Time-varying market integration and expected returns in emerging markets

Journal of Financial Economics

Volumn 78, Issue 3, 2005, Pages 583-613

  de Jong, Frank ^a   de Roon, Frans A ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b TILBURG UNIVERSITY   (Netherlands)

Author keywords

Asset pricing; Emerging markets; Market segmentation

Indexed keywords

EID: 27944481715     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2004.10.010     Document Type: Article

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