iShares and the US Market Risk Exposure
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DOI: 10.1111/j.1468-5957.2009.02150.x
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References listed on IDEAS
- Alex P. Taylor, 2005. "Discussion of Risk Exposures and International Diversification: Evidence from iShares," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(3‐4), pages 773-776, April.
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- Alex P. Taylor, 2005. ""Discussion of" Risk Exposures and International Diversification: Evidence from iShares," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(3-4), pages 773-776.
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- Tse, Yiuman & Martinez, Valeria, 2007. "Price discovery and informational efficiency of international iShares funds," Global Finance Journal, Elsevier, vol. 18(1), pages 1-15.
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Citations
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Cited by:
- Naka, Atsuyuki & Noman, Abdullah, 2017. "Diversification of risk exposure through country mutual funds under alternative investment opportunities," The Quarterly Review of Economics and Finance, Elsevier, vol. 64(C), pages 215-227.
- Junyu Zhang & Xinfeng Ruan & Jin E. Zhang, 2023. "Risk‐neutral moments and return predictability: International evidence," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(5), pages 1086-1111, August.
- Hsuan-Chi Chen & Keng-Yu Ho & Yu-Jen Hsiao & Cheng-Huan Wu, 2010. "The Diversification Effects of Initial Public Offerings," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(1-2), pages 171-205.
- Levy, Ariel & Lieberman, Offer, 2013. "Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1412-1421.
- Hsuan‐Chi Chen & Keng‐Yu Ho & Yu‐Jen Hsiao & Cheng‐Huan Wu, 2010. "The Diversification Effects of Initial Public Offerings," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(1‐2), pages 171-205, January.
- Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis, 2015. "Improving international diversification benefits for US investors," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 64-76.
- O'Hagan-Luff, Martha & Berrill, Jenny, 2015. "Why stay-at-home investing makes sense," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 1-14.
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