Time-varying market integration and expected returns in emerging markets

Article Abstract:

A detailed analysis of market integration, based on data from 30 emerging stock markets, is presented. The framing of an international asset pricing model with partly sectioned stock markets is attempted.

Market segmentation, Stock markets, Stock market

---

On the role of arbitrageurs in rational markets

Article Abstract:

Importance and role of arbitrageurs in asset pricing, determination of margin profits and in risk-sharing sectors of non-competitive markets are discussed.

Science & research, Research, Arbitrage, Margins (Futures trading)

---

Asset pricing with unforeseen contingencies

Article Abstract:

Using an equilibrium concept, the impact of aggregate consumption shocks on asset pricing factors is analyzed.

United States, Usage, Consumption (Economics), Equilibrium (Economics)

Similar abstracts:

• Abstracts: Banks, Financial Liberalisation and Financial Crises in Emerging Markets
• Abstracts: Solving for optimal simple rules in rational expectations models. Ruling out pareto dominated monetary equilibria
• Abstracts: Jumps and time-varying correlations in daily foreign exchange rates. Introducing new futures contracts: reinforcement versus cannibalism
• Abstracts: Teacher testing, teacher education and teacher characteristics. Desegregation and black dropout rates
• Abstracts: Money is stock. Anticipated inflation and rates of return in a search-theoretic monetary model. Risk-based pricing of interest rates for consumer loans

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.