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Do frontier equity markets exhibit common trends and still provide diversification opportunities?. (2005). Miles, William.
In: International Economic Journal.
RePEc:taf:intecj:v:19:y:2005:i:3:p:473-482.

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Cited: 7

Citations received by this document

Cites: 12

References cited by this document

Cocites: 25

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Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The Determinants of Securities Trading Activity: Evidence from four European Equity Markets. (2019). Galea, Francelle ; Camilleri, Silvio John.
    In: MPRA Paper.
    RePEc:pra:mprapa:95298.

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  2. Co-movement among US, Frontier and BRIC Equity Markets after the Financial Crisis. (2018). .
    In: Global Business Review.
    RePEc:sae:globus:v:19:y:2018:i:2:p:311-327.

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  3. The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis. (2018). Camilleri, Silvio ; Farrugia, Ritienne.
    In: MPRA Paper.
    RePEc:pra:mprapa:87070.

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  4. Frontier stock market integration and the global financial crisis. (2014). Lee, Chien-Chiang ; Chen, Pei-Fen.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:84-103.

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  5. The Cross-Section of Stock Returns in Frontier Emerging Markets. (2012). Swinkels, Laurens ; Pang, J. ; de Groot, W. ; Swinkels, L. A. P., .
    In: ERIM Report Series Research in Management.
    RePEc:ems:eureri:37284.

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  6. The cross-section of stock returns in frontier emerging markets. (2012). Swinkels, Laurens ; Pang, Juan ; de Groot, Wilma .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:5:p:796-818.

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  7. The Diversification Potential Offered by Emerging Markets in Recent Years. (2009). Camilleri, Silvio ; Galea, Gabriella .
    In: MPRA Paper.
    RePEc:pra:mprapa:62491.

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References

References cited by this document

  1. Bekaert, Geert and Harvey, Campbell and Lumsdaine, Robin.(1998). Dating the integration of world equity markets. National Bureau of Economic Research Working Paper 6724 . In [ pp. ] . .

  2. Bekaert, Geert. (1995) Market integration and investment barriers in emerging equity markets World Bank Economic Review , 9, pp. 75 - 107.

  3. Cheung, Yin-Wong and Lai, Kon. (1993) Finite-sample sizes of Johansens likelihood ratio tests for cointegration Oxford Bulletin of Economics and Statistics , 55, pp. 313 - 328.

  4. Corhay, A. and Rad, A. and Urbain, Jean-Pierre. (1993) Common stochastic trends in European stock markets Economics Letters , 42, pp. 385 - 390.

  5. Garrett, Ian and Spyrou, Spyros. (1999) Common stochastic trends in emerging equity markets The Manchester School , 67, pp. 649 - 660.

  6. Hamao, Yasushi and Masulis, Ronald and Ng, Victor. (1990) Correlations in price changes and volatility across international stock markets Review of Financial Studies , 3, pp. 281 - 307.

  7. Johansen, Soren and Juselius, Katerina. (1990) Maximum likelihood estimation and inference on cointegration -- with application to demand for money Oxford Bulletin of Economics and Statistics , 52, pp. 169 - 210.

  8. Kasa, Kenneth. (1992) Common stochastic trends in international stock markets Journal of Monetary Economics , 29, pp. 95 - 124.

  9. King, Mervyn and Wadhwani, Sushil. (1990) Transmission of volatility between stock markets Review of Financial Studies , 3, pp. 5 - 33.

  10. Osterwald-Lenum, Michael. (1992) A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics Oxford Bulletin of Economics and Statistics , 54, pp. 461 - 472.

  11. Taylor, Mark and Tonks, Ian. (1989) The internationalization of stock markets and the abolition of U.K. exchange control Review of Economics and Statistics , 71, pp. 332 - 336.

  12. Tesar, Linda and Werner, Ingrid. (1995) Home bias and high turnover Journal of International Money and Finance , 14, pp. 467 - 492.

Cocites

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  1. An exploration on volatility across India and some developed and emerging equity markets. (2011). Mukherjee, Paramita.
    In: Asia-Pacific Development Journal.
    RePEc:unt:jnapdj:v:18:y:2011:i:2:p:79-103.

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  2. Financial Cycles: What? How? When?. (2011). Terrones, Marco ; Kose, Ayhan ; Claessens, Stijn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8379.

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  3. Free Flows, Limited Diversification: Openness and the Fall and Rise of Stock Market Correlations, 1890-2001. (2010). Quinn, Dennis ; Voth, Hans-Joachim.
    In: NBER Chapters.
    RePEc:nbr:nberch:11903.

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  4. Does foreign portfolio investment reach small listed firms ?. (2008). Knill, April.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3796.

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  5. Is Financial Globalization Beneficial?. (2007). Mishkin, Frederic S.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:39:y:2007:i:2-3:p:259-294.

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  6. Do Foreigners Invest Less in Poorly Governed Firms?. (2006). Warnock, Francis ; Leuz, Christian ; Lins, Karl V..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12222.

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  7. Taking the bad with the good : volatility of foreign portfolio investment and financial constraints of small firms. (2005). Knill, April.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3797.

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  8. Do frontier equity markets exhibit common trends and still provide diversification opportunities?. (2005). Miles, William.
    In: International Economic Journal.
    RePEc:taf:intecj:v:19:y:2005:i:3:p:473-482.

    Full description at Econpapers || Download paper

  9. Does Stock Market Liberalisation Benefit The Economy? Evidence From Industry-Level Data. (2005). Tong, Lee Chee .
    In: SCAPE Policy Research Working Paper Series.
    RePEc:sca:scaewp:0516.

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  10. Is Financial Globalization Beneficial?. (2005). Mishkin, Frederic.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11891.

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  11. LATIN AMERICAN FINANCIAL DEVELOPMENT IN PERSPECTIVE. (2003). Garcia Herrero, Alicia ; Cuadro Sáez, Lucía ; Martinez, Carlos Egea ; Fraile, Javier Santillan.
    In: Finance.
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  12. The Asian and European Banking Systems: The case of Spain in the quest for development and stability. (2003). Saurina, Jesús ; Garcia Herrero, Alicia ; Salas, Jesus Saurina.
    In: Finance.
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  13. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
    In: Faculty Working Papers.
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  14. Volatility Spillover Effects in European Equity Markets. (2003). Baele, L.
    In: Other publications TiSEM.
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  15. Volatility Spillover Effects in European Equity Markets. (2003). Baele, Lieven.
    In: Discussion Paper.
    RePEc:tiu:tiucen:dae0be49-4f32-433e-822b-1c1eb900773f.

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  16. Equity market liberalizations as country IPOs. (2003). Stulz, René ; Martell, Rodolfo .
    In: NBER Working Papers.
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  17. 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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  18. Measuring capital market integration. (2002). Emiris, Marina .
    In: BIS Papers chapters.
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  19. The Asian and European Banking Systems: The Case of Spain in the Quest for Develpoment and Stability. (2002). Saurina, Jesús ; Garcia Herrero, Alicia ; Gallego, Sonsoles .
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  20. Latin American Financial Development in Perspective. (2002). Garcia Herrero, Alicia ; Cuadro Sáez, Lucía ; Gallego, Sonsoles ; Santillan, Javier ; Egea, Carlos .
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  21. Finance for Growth: Policy Choices in a Volatile World. (2001). Honohan, Patrick ; Caprio, Gerard.
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  22. Emerging equity markets and economic development. (2001). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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  23. The geography of capital flows: what we can learn from benchmark surveys of foreign equity holdings. (2000). Warnock, Francis ; Mason, Molly.
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  24. Visualizing time-varying correlations across stock markets. (2000). Groenen, Patrick ; Franses, Philip Hans.
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  25. Foreign Speculators and Emerging Equity Markets. (1997). Harvey, Campbell ; Bekaert, Geert.
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Authors registered in RePEc who have wrote about the same topic

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