Determinants of cross-sectional stock return variations in emerging markets
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DOI: 10.1007/s00181-010-0437-9
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- Silvio John, Camilleri & Nicolanne, Scicluna & Ye, Bai, 2019. "Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries," MPRA Paper 95299, University Library of Munich, Germany.
- Bai, Ye & Chow, Darien Yan Pang, 2017. "Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 182-203.
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More about this item
Keywords
Cross-sectional stock return variation; Country effects; Industry effects; Emerging markets; Financial development; Legal system; E44; G12; G15; G21; K22; K40;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- K22 - Law and Economics - - Regulation and Business Law - - - Business and Securities Law
- K40 - Law and Economics - - Legal Procedure, the Legal System, and Illegal Behavior - - - General
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