Time Travel Through Asian and Chinese Market Indices
Explore this paper's citation graph
- Type
- article
- Published
- 2012-09-14
- Cited by
- 0
- References
- 17
- Access
- Open access
- OpenAlex
- https://openalex.org/W38933982
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:151159330
Keywords
Business
References
- Active Index Investing: Maximizing Portfolio Performance and Minimizing Risk Through Global Index Strategies
- SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS
- Does the Stock Market in India Move with Asia?: A Multivariate Cointegration-Vector Autoregression Approach
- Nonlinear Mean-Reversion in Stock Prices
- Co‐Skewness and Capital Asset Pricing
- Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
- Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world
- The mean/volatility asymmetry in Asian stock markets
- Stock returns and volatility: empirical evidence from fourteen countries
- Models of Stock Returns—A Comparison
- Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model
- The Behavior of Stock-Market Prices
- RELATIONSHIP BETWEEN VOLATILITY AND EXPECTED RETURNS ACROSS INTERNATIONAL STOCK MARKETS
- A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices: Reply
- EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
- Market Index Biases and Minimum Risk Indices
- Predictable Risk and Returns in Emerging Markets
- First Draft : July 1992 Current Version : August 1 , 1994 Predictable Risk and Returns in Emerging Markets
Cited by
No citing papers recorded for this paper.
Related papers
- Halal Food Logistics: The Challenges among Food & Beverages Small and Medium Sizes Manufacturers
- Driving In-Role and Extra-Role Brand Performance among Retail Frontline Salespeople: Antecedents and the Moderating Role of Customer Orientation
- Determinant factors towards the adoption of halal logistics services among Malaysian halal Small Medium Enterprises (SMES)
- Managing brand portfolios: audit of leading grocery supplier brands 2004 to 2012
- Impact of halal supplier service quality and staff readiness to adopt halal technology on halal logistics performance: a study of Indonesian halal meat supply chain
- Small Producers and Retailers Network Supply Chains Integration
- The Effect of CSR Activities of Jeju Lodging Companies on Management Performance
- Sub‐contractor and customer sourcing and the occurrence of disturbances in firms’ inbound and outbound logistics flows
- Service Quality Dimensions of Securities Brokerage Firms: What Customers Consider as Important