An empirical investigation of stock market behavior in the Middle East and North Africa

Journal of Empirical Finance

Volumn 17, Issue 3, 2010, Pages 413-427

  Cheng, Ai Ru ^a   Jahan Parvar, Mohammad R ^b   Rothman, Philip ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b EAST CAROLINA UNIVERSITY   (United States)

Author keywords

CAPM; Integrated; Markov switching; MENA; Segmented

Indexed keywords

EID: 77951498751     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2009.11.002     Document Type: Article

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