haku: @author Bekaert, G. / yhteensä: 14
viite: 9 / 14
| Tekijä: | Bekaert, G. Harvey, C. |
| Otsikko: | Foreign speculators and emerging equity markets |
| Lehti: | Journal of Finance
2000 : APR, VOL. 55:2, p. 565-614 |
| Asiasana: | STOCK MARKETS FOREIGN INVESTMENT FINANCE |
| Kieli: | eng |
| Tiivistelmä: | The authors propose a cross-sectional time-series model to assess the impact of market liberalizations in emerging equity markets on the cost of capital, volatility, beta and correlation with world market returns. Liberalizations are defined by regulatory changes, the introduction of depositary receipts and country funds, and structural breaks in equity capital flows to the emerging markets. |
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