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Convergence and risk-return linkages across financial service firms

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  • Elyasiani, Elyas
  • Mansur, Iqbal
  • Pagano, Michael S.
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 31 (2007)
    Issue (Month): 4 (April)
    Pages: 1167-1190

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    Handle: RePEc:eee:jbfina:v:31:y:2007:i:4:p:1167-1190

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    References

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    Cited by:
    1. Sagarika Mishra & Paresh Kumar Narayan, 2010. "Do Market Capitalisation and Stocks Traded Converge? New Global Evidence," Economics Series 2010_11, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
    2. Elyas Elyasiani & Iqbal Mansur & Jill Wetmore, 2010. "Real-Estate Risk Effects on Financial Institutions’ Stock Return Distribution: a Bivariate GARCH Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 40(1), pages 89-107, January.
    3. Chen, Zhian & Li, Donghui & Liao, Li & Moshirian, Fariborz & Szablocs, Csaba, 2009. "Expansion and consolidation of bancassurance in the 21st century," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 633-644, October.

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