[PDF][PDF] The Co-Movement of US Equity Returns with the Developed and Emerging Markets of Australasia and Asia
ED Benson, SX Kong - International Journal of Business and Social …, 2015 - Citeseer
This paper examines the behavior of the monthly and daily correlation coefficients and
covariances of a broad set of Pacific Basin equity markets compared to the S&P 500 index …
covariances of a broad set of Pacific Basin equity markets compared to the S&P 500 index …
TIME VARYING PREMIUM OF EMERGING MARKET STOCK RETURN.
JB Patel - Journal of International Business Strategy, 2008 - search.ebscohost.com
We examined mean premium of emerging market stock return over that of US market for the
period January 1995 to December 2007. Our results indicate that premium is not positive for …
period January 1995 to December 2007. Our results indicate that premium is not positive for …