Idiosyncratic Risk in Emerging Markets
Download full text from publisher
Other versions of this item:
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Tan, Monica & Liu, Bin, 2016. "CEO's managerial power, board committee memberships and idiosyncratic volatility," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 21-30.
- Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal, 2012. "Return and volatility spillovers among CIVETS stock markets," Emerging Markets Review, Elsevier, vol. 13(2), pages 230-252.
- Nartea, Gilbert V. & Wu, Ji & Liu, Zhentao, 2013. "Does idiosyncratic volatility matter in emerging markets? Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 137-160.
- Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros, 2013. "Return dispersion, stock market liquidity and aggregate economic activity," Working Papers 166, Bank of Greece.
- repec:jfr:ijfr11:v:9:y:2018:i:1:p:189-202 is not listed on IDEAS
- Mu-Shun Wang, 2013. "Idiosyncratic Volatility and the Expected Stock Returns for Exploring the Relationship with Panel Threshold Regression," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 20(2), pages 113-129, May.
- repec:taf:applec:v:48:y:2016:i:42:p:3999-4018 is not listed on IDEAS
- Pithak Srisuksai, 2012. "Idiosyncratic Volatility and Expected Stock Returns: Evidence from Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 19(2), pages 66-89, December.
- Lumengo Bonga-Bonga & Ekerete Umoetok, 2016.
"The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa,"
Taylor & Francis Journals, vol. 48(42), pages 3999-4018, September.
- Bonga-Bonga, Lumengo & Umoetok, Ekerete, 2015. "The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa," MPRA Paper 62932, University Library of Munich, Germany.
- Kearney, Colm, 2012. "Emerging markets research: Trends, issues and future directions," Emerging Markets Review, Elsevier, vol. 13(2), pages 159-183.
- Charee Kwak, 2017. "The Effect of Corporate International Diversification on Firm Risk," Discussion Papers 2017-17, Kobe University, Graduate School of Business Administration.
- Flavia Corneli, 2009. "The Saving Glut Explanation of Global Imbalances: the Role of Underinvestment," Economics Working Papers ECO2009/41, European University Institute.
- Sergio Ortobelli Lozza & Enrico Angelelli & Daniele Toninelli, 2011. "Set-Portfolio Selection with the Use of Market Stochastic Bounds," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 5-24, November.
- Chia-Hao Lee & Pei-I Chou, 2012. "Trading Activity and Financial Market Integration," The Financial Review, Eastern Finance Association, vol. 47(3), pages 589-616, August.
More about this item
KeywordsEmerging markets; Idiosyncratic risk; Portfolio management; Tracking error volatility.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-02-02 (All new papers)
- NEP-FMK-2008-02-02 (Financial Markets)
- NEP-RMG-2008-02-02 (Risk Management)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:uop:wpaper:0018. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Kleanthis Gatziolis). General contact details of provider: http://edirc.repec.org/data/depelgr.html .
We have no references for this item. You can help adding them by using this form .