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International Listings and Stock Returns: Some Empirical Evidence

Alexander, Gordon J.; Eun, Cheol S.; Janakiramanan, S. - In: Journal of Financial and Quantitative Analysis 23 (1988) 02, pp. 135-151

Persistent link: https://www.econbiz.de/10005243744

International Transmission of Stock Market Movements

Eun, Cheol S.; Shim, Sangdal - In: Journal of Financial and Quantitative Analysis 24 (1989) 02, pp. 241-256

Persistent link: https://www.econbiz.de/10005139130

Global Purchasing Power View of Exchange Risk

Eun, Cheol S. - In: Journal of Financial and Quantitative Analysis 16 (1981) 05, pp. 639-650

Persistent link: https://www.econbiz.de/10005139165

International Diversification with Large- and Small-Cap Stocks

Eun, Cheol S.; Huang, Wei; Lai, Sandy - In: Journal of Financial and Quantitative Analysis 43 (2008) 02, pp. 489-524

To the extent that investors diversify internationally, large-cap stocks receive the dominant share of fund allocation. Increasingly, however, returns to large-cap stocks or stock market indices tend to comove, mitigating the benefits from international diversification. In contrast, stocks of...

Persistent link: https://www.econbiz.de/10005243777

More on Beta as a Random Coefficient

Alexander, Gordon J.; Benson, P. George - In: Journal of Financial and Quantitative Analysis 17 (1982) 01, pp. 27-36

Persistent link: https://www.econbiz.de/10005407150

The Derivation of Efficient Sets

Alexander, Gordon J. - In: Journal of Financial and Quantitative Analysis 11 (1976) 05, pp. 817-830

Persistent link: https://www.econbiz.de/10008476484

Mixed Security Testing of Alternative Portfolio Selection Models

Alexander, Gordon J. - In: Journal of Financial and Quantitative Analysis 12 (1977) 05, pp. 817-832

Persistent link: https://www.econbiz.de/10008476977

On the Estimation and Stability of Beta

Alexander, Gordon J.; Chervany, Norman L. - In: Journal of Financial and Quantitative Analysis 15 (1980) 01, pp. 123-137

Persistent link: https://www.econbiz.de/10005138973

Timing Decisions and the Behavior of Mutual Fund Systematic Risk

Alexander, Gordon J.; Benson, P. George; Eger, Carol E. - In: Journal of Financial and Quantitative Analysis 17 (1982) 04, pp. 579-602

Persistent link: https://www.econbiz.de/10005138977

Applying the Market Model to Long-Term Corporate Bonds

Alexander, Gordon J. - In: Journal of Financial and Quantitative Analysis 15 (1980) 05, pp. 1063-1080

Persistent link: https://www.econbiz.de/10005139246