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The wealth effects of portfolio rebalancing in emerging equity markets

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  • Eaker, Mark R.
  • Grant, Dwight

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  • Eaker, Mark R. & Grant, Dwight, 2002. "The wealth effects of portfolio rebalancing in emerging equity markets," Journal of Multinational Financial Management, Elsevier, vol. 12(1), pages 79-88, February.
    • Handle: RePEc:eee:mulfin:v:12:y:2002:i:1:p:79-88
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    References listed on IDEAS

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    1. Harvey, Campbell R, 1995. "Predictable Risk and Returns in Emerging Markets," The Review of Financial Studies, Society for Financial Studies, vol. 8(3), pages 773-816.
    2. Errunza, Vihang R. & Losq, Etienne, 1985. "The behavior of stock prices on LDC markets," Journal of Banking & Finance, Elsevier, vol. 9(4), pages 561-575, December.
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