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Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods

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  • Lau, Sie Ting
  • McInish, Thomas H.

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Bibliographic Info

Article provided by Elsevier in its journal Global Finance Journal.

Volume (Year): 4 (1993)
Issue (Month): 1 ()
Pages: 1-19

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Handle: RePEc:eee:glofin:v:4:y:1993:i:1:p:1-19

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Web page: http://www.elsevier.com/locate/inca/620162

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Cited by:
  1. Mohamed El Hedi Arouri, 2006. "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Frontiers in Finance and Economics, SKEMA Business School, vol. 3(2), pages 70-94, December.
  2. Hsin, Chin-Wen, 2004. "A multilateral approach to examining the comovements among major world equity markets," International Review of Financial Analysis, Elsevier, vol. 13(4), pages 433-462.
  3. Dimitriou, Dimitrios & Kenourgios, Dimitris, 2012. "Opportunities for international portfolio diversification in the balkans’ markets," MPRA Paper 37479, University Library of Munich, Germany.
  4. Dimitrios Dimitriou & Theodore Simos, 2013. "International portfolio diversification: an ICAPM approach with currency risk," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(2), pages 177-189, September.
  5. Meric, Gulser & Leal, Ricardo P. C. & Ratner, Mitchell & Meric, Ilhan, 2001. "Co-movements of U.S. and Latin American equity markets before and after the 1987 crash," International Review of Financial Analysis, Elsevier, vol. 10(3), pages 219-235.

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