downside Risk and Equity Evaluation: Emerging Market Evidence. (2004). .
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:3:y:2004:i:1:p:77-93.

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  467. Impact of ADR Listing on the Trading Volume and Volatility in the Domestic Market. (2004). Ejara, Demissew Diro ; Ghosh, Chinmoy.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:8:y:2004:i:3-4:p:247-274.

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  468. The Conditional Relationship Between Portfolio Beta and Return: Evidence from Latin America. (2004). Saens, Rodrigo ; Sandoval, Eduardo .
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:41:y:2004:i:122:p:65-89.

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  469. The Performance of International Equity Portfolios. (2004). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:817.

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  470. Do ADRs enhance portfolio performance for a domestic portfolio? Evidence from the 1990s. (2004). Nixon, Terry ; Nail, Lance ; Arnold, Tom .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:18:y:2004:i:3:p:341-359.

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  471. Underpricing and aftermarket performance of American depositary receipts (ADR) IPOs. (2004). Ghosh, Chinmoy ; Ejara, Demissew Diro .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:12:p:3151-3186.

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  472. Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world. (2004). Firth, Michael ; Wang, Steven Shuye.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:14:y:2004:i:3:p:235-254.

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  473. Equity market integration in the Asia-Pacific region: A smooth transition analysis. (2004). Chelley-Steeley, Patricia.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:13:y:2004:i:5:p:621-632.

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  474. An empirical examination of UK emerging market unit trust performance. (2004). Abel, Ernest ; Fletcher, Jonathan.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:4:p:389-408.

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  475. Macroeconomic factors and emerging market equity returns: a Bayesian model selection approach. (2004). Hooker, Mark A..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:4:p:379-387.

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  476. Testing for predictability in emerging equity markets. (2004). Tabak, Benjamin ; Lima, Eduardo ; Chang, Eui Jung .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:3:p:295-316.

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  477. The risk and predictability of equity returns of the EU accession countries. (2004). Mateus, Tiago.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:2:p:241-266.

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  478. Dynamic investment strategies with and without emerging equity markets. (2004). Hagelin, Niclas ; Pramborg, Bengt .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:2:p:193-215.

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  479. Risk and return characteristics of property indices in emerging markets. (2004). Rodriguez, Mauricio ; Barry, Christopher B..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:2:p:131-159.

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  480. Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects. (2004). Hwang, Soosung ; Pedersen, Christian S..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:1:p:109-128.

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  481. Determinants of Country Beta Risk in Poland. (2004). Wdowinski, Piotr.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1120.

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  482. An Empirical Examination of Stability, Predictability, and Volatility of Middle Eastern and African Emerging Stock Markets. (2004). Hassan, M. Kabir ; Sackley, William H. ; Maroney, Neal C. ; Haque, Mahfuzul.
    In: Review of Middle East Economics and Finance.
    RePEc:bpj:rmeecf:v:2:y:2004:i:1:n:2.

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  483. Industrial output and stock price revisited: an application of the multivariate indirect causality model. (2004). Yang, Chin-Wei ; Huang, Bwo-Nung ; Chin- Wei Yang, .
    In: Manchester School.
    RePEc:bla:manchs:v:72:y:2004:i:3:p:347-362.

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  484. The Conditional Price of Basis Risk: An Investigation Using Foreign Exchange Instruments. (2004). Miffre, Joelle.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:31:y:2004:i:7-8:p:1043-1068.

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  485. The Conditional Price of Basis Risk: An Investigation Using Foreign Exchange Instruments. (2004). Joëlle Miffre, .
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:31:y:2004-09:i:7-8:p:1043-1068.

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  486. Optimal Portfolio Allocation Under Higher Moments. (2004). Rockinger, Michael ; Jondeau, Eric.
    In: Working papers.
    RePEc:bfr:banfra:108.

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  487. Modelling the Risk at the Central European Stock Exchange at times of Crisis. (2004). Kanaryan, Nigokhos.
    In: Economic Thought journal.
    RePEc:bas:econth:y:2004:i:3:p:70-83.

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  488. An Economic Measure of Diversification Benefits. (2003). Li, Lingfeng.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:ysm371.

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  489. Value Investing in Emerging Markets: Risks and Benefits. (2003). Kargin, Vladislav.
    In: International Finance.
    RePEc:wpa:wuwpif:0309005.

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  490. Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market. (2003). Islam, Anisul ; Hassan, M. Kabir ; Basher, Syed.
    In: Finance.
    RePEc:wpa:wuwpfi:0310015.

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  491. Cross-sectional estimation of stock returns in small markets: The case of the Athens Stock Exchange. (2003). Leledakis, George ; Karathanassis, George ; Davidson, Ian.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:6:p:413-426.

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  492. U.S. Investors Emerging Market Equity Portfolios; A Security-Level Analysis. (2003). Edison, Hali ; Warnock, Francis E.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/238.

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  493. Cross-Border Listings, Capital Controls, and U.S. Equity Flows to Emerging Markets. (2003). Edison, Hali ; Warnock, Francis E.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/236.

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  494. Value investing in emerging markets : local macroeconomic risk and extrapolation. (2003). Kouwenberg, Roy ; Salomons, Roelof .
    In: Research Report.
    RePEc:gro:rugsom:03e22.

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  495. U.S. investors emerging market equity portfolios: a security-level analysis. (2003). Warnock, Francis ; Edison, Hali.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:771.

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  496. Cross-board listings, capital controls, and equity flows to emerging markets. (2003). Warnock, Francis ; Edison, Hali.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:770.

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  497. Firm-level access to international capital markets: evidence from Chilean equities. (2003). Warnock, Francis ; Holland, Sara B..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:753.

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  498. Costly information, diversification and international mutual fund performance. (2003). Engstrom, Stefan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:11:y:2003:i:4:p:463-482.

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  499. Random walk versus breaking trend in stock prices: Evidence from emerging markets. (2003). Wu, Yangru ; Chaudhuri, Kausik.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:4:p:575-592.

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  500. Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange. (2003). Young, Allan ; Tse, Yiuman ; Wu, Chunchi.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:14:y:2003:i:3:p:319-332.

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  501. On market price of risk in Asian capital markets around the Asian flu. (2003). Girard, Eric ; Zaher, Tarek ; Rahman, Hamid .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:3:p:241-265.

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  502. Diversification benefits of emerging markets subject to portfolio constraints. (2003). Wang, Zhenyu ; Sarkar, Asani ; Li, Kai.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:57-80.

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  503. Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56.

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  504. Stock selection strategies in emerging markets. (2003). van Dijk, Dick ; Slagter, Erica ; van der Hart, Jaap, .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:105-132.

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  505. Returns on ADRs and arbitrage in emerging markets. (2003). SILVA, ANA CRISTINA ; Susmel, Raul ; Rabinovitch, Ramon .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:4:y:2003:i:3:p:225-247.

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  506. Mexicos integration into the North American capital market. (2003). Adler, Michael ; Qi, Rong .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:4:y:2003:i:2:p:91-120.

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  507. The equity risk premium: emerging vs. developed markets. (2003). Grootveld, Henk ; Salomons, Roelof .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:4:y:2003:i:2:p:121-144.

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  508. Firm-level access to international capital markets: evidence from Chilean equities. (2003). Warnock, Francis ; Holland, Sara B..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:4:y:2003:i:1:p:39-51.

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  509. Country risk and stock market volatility, predictability, and diversification in the Middle East and Africa. (2003). Hassan, M. Kabir ; Telfah, Ahmad ; Maroney, Neal C. ; El-Sady, Hassan Monir.
    In: Economic Systems.
    RePEc:eee:ecosys:v:27:y:2003:i:1:p:63-82.

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  510. Is Long Memory a Property of Thin Stock Markets? International Evidence Using Arab Countries. (2003). Limam, Imed .
    In: Review of Middle East Economics and Finance.
    RePEc:bpj:rmeecf:v:1:y:2003:i:3:n:4.

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  511. CONTAGION AND INTERDEPENDENCE IN AFRICAN STOCK MARKETS. (2003). Biekpe, Nicholas ; Collins, D..
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:71:y:2003:i:1:p:181-194.

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  512. Common factors in emerging market spreads. (2003). McGuire, Patrick ; Schrijvers, Martijn A.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:0312f.

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  513. The World Price of Earnings Opacity. (2003). Bhattacharya, Utpal ; Daouk, Hazem ; Welker, Michael.
    In: Working Papers.
    RePEc:ags:cudawp:127185.

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  514. Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market. (2002). Islam, Anisul ; Hassan, M. Kabir ; Basher, Syed.
    In: Working Papers.
    RePEc:yca:wpaper:2002_6.

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  515. World capital markets and Finnish stock returns. (2002). Vaihekoski, Mika ; Nummelin, Kim .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:8:y:2002:i:3:p:322-343.

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  516. Emerging stock markets: a more realistic assessment of the gains from diversification. (2002). Sinclair, C. D. ; S. G. M. Fifield, ; Power, D. M..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:12:y:2002:i:3:p:213-229.

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  517. Conditional Asset Pricing in Emerging Stock Markets. (2002). Zimmermann, Heinz ; Drobetz, Wolfgang ; Sturmer, Susanne.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2002-iv-11.

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  518. The Term Structure of Country Risk and Valuation in Emerging Markets. (2002). Alonso, Joaquin ; Buscaglia, Marcos ; Cruces, Juan Jose .
    In: Working Papers.
    RePEc:sad:wpaper:46.

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  519. Performance Evaluation and Conditioning Information: The case of Hedge Funds. (2002). Kat, Harry ; Harry. M Kat, ; Miffre, Joelle.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-10.

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  520. The Cross-Sectional Determinants of Returns: Evidence from Emerging Markets Stocks. (2002). Serra, Ana Paula.
    In: FEP Working Papers.
    RePEc:por:fepwps:120.

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  521. Expropriation Risk and Return in Global Equity Markets. (2002). Bansal, Ravi ; Dahlquist, Magnus.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0008.

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  522. Régimes monétaires et processus dintégration financière régionale des marchés émergents. (2002). Goyeau, Daniel ; Leonard, Jacques .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00965063.

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  523. The equity risk premium: emerging versus developed markets. (2002). Salomons, Roelof ; Grootveld, Henk .
    In: Research Report.
    RePEc:gro:rugsom:02e45.

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  524. An examination of the economic significance of stock return predictability in UK stock returns. (2002). Hillier, Joe ; Fletcher, Jonathan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:11:y:2002:i:4:p:373-392.

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  525. Analyst forecast revisions and asset allocation in Asia-Pacific markets. (2002). Dallas, Isabel ; Chang, Millicent.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:12:y:2002:i:4-5:p:391-409.

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  526. The wealth effects of portfolio rebalancing in emerging equity markets. (2002). Grant, Dwight ; Eaker, Mark R..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:12:y:2002:i:1:p:79-88.

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  527. The dynamics of emerging market equity flows. (2002). Harvey, Campbell ; Bekaert, Geert ; Lumsdaine, R. L..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350.

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  528. Return and volatility behavior of dually-traded stocks: the case of Hong Kong. (2002). Rui, Oliver ; Firth, Michael ; Wang, Steven Shuye.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:2:p:265-293.

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  529. Components of execution costs: evidence of asymmetric information at the Mexican Stock Exchange. (2002). SILVA, ANA CRISTINA ; Chavez, Gonzalo .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:12:y:2002:i:3:p:253-278.

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  530. Risk profiles: how do they change when stock markets collapse?. (2002). de Lint, Christel Rendu.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:12:y:2002:i:1:p:59-80.

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  531. The explanatory power of political risk in emerging markets. (2002). Bilson, Christopher M. ; Hooper, Vincent C. ; Brailsford, Timothy J..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:11:y:2002:i:1:p:1-27.

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  532. Research in emerging markets finance: looking to the future. (2002). Harvey, Campbell ; Bekaert, Geert.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:3:y:2002:i:4:p:429-448.

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  533. Value investing in emerging markets: risks and benefits. (2002). Kargin, Vladislav.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:3:y:2002:i:3:p:233-244.

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  534. The effects of stock market development on growth and private investment in lower-income countries. (2002). Durham, J. Benson.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:3:y:2002:i:3:p:211-232.

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  535. Regime Shifts in Asian Equity and Real Estate Markets. (2002). Pasquariello, Paolo ; Liu, Crocker H. ; Kallberg, Jarl G..
    In: Real Estate Economics.
    RePEc:bla:reesec:v:30:y:2002:i:2:p:263-291.

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  536. Momentum Strategies: Evidence from Pacific Basin Stock Markets. (2002). Hameed, Allaudeen ; Kusnadi, Yuanto .
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:25:y:2002:i:3:p:383-397.

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  537. The World Price of Insider Trading. (2002). Bhattacharya, Utpal.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:57:y:2002:i:1:p:75-108.

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  538. Asset Allocation in Transition Economies.. (2002). Rockinger, Michael ; Jondeau, Eric.
    In: Working papers.
    RePEc:bfr:banfra:90.

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  539. The Sovereign Ceiling and Emerging Market Corporate Bond Spreads. (2002). Ng, David ; Durbin, Erik ; Ng, David T. C., ; Ng, David T. C., .
    In: Working Papers.
    RePEc:ags:cudawp:127286.

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  540. Art as an Investment and the Underperformance of Masterpieces. (2002). Moses, Michael ; Mei, Jianping.
    In: American Economic Review.
    RePEc:aea:aecrev:v:92:y:2002:i:5:p:1656-1668.

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  541. Tropical bubbles : asset prices in Latin America, 1980-2001. (2001). Perry, Guillermo ; Herrera, Santiago.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2724.

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  542. Testing for Mean-Variance spanning with short sales constraints and transaction costs : The case of emerging markets. (2001). de Roon, F. A. ; Werker, B. J. M., ; Nijman, T. E..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:f4a3551a-d7ae-4c22-8813-b170fee01383.

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  543. Testing for mean-variance spanning : A survey. (2001). de Roon, F. A. ; Nijman, T. E..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:0159f80a-c61b-4519-b004-aa17698d2893.

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  544. Stock Selection Strategies in Emerging Markets. (2001). van Dijk, Dick ; van der Hart, Jaap ; Jaap van der Hart, ; Slagter, Erica .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20010009.

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  545. Positive feedback trading in emerging capital markets. (2001). Koutmos, Gregory ; Saidi, Reza.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:11:y:2001:i:3:p:291-297.

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  546. Industry Risk Premia in Pakistan. (2001). Nishat, Mohammed.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:40:y:2001:i:4:p:929-949.

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  547. Selecting macroeconomic variables as explanatory factors of emerging stock market returns. (2001). Bilson, Christopher M. ; Hooper, Vincent J. ; Brailsford, Timothy J..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:9:y:2001:i:4:p:401-426.

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  548. Extreme observations and diversification in Latin American emerging equity markets. (2001). Susmel, Raul .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:7:p:971-986.

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  549. Living with the enemy: an analysis of foreign investment in the Japanese equity market. (2001). Mei, Jianping ; Hamao, Yasushi.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:5:p:715-735.

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  550. Tests of conditional asset pricing models in the Brazilian stock market. (2001). Garcia, René ; Bonomo, Marco.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:1:p:71-90.

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    In: International Review of Financial Analysis.
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  552. Trading rule profits in Latin American currency spot rates. (2001). Lee, Chun I ; Gleason, Kimberly C. ; Mathur, Ike.
    In: International Review of Financial Analysis.
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  553. The valuation of closely-held companies in Latin America. (2001). Pereiro, Luis.
    In: Emerging Markets Review.
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  554. Predicting returns and changes in real activity: evidence from emerging economies. (2001). Rangvid, Jesper .
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  555. Sovereign Risk and Return in Global Equity Markets. (2001). Bansal, Ravi ; Dahlquist, Magnus.
    In: CEPR Discussion Papers.
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  557. Investment opportunities in Central and Eastern European equity markets: an econometric examination of the risk-return relationships for western investors. (2000). Schröder, Michael ; Schroder, Michael .
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  558. Incorporating Estimation Risk in Portfolio Choice. (2000). Werker, B. J. M., ; de Roon, F A ; Ter, J R.
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    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:40:y:2000:i:3:p:337-354.

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    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233.

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  564. The Evolution of Stock Markets in Transition Economies. (2000). Urga, Giovanni ; Rockinger, Michael.
    In: Journal of Comparative Economics.
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  565. Regulation of the Warsaw Stock Exchange: The portfolio allocation problem. (2000). Charemza, Wojciech ; Majerowska, Ewa.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:24:y:2000:i:4:p:555-576.

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    In: Global Finance Journal.
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    In: Discussion Papers in European Economics.
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    In: Discussion Papers in European Economics.
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    In: Journal of Multinational Financial Management.
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    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:3:p:455-473.

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  600. Foreign Speculators and Emerging Equity Markets. (1997). Harvey, Campbell ; Bekaert, Geert.
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  604. Jump Diffusion Processes and Emerging Bond and Stock Markets: An Investigation Using Daily Data. (1997). Chahal, Mandeep S. ; Wang, Jun.
    In: Multinational Finance Journal.
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  605. Co-Movements of European Equity Markets Before and After the 1987 Crash. (1997). Meric, Ilhan .
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:1:y:1997:i:2:p:137-152.

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  606. Risk and Market Segmentation in Financial Intermediaries Returns. (1997). Jagtiani, Julapa ; Allen, Linda.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:12:y:1997:i:2:p:159-173.

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  607. Foreign investment fluctuations and emerging market stock returns: the case of Mexico. (1997). Berko, Elizabeth ; Clark, John.
    In: Staff Reports.
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  608. Robust beta estimation: Some empirical evidence. (1997). Fong, Wai Mun.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:6:y:1997:i:2:p:167-186.

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    In: Pacific-Basin Finance Journal.
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  610. Analyzing investments whose histories differ in length. (1997). Stambaugh, Robert.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:45:y:1997:i:3:p:285-331.

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    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:43:y:1997:i:1:p:29-77.

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  612. Tests of Conditional Asset Pricing Models in the Brazilian Stock Market. (1997). Garcia, René ; Bonomo, Marco.
    In: CIRANO Working Papers.
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    In: CIRANO Working Papers.
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  614. EMERGING EQUITY MARKETS: ARE THEY FOR REAL?. (1997). Maloney, William ; Hargis, Kent .
    In: Journal of Financial Research.
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    In: Finance.
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    In: Policy Research Working Paper Series.
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    In: Policy Research Working Paper Series.
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    In: Pacific-Basin Finance Journal.
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