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Mean-variance convergence around the world

Citations

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Cited by:

  1. Karen K. Lewis, 2011. "Global Asset Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 435-466, December.
  2. Mylonidis, Nikolaos & Kollias, Christos, 2010. "Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2056-2064, September.
  3. Shakir, Zeeniya & Masih, Mansur, 2016. "How is the European debt crisis affecting islamic equity? challenges in portfolio diversification within the eurozone: A markov switching and continuous wavelet transform analysis," MPRA Paper 71683, University Library of Munich, Germany.
  4. Apergis, Nicholas & Christou, Christina & Miller, Stephen M., 2014. "Country and industry convergence of equity markets: International evidence from club convergence and clustering," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 36-58.
  5. Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2015. "Has the Pricing of Stocks Become More Global?," Swiss Finance Institute Research Paper Series 15-48, Swiss Finance Institute, revised Apr 2016.
  6. Benjamin Hippert & André Uhde & Sascha Tobias Wengerek, 2019. "Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe," Review of Derivatives Research, Springer, vol. 22(2), pages 203-259, July.
  7. Ilhan, Bilal & Masih, Mansur, 2014. "Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis," MPRA Paper 57688, University Library of Munich, Germany.
  8. Narayan, Paresh Kumar & Mishra, Sagarika & Narayan, Seema, 2011. "Do market capitalization and stocks traded converge? New global evidence," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2771-2781, October.
  9. Kellner, Ralf & Rösch, Daniel, 2019. "A country specific point of view on international diversification," Journal of International Money and Finance, Elsevier, vol. 98(C), pages 1-1.
  10. Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2015. "Contagion in Emerging Markets," Palgrave Macmillan Books, in: Nigel Finch (ed.), Emerging Markets and Sovereign Risk, chapter 3, pages 45-58, Palgrave Macmillan.
  11. Walkshäusl, Christian & Lobe, Sebastian, 2012. "Islamic investing," Review of Financial Economics, Elsevier, vol. 21(2), pages 53-62.
  12. Akram, Vaseem & Rath, Badri Narayan & Sahoo, Pradipta Kumar, 2020. "Stochastic conditional convergence in per capita energy consumption in India," Economic Analysis and Policy, Elsevier, vol. 65(C), pages 224-240.
  13. Jelena Minovic, 2011. "Liquidity Measuring of Financial Market in Western Balkan Region: The Case of Serbia," Book Chapters, in: Stefan Bogdan Salej & Dejan Eric & Srdjan Redzepagic & Ivan Stosic (ed.), Contemporary Issues in the Integration Processes of Western Balkan Countries in the European Union, chapter 27, pages 443-459, Institute of Economic Sciences.
  14. Chaieb, Ines & Langlois, Hugues & Scaillet, Olivier, 2021. "Factors and risk premia in individual international stock returns," Journal of Financial Economics, Elsevier, vol. 141(2), pages 669-692.
  15. Sebastian Lobe & Christian Walkshäusl, 2016. "Vice versus virtue investing around the world," Review of Managerial Science, Springer, vol. 10(2), pages 303-344, March.
  16. Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2022. "The conditional impact of investor sentiment in global stock markets: A two-channel examination," Journal of Banking & Finance, Elsevier, vol. 138(C).
  17. Nicholas Apergis & Christis Hassapis & Christina Christou & Steve Johnson, 2015. "International Earnings To Price Ratio Convergence: Evidence From The European Union," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 9(5), pages 37-55.
  18. Simplice A. Asongu, 2013. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," Journal of African Business, Taylor & Francis Journals, vol. 14(3), pages 186-201, December.
  19. Todea, Alexandru, 2016. "Cross-correlations between volatility, volatility persistence and stock market integration: the case of emergent stock markets," Chaos, Solitons & Fractals, Elsevier, vol. 87(C), pages 208-215.
  20. Lyócsa, Štefan & Baumöhl, Eduard, 2015. "Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs," Economic Systems, Elsevier, vol. 39(2), pages 253-268.
  21. Ekaterina Dorodnykh, 2014. "Determinants of stock exchange integration: evidence in worldwide perspective," Journal of Economic Studies, Emerald Group Publishing, vol. 41(2), pages 292 - 316, March.
  22. Paul Chiou & Cheng-Few Lee, 2013. "Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 341-381, February.
  23. Inwon Kang & Jiwon Lee & Matthew Shin & Geon-Cheol Shin, 2014. "Brand competency as a market segmentation method for brand R&D in the Asian luxury market," Service Business, Springer;Pan-Pacific Business Association, vol. 8(1), pages 113-133, March.
  24. Kroencke, Tim A. & Schindler, Felix, 2012. "International diversification with securitized real estate and the veiling glare from currency risk," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1851-1866.
  25. Eun, Cheol S. & Lee, Jinsoo, 2010. "Evolution of earnings-to-price ratios: International evidence," Global Finance Journal, Elsevier, vol. 21(2), pages 125-137.
  26. Rath, Badri Narayan, 2016. "Does the digital divide across countries lead to convergence? New international evidence," Economic Modelling, Elsevier, vol. 58(C), pages 75-82.
  27. Shahzad, Syed Jawad Hussain & Hernandez, Jose Areola & Rehman, Mobeen Ur & Al-Yahyaee, Khamis Hamed & Zakaria, Muhammad, 2018. "A global network topology of stock markets: Transmitters and receivers of spillover effects," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 2136-2153.
  28. Mo, Guoli & Tan, Chunzhi & Zhang, Weiguo & Liu, Fang, 2019. "International portfolio of stock indices with spatiotemporal correlations: Can investors still benefit from portfolio, when and where?," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 168-183.
  29. Huijian Dong, 2017. "Asynchronous Signaling in Global Equity Markets：Based on Opening Times," International Business Research, Canadian Center of Science and Education, vol. 10(8), pages 173-191, August.
  30. Priyanshi Gupta & Sanjay Sehgal, 2020. "Convergence of retail banking interest rates to households in euro area: time-varying measurement and determinants," International Economics and Economic Policy, Springer, vol. 17(1), pages 25-65, February.
  31. Eduard Baumöhl & Štefan Lyócsa, 2014. "Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(5), pages 352-373, November.
  32. Tam, Pui Sun & Tam, Pui I., 2012. "Rethinking stock market integration: Globalization, valuation and convergence," SFB 649 Discussion Papers 2012-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  33. Wan- Jiun Paul Chiou & Chun- Pin Hsu & Chin- Wen Huang, 2013. "Development and international diversification benefits of equity markets in China, Hong Kong, and Taiwan," Chapters, in: Peter C.Y. Chow (ed.), Economic Integration Across the Taiwan Strait, chapter 5, pages 102-138, Edward Elgar Publishing.
  34. Niţoi, Mihai & Pochea, Maria Miruna, 2016. "Testing financial markets convergence in Central and Eastern Europe: A non-linear single factor model," Economic Systems, Elsevier, vol. 40(2), pages 323-334.
  35. Lyubchich, Vyacheslav & Gel, Yulia R., 2016. "A local factor nonparametric test for trend synchronism in multiple time series," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 91-104.
  36. Ekaterina Dorodnykh, 2012. "What Is the Degree of Convergence among Developed Equity Markets?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 3(2), pages 2-16, April.
  37. Chuluun, Tuugi, 2017. "Global portfolio investment network and stock market comovement," Global Finance Journal, Elsevier, vol. 33(C), pages 51-68.
  38. repec:hum:wpaper:sfb649dp2012-052 is not listed on IDEAS
  39. Bekaert, Geert & Harvey, Campbell R. & Mondino, Tomas, 2023. "Emerging equity markets in a globalized world," Emerging Markets Review, Elsevier, vol. 56(C).
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