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Discussion of Risk Exposures and International Diversification: Evidence from iShares

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  • Alex P. Taylor

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  • Alex P. Taylor, 2005. "Discussion of Risk Exposures and International Diversification: Evidence from iShares," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(3‐4), pages 773-776, April.
    • Handle: RePEc:bla:jbfnac:v:32:y:2005:i:3-4:p:773-776
    DOI: 10.1111/j.0306-686X.2005.00613.x
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    References listed on IDEAS

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    1. Bekaert, Geert & Harvey, Campbell R., 1997. "Emerging equity market volatility," Journal of Financial Economics, Elsevier, vol. 43(1), pages 29-77, January.
    2. Maosen Zhong & Hui Yang, 2005. "Risk Exposures and International Diversification: Evidence from iShares," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(3‐4), pages 737-772, April.
    3. Maosen Zhong & Hui Yang, 2005. "Risk Exposures and International Diversification: Evidence from iShares," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(3-4), pages 737-772.
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    Cited by:

    1. Levy, Ariel & Lieberman, Offer, 2013. "Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1412-1421.
    2. Naka, Atsuyuki & Noman, Abdullah, 2017. "Diversification of risk exposure through country mutual funds under alternative investment opportunities," The Quarterly Review of Economics and Finance, Elsevier, vol. 64(C), pages 215-227.
    3. Chanwit Phengpis & Peggy E. Swanson, 2009. "iShares and the US Market Risk Exposure," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(7‐8), pages 972-986, September.
    4. Chanwit Phengpis & Peggy E. Swanson, 2009. "iShares and the US Market Risk Exposure," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(7-8), pages 972-986.

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