Effects of MILA on their stock markets: an empirical analysis on market activity and dynamic correlations
JA Munoz Mendoza, SM Sepulveda Yelpo… - International Journal of …, 2022 - emerald.com
Purpose The purpose of this article is to analyze the effects of the integration process for the
Integrated Market of Latin America (MILA) on its stock markets behavior as well as their …
Integrated Market of Latin America (MILA) on its stock markets behavior as well as their …
Business Groups and Herding Behavior during the COVID-19 Pandemic.
JP Vieito, C Espinosa-Mendez… - Finance a Uver: Czech …, 2022 - search.ebscohost.com
This article studies whether herding behavior is present in stock returns of business groups
during the COVID-19 pandemic in Latin American Integrated Market (MILA), composed by …
during the COVID-19 pandemic in Latin American Integrated Market (MILA), composed by …
[PDF][PDF] Cost of equity dynamics: a comparison across emerging and developed markets
H Raza - 2019 - cust.edu.pk
The purpose of the study is to investigate the changing dynamics of validity of CAPM in the
wake of its different models. For this study various existing models have been selected and …
wake of its different models. For this study various existing models have been selected and …
Essays on Conditional Asset Pricing and Machine Learning in Finance
S Owen - 2021 - etda.libraries.psu.edu
In recent years there has been wide-scale access to improved statistical estimation
techniques and the implementation of such techniques in financial economics. In this …
techniques and the implementation of such techniques in financial economics. In this …
[引用][C] The Efficacy of the Conditional CAPM: Improved Tests in an International Context
SR Owen - Available at SSRN 3716370, 2020