Market integration in developed and emerging markets: Evidence from the CAPM

Emerging Markets Review

Volumn 9, Issue 2, 2008, Pages 89-103

  Bruner, Robert F ^a   Li, Wei ^a   Kritzman, Mark ^b   Myrgren, Simon ^c   Page, Sébastien ^c  

^a UNIVERSITY OF VIRGINIA   (United States)

^b Windham Capital Management LLC   (United States)

^c State Street Global Markets ^*  (United States)

Author keywords

Capital Asset Pricing Model; Market integration

Indexed keywords

EID: 44149125504     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2008.02.002     Document Type: Article

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