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Volumn 62, Issue 6, 2006, Pages 40-51

Sector effects in developed vs. emerging markets

Author keywords

[No Author keywords available]

Indexed keywords


EID: 33845805694     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v62.n6.4352     Document Type: Article
Times cited : (16)

References (15)
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    • Baca, S.P.1    Garbe, B.L.2    Weiss, R.A.3
  • 2
    • 0039066446 scopus 로고    scopus 로고
    • Distributional characteristics of emerging market returns and asset allocation
    • Bekaert, G., C.B. Erb, C.R. Harvey, and T.E. Viskanta. 1998. "Distributional Characteristics of Emerging Market Returns and Asset Allocation." Journal of Portfolio Management, vol. 24, no. 2 (Winter):102-116.
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  • 3
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    • The rise in comovement across national stock markets: Market integration or IT bubble?
    • Brooks, R., and M. Del Negro. 2004. "The Rise in Comovement across National Stock Markets: Market Integration or IT Bubble?" Journal of Empirical Finance, vol. 11, no. 5 (December):659-680.
    • (2004) Journal of Empirical Finance , vol.11 , Issue.5 DECEMBER , pp. 659-680
    • Brooks, R.1    Del Negro, M.2
  • 4
    • 2442636052 scopus 로고    scopus 로고
    • Cross-industry, cross-country allocation
    • Cavaglia, S., and V. Moroz. 2002. "Cross-Industry, Cross-Country Allocation." Financial Analysts Journal, vol. 58, no. 6 (November/December):78-97.
    • (2002) Financial Analysts Journal , vol.58 , Issue.6 NOVEMBER-DECEMBER , pp. 78-97
    • Cavaglia, S.1    Moroz, V.2
  • 5
    • 0002078352 scopus 로고    scopus 로고
    • The increasing importance of industry factors
    • Cavaglia, S., C. Brightman, and M. Aked. 2000. "The Increasing Importance of Industry Factors." Financial Analysts Journal, vol. 56, no. 5 (September/October):41-54.
    • (2000) Financial Analysts Journal , vol.56 , Issue.5 SEPTEMBER-OCTOBER , pp. 41-54
    • Cavaglia, S.1    Brightman, C.2    Aked, M.3
  • 7
    • 15844397406 scopus 로고    scopus 로고
    • Have world, country, and industry risks changed over time? An investigation of the volatility of developed stock markets
    • Ferreira, M.A., and P.M. Gama. 2005. "Have World, Country, and Industry Risks Changed over Time? An Investigation of the Volatility of Developed Stock Markets." Journal of Financial and Quantitative Analysis, vol. 40, no. 1 (March):195-222.
    • (2005) Journal of Financial and Quantitative Analysis , vol.40 , Issue.1 MARCH , pp. 195-222
    • Ferreira, M.A.1    Gama, P.M.2
  • 8
    • 0000660071 scopus 로고    scopus 로고
    • Another look at the role of the industrial structure of markets for international diversification strategies
    • Griffin, J.M., and G.A. Karolyi. 1998. "Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies." Journal of Financial Economics, vol. 50, no. 3 (December):351-373.
    • (1998) Journal of Financial Economics , vol.50 , Issue.3 DECEMBER , pp. 351-373
    • Griffin, J.M.1    Karolyi, G.A.2
  • 10
    • 0002268752 scopus 로고
    • Does industrial structure explain the benefits of international diversification?
    • Heston, S.L., and K.G. Rouwenhorst. 1994. "Does Industrial Structure Explain the Benefits of International Diversification?" Journal of Financial Economics, vol. 36, no. 1 (June):3-27.
    • (1994) Journal of Financial Economics , vol.36 , Issue.1 JUNE , pp. 3-27
    • Heston, S.L.1    Rouwenhorst, K.G.2
  • 11
    • 0036614883 scopus 로고    scopus 로고
    • Country, industry and risk factor loadings in portfolio management
    • L'Her, J., O. Sy, and M.Y. Tnani. 2002. "Country, Industry and Risk Factor Loadings in Portfolio Management." Journal of Portfolio Management, vol. 28, no. 4 (Summer):70-79.
    • (2002) Journal of Portfolio Management , vol.28 , Issue.4 SUMMER , pp. 70-79
    • L'Her, J.1    Sy, O.2    Tnani, M.Y.3
  • 12
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    • European equity markets and the EMU
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    • Rouwenhorst, K.G.1
  • 13
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    • Country and industry factors in returns: Evidence from emerging markets' stocks
    • Serra, A.P. 2000. "Country and Industry Factors in Returns: Evidence from Emerging Markets' Stocks." Emerging Markets Review, vol. 1, no. 2 (September):127-151.
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    • Serra, A.P.1
  • 14
    • 0042736151 scopus 로고
    • Portfolio returns from active industry group rotation
    • Sorensen, E.H., and T. Burke. 1986. "Portfolio Returns from Active Industry Group Rotation." Financial Analysts Journal, vol. 42, no. 5 (September/October):43-50.
    • (1986) Financial Analysts Journal , vol.42 , Issue.5 SEPTEMBER-OCTOBER , pp. 43-50
    • Sorensen, E.H.1    Burke, T.2
  • 15
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    • An analysis of industry and country effects in global stock returns: Evidence from asian countries and the US
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    • Wang, C.1    Lee, C.2    Huang, B.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.