Comovement among stocks with similar book-to-market ratios

Comovement among stocks with similar book-to-market ratios

By: alter_mann Date of post: 20.07.2017

Filling this knowledge gap, Emerging Markets: Performance, Analysis and Innovation compiles the latest research by noteworthy academics and money managers from around the world.

With a focus on both traditional emerging markets and new areas, such as the Balkan, Middle East, and North African regions, it looks at how these markets can serve as drivers of portfolios and a significant force over the long term. This noteworthy collection sheds some light on what lies ahead for emerging markets with the most up-to-date research from academics and practitioners. It covers general issues in emerging markets and provides in-depth studies of regional markets experiencing transition, including the European Union, Latin America, and the Middle East.

comovement among stocks with similar book-to-market ratios

The book also explores Asian and Indian markets as well as financial instruments, such as bonds and funds, relative to these markets. It concludes with chapters on regulations, corporate governance, and corruption. Gregoriou is Professor of Finance in the School of Business and Economics at the State University of New York, Plattsburgh.

With a focus on both Performance, Analysis and Innovation. CRC Press , 26 juin - pages. Chapter 2 Are Emerging Stock Markets Less Efficient? A Survey of Empirical Literature. Chapter 3 How Normal Are Emerging Market Returns? Equities or Hedge Funds? Prospects for the BRICs. Chapter 6 Indices and Price Book Price Earnings and Dividend Yield Ratios in Emerging Financial Markets. Chapter 7 World Price of Covariance Risk with Respect to Emerging Markets. Chapter 8 Do Jumps Matter in Emerging Market Portfolio Strategies?

comovement among stocks with similar book-to-market ratios

Chapter 24 Response of Indian Equities to US Stock Market Movements of the Prior Trading Day. The Case of an Emerging Market.

Emerging Markets: Performance, Analysis and Innovation - Google Livres

Evidence from the Russian Stock Market. Spreads as Indicators of Liquidity. Evidence from Emerging Markets. Chapter 29 Market Liquidity and Investor Sentiment Evidence from International ClosedEnd Funds.

comovement among stocks with similar book-to-market ratios

Chapter 30 ClosedEnd Funds in Emerging Markets. Chapter 9 Overraction Hypothesis in Emerging Balkan Stock Markets. Chapter 10 Does Currency Risk Depress the Flow of Trade? Evidence from the European Union and Transition Countries. Chapter 11 Stock Market Volatility of European Emerging Markets as Signals to Macroeconomics Activities. Chapter 12 Profitability of the Contrarian Strategy and the Overraction Effect on the Istanbul Stock Exchange. Chapter 13 What Determines Going Public in Latin America?

Chapter 14 Preholiday Effect and Stock Returns in Mexican Financial Markets.

Style-Related Comovement: Fundamentals or Labels? - BOYER - - The Journal of Finance - Wiley Online Library

Chapter 15 BusinessCycle and ExchangeRate Fluctuations in Emerging Market Economies in Asia Latin America and Central and Eastern Europe.

Evidene from Chilean Firms. The Case of Egypt and Tunisia. Chapter 19 Study of Market Integration Share Price Responses and Global Portfolio Investments in the MENA Region. Chapter 20 Empirical Analysis of Herding Behavior in Asian Stock Markets. Evidence from China Hong Kong and India. Evidence from the Pacific Rim. Chapter 31 Financial Distress and Emerging Markets. Chapter 32 State of Corporate Governance in Ukraine.

Chapter 33 Accounting and Auditing Aspects of Corporate Governance in Emerging Economies. Chapter 34 Emerging Market Firms and Bonding Benefits.

Chapter 36 Empirical Test of New Theory of Economic Reform Using Indonesia as a Case Study Evidence from the Turkish Financial Crisis. Chapter 38 Nonlinear Synthesis Approach Establishing a Banking or Financial Distress Early Warning System against Corruption.

Inefficient Markets: An Introduction to Behavioural Finance - Andrei Shleifer - Google Livres

Chapter 40 Government Corruption and Transactional Impediments in Emerging Markets. Performance, Analysis and Innovation Greg N. Chapter 1 Growth Prospects of New and Old Emerging Markets.

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