-
1
-
-
84944838161
-
International portfolio selection and corporation finance: a synthesis
-
Adler M., Dumas B. International portfolio selection and corporation finance: a synthesis. Journal of Finance 1983, 38:925-984.
-
(1983)
Journal of Finance
, vol.38
, pp. 925-984
-
-
Adler, M.1
Dumas, B.2
-
2
-
-
84944833639
-
Comparative analysis of risk measures: France and the United States
-
Altman E.I., Jacquillet B., Levasseur M. Comparative analysis of risk measures: France and the United States. Journal of Finance 1974, 29:1495-1511.
-
(1974)
Journal of Finance
, vol.29
, pp. 1495-1511
-
-
Altman, E.I.1
Jacquillet, B.2
Levasseur, M.3
-
5
-
-
0036888982
-
Research in emerging markets finance: looking to the future
-
Bekaert G., Harvey C. Research in emerging markets finance: looking to the future. Emerging Markets Review 2002, 3:429-448.
-
(2002)
Emerging Markets Review
, vol.3
, pp. 429-448
-
-
Bekaert, G.1
Harvey, C.2
-
6
-
-
0040212676
-
Foreign speculators and emerging equity markets
-
Bekaert Geert, Harvey Campbell R. Foreign speculators and emerging equity markets. Journal of Finance 2000, 55:565-614.
-
(2000)
Journal of Finance
, vol.55
, pp. 565-614
-
-
Bekaert, G.1
Harvey, C.R.2
-
8
-
-
0001366584
-
Capital market equilibrium with restricted borrowing
-
Black F. Capital market equilibrium with restricted borrowing. Journal of Business 1972, 45(3):444-454.
-
(1972)
Journal of Business
, vol.45
, Issue.3
, pp. 444-454
-
-
Black, F.1
-
9
-
-
0042761986
-
Tests of conditional asset pricing models in the Brazilian stock market
-
Bonomo M., Garcia R. Tests of conditional asset pricing models in the Brazilian stock market. Journal of International Money and Finance 2001, 20(1):71-90.
-
(2001)
Journal of International Money and Finance
, vol.20
, Issue.1
, pp. 71-90
-
-
Bonomo, M.1
Garcia, R.2
-
10
-
-
0004179740
-
-
Mc Graw Hill, New York, chapters 8 and 9
-
Brealey R., Myers S., Allen F. Principles of Corporate Finance 2009, Mc Graw Hill, New York, chapters 8 and 9. International Concise Edition.
-
(2009)
Principles of Corporate Finance
-
-
Brealey, R.1
Myers, S.2
Allen, F.3
-
11
-
-
0036889439
-
Introduction to "Valuation in Emerging Markets"
-
Bruner R., Conroy R., Estrada J., Kritzman M., Li Wei Introduction to "Valuation in Emerging Markets". Emerging Markets Review 2002, 3(4):310-324.
-
(2002)
Emerging Markets Review
, vol.3
, Issue.4
, pp. 310-324
-
-
Bruner, R.1
Conroy, R.2
Estrada, J.3
Kritzman, M.4
Li, W.5
-
12
-
-
77958163156
-
Cuanto se asemejan las economias de Argentina y Brazil. Una comparacion de las regularidades empiricas desde 1980
-
Carrera J., Feliz M., Panigo D. Cuanto se asemejan las economias de Argentina y Brazil. Una comparacion de las regularidades empiricas desde 1980. Economica 1998, XLV(4):93-163.
-
(1998)
Economica
, vol.46
, Issue.4
, pp. 93-163
-
-
Carrera, J.1
Feliz, M.2
Panigo, D.3
-
13
-
-
33747345966
-
Local risk factors in emerging markets: are they separately priced?
-
Carrieri F., Errunza V., Majerbi B. Local risk factors in emerging markets: are they separately priced?. Journal of Empirical Finance 2006, 13:444-461.
-
(2006)
Journal of Empirical Finance
, vol.13
, pp. 444-461
-
-
Carrieri, F.1
Errunza, V.2
Majerbi, B.3
-
18
-
-
20344380664
-
The sovereign ceiling and emerging market corporate bond spreads
-
Durbin E., Ng D.T. The sovereign ceiling and emerging market corporate bond spreads. Journal of International Money and Finance 2005, 24(4):631-649.
-
(2005)
Journal of International Money and Finance
, vol.24
, Issue.4
, pp. 631-649
-
-
Durbin, E.1
Ng, D.T.2
-
19
-
-
84977737676
-
The cross-section of expected stock returns
-
Fama E.F., French K.R. The cross-section of expected stock returns. Journal of Finance 1992, 47(2):427-465.
-
(1992)
Journal of Finance
, vol.47
, Issue.2
, pp. 427-465
-
-
Fama, E.F.1
French, K.R.2
-
20
-
-
38549147867
-
Common risk factors in the returns on stocks and bonds
-
Fama E.F., French K.R. Common risk factors in the returns on stocks and bonds. Journal of Financial Economics 1993, 33:3-56.
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 3-56
-
-
Fama, E.F.1
French, K.R.2
-
21
-
-
0013413658
-
Multifactor explanations of asset pricing anomalies
-
Fama E.F., French K.R. Multifactor explanations of asset pricing anomalies. Journal of Finance 1996, 51(1):55-84.
-
(1996)
Journal of Finance
, vol.51
, Issue.1
, pp. 55-84
-
-
Fama, E.F.1
French, K.R.2
-
22
-
-
11544342489
-
Value versus growth: the international evidence
-
Fama E.F., French K.R. Value versus growth: the international evidence. Journal of Finance 1998, 53:1975-1999.
-
(1998)
Journal of Finance
, vol.53
, pp. 1975-1999
-
-
Fama, E.F.1
French, K.R.2
-
24
-
-
77958172808
-
Market integration and international asset allocation
-
Fernandes N. Market integration and international asset allocation. Finance Letters 2004, 4(1):4-8.
-
(2004)
Finance Letters
, vol.4
, Issue.1
, pp. 4-8
-
-
Fernandes, N.1
-
27
-
-
58049191298
-
Idiosyncratic risk and the cross section of expected stock returns
-
Fu F. Idiosyncratic risk and the cross section of expected stock returns. Journal of Financial Economics 2009, 91:24-37.
-
(2009)
Journal of Financial Economics
, vol.91
, pp. 24-37
-
-
Fu, F.1
-
28
-
-
33847054720
-
An alternative perspective on the relationship between downside beta and CAPM beta
-
Galagedera D. An alternative perspective on the relationship between downside beta and CAPM beta. Emerging Markets Review 2007, 8(1):4-19.
-
(2007)
Emerging Markets Review
, vol.8
, Issue.1
, pp. 4-19
-
-
Galagedera, D.1
-
29
-
-
0002565873
-
A practical approach to calculating costs of equity for investments in emerging markets
-
Godfrey S., Espinosa R. A practical approach to calculating costs of equity for investments in emerging markets. Journal of Applied Corporate Finance 1996, 80-89.
-
(1996)
Journal of Applied Corporate Finance
, pp. 80-89
-
-
Godfrey, S.1
Espinosa, R.2
-
30
-
-
0142168851
-
Idiosyncratic risk matters!
-
Goyal A., Santa Clara P. Idiosyncratic risk matters!. Journal of Finance 2003, 58(3):975-1007.
-
(2003)
Journal of Finance
, vol.58
, Issue.3
, pp. 975-1007
-
-
Goyal, A.1
Santa Clara, P.2
-
33
-
-
70349995283
-
Sector level cost of equity in African financial markets
-
Hearn B., Piesse J. Sector level cost of equity in African financial markets. Emerging Markets Review 2009, 10(4):257-278.
-
(2009)
Emerging Markets Review
, vol.10
, Issue.4
, pp. 257-278
-
-
Hearn, B.1
Piesse, J.2
-
34
-
-
0008919779
-
Stock market liberalization, economic reform, and emerging market equity prices
-
Henry Peter Blair Stock market liberalization, economic reform, and emerging market equity prices. Journal of Finance 2000, 55:529-564.
-
(2000)
Journal of Finance
, vol.55
, pp. 529-564
-
-
Henry, P.B.1
-
36
-
-
0036829302
-
The cost of capital in international financial markets: local or global?
-
Koedijk C.G., Kool C.J.M., Schotman P.C., van Dijk M.A. The cost of capital in international financial markets: local or global?. Journal of International Money and Finance 2002, 21(6):905-929.
-
(2002)
Journal of International Money and Finance
, vol.21
, Issue.6
, pp. 905-929
-
-
Koedijk, C.G.1
Kool, C.J.M.2
Schotman, P.C.3
van Dijk, M.A.4
-
37
-
-
84911608997
-
Equilibrium in an imperfect market: a constraint in the number of securities in the portfolio
-
Levy H. Equilibrium in an imperfect market: a constraint in the number of securities in the portfolio. The American Economic Review 1978, 68(4):643-658.
-
(1978)
The American Economic Review
, vol.68
, Issue.4
, pp. 643-658
-
-
Levy, H.1
-
38
-
-
0003114587
-
The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
-
Lintner J. The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. Review of Economics and Statistics 1965, 47(1):13-37.
-
(1965)
Review of Economics and Statistics
, vol.47
, Issue.1
, pp. 13-37
-
-
Lintner, J.1
-
39
-
-
33751007244
-
A liquidity-augmented capital asset pricing model
-
Liu W. A liquidity-augmented capital asset pricing model. Journal of Financial Economics 2006, 82:631-671.
-
(2006)
Journal of Financial Economics
, vol.82
, pp. 631-671
-
-
Liu, W.1
-
40
-
-
13844294125
-
Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market
-
Martinez M.A., Nieto B., Rubio G., Tapia M. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. International Review of Economics and Finance 2005, 14:81-103.
-
(2005)
International Review of Economics and Finance
, vol.14
, pp. 81-103
-
-
Martinez, M.A.1
Nieto, B.2
Rubio, G.3
Tapia, M.4
-
41
-
-
19144371818
-
Risk and ex ante cost of equity estimates of emerging market firms
-
Mishra D.R., O'Brien T.J. Risk and ex ante cost of equity estimates of emerging market firms. Emerging Markets Review 2005, 6(2):107-120.
-
(2005)
Emerging Markets Review
, vol.6
, Issue.2
, pp. 107-120
-
-
Mishra, D.R.1
O'Brien, T.J.2
-
42
-
-
33644789193
-
The practice of investment valuation in emerging markets: evidence from Argentina
-
Pereiro L. The practice of investment valuation in emerging markets: evidence from Argentina. Journal of Multinational Financial Management 2006, 16(2):160-183.
-
(2006)
Journal of Multinational Financial Management
, vol.16
, Issue.2
, pp. 160-183
-
-
Pereiro, L.1
-
44
-
-
0012584954
-
Local return factors and turnover in emerging stock markets
-
Rouwenhorst G.K. Local return factors and turnover in emerging stock markets. Journal of Finance 1999, 54(4):1439-1464.
-
(1999)
Journal of Finance
, vol.54
, Issue.4
, pp. 1439-1464
-
-
Rouwenhorst, G.K.1
-
45
-
-
0002823941
-
A generalization of the international asset pricing model
-
Sercu P. A generalization of the international asset pricing model. Revue de l'Association Française de Finance 1980, 1(1):91-135.
-
(1980)
Revue de l'Association Française de Finance
, vol.1
, Issue.1
, pp. 91-135
-
-
Sercu, P.1
-
46
-
-
84980092818
-
Capital asset prices: a theory of market equilibrium under conditions of risk
-
Sharpe W.F. Capital asset prices: a theory of market equilibrium under conditions of risk. Journal of Finance 1964, 19(3):425-442.
-
(1964)
Journal of Finance
, vol.19
, Issue.3
, pp. 425-442
-
-
Sharpe, W.F.1
-
47
-
-
0001666175
-
The effect of intervaling on estimating parameters of the capital asset pricing model
-
Smith K.V. The effect of intervaling on estimating parameters of the capital asset pricing model. Journal of Financial and Quantitative Analysis 1980, 13:313-332.
-
(1980)
Journal of Financial and Quantitative Analysis
, vol.13
, pp. 313-332
-
-
Smith, K.V.1
-
48
-
-
0002610773
-
The international pricing of risk: an empirical investigation of the world capital market structure
-
Solnik B. The international pricing of risk: an empirical investigation of the world capital market structure. Journal of Finance 1974, 29:48-54.
-
(1974)
Journal of Finance
, vol.29
, pp. 48-54
-
-
Solnik, B.1
-
49
-
-
0001205591
-
A note on using cross-sectional information in Bayesian estimation of security betas
-
Vasicek O. A note on using cross-sectional information in Bayesian estimation of security betas. Journal of Finance 1973, 28:1233-1239.
-
(1973)
Journal of Finance
, vol.28
, pp. 1233-1239
-
-
Vasicek, O.1
-
50
-
-
52449141379
-
Are changes in spreads of external-market debt also induced by contagion?
-
Wong J. Are changes in spreads of external-market debt also induced by contagion?. Intereconomics 2000, 35(2):72-80.
-
(2000)
Intereconomics
, vol.35
, Issue.2
, pp. 72-80
-
-
Wong, J.1
|