Table of contents - Special Issue on Measuring Risk and / or Applications Thereof
Guest Editors: Prof. Joseph McCarthy
Are micro-cap mutual funds indeed riskier?
Javier RodriguezThis study aims to examine the cross-sectional variation in risk of US-based micro-cap open-end mutual funds. Micro-cap mutual funds allow investors to access very low-priced…
On the linkage between stock market development and economic growth in emerging market economies: Dynamic panel evidence
Pramod Kumar Naik, Puja PadhiThe purpose of this study is to empirically examine the impact of stock market development on the economic growth for a panel of 27 emerging economies using annual data over the…
International diversification and return differential between the US and the foreign markets
Abdullah NomanThis paper aims to examine the impact of the return differential between the domestic and foreign markets on the risk exposure of country mutual funds (CMFs). It is argued that…
Are international economic and financial co-movements characterized by asymmetric co-integration?
Mahmoud Qadan, Joseph YagilThe recent economic crises have attracted attention to the issue of international equity co-movements and correlations. Using data from 1980 to 2010, the authors examine the…
Robustness of the Carhart four-factor and the Fama-French three-factor models on the South African stock market
Nicholas Addai BoamahThe purpose of this study is to explore the applicability of the Fama–French and Carhart models on the South African stock market (SASM). It examines the ability of the models to…
ISSN:
1475-7702e-ISSN:
1758-7700ISSN-L:
1475-7702Online date, start – end:
2002Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Nawazish Mirza