Similar Search Results

Effects of economic convergence on stock market returns in major EMU member countries

Phengpis, Chanwit; Apilado, Vince P.; Swanson, Peggy Eubanks - In: Review of quantitative finance and accounting 23 (2004) 3, pp. 207-227

Persistent link: https://www.econbiz.de/10002418330

Economic interdependence and common stochastic trends : a comparative analysis between EMU and non-EMU stock markets

Phengpis, Chanwit; Apilado, Vince P. - In: International review of financial analysis 13 (2004) 3, pp. 245-263

Persistent link: https://www.econbiz.de/10002115096

Relative efficiency, industry concentration and average stock returns

Nguyen, Giao X.; Prombutr, Wikrom; Phengpis, Chanwit; … - In: Studies in Economics and Finance 36 (2019) 1, pp. 63-82

Purpose: Previous research has found that industry concentration and firm efficiency affect stock returns. However, it is not clear if concentration is a byproduct of efficiency and hence its effect on stock returns is driven by efficiency. This paper aims to examine the relationships between...

Persistent link: https://www.econbiz.de/10012080037

Increasing input information and realistically measuring potential diversification gains from international portfolio investments

Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Global finance journal 15 (2004) 2, pp. 197-217

Persistent link: https://www.econbiz.de/10002375122

iShares and the US market risk exposure

Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Journal of business finance & accounting : JBFA 36 (2009) 7/8, pp. 972-986

Persistent link: https://www.econbiz.de/10003902650

Optimization, cointegration and diversification gains from international portfolios : an out-of-sample analysis

Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 269-286

Persistent link: https://www.econbiz.de/10009272498

Portfolio diversification effects of trading blocs : the case of NAFTA

Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Journal of multinational financial management 16 (2006) 3, pp. 315-331

Persistent link: https://www.econbiz.de/10003328761

Determinants of equity style

Gallo, John Gregory; Phengpis, Chanwit; Swanson, Peggy … - In: Journal of financial services research : JFSR 31 (2007) 1, pp. 33-51

Persistent link: https://www.econbiz.de/10003490337

US dollar and determination of the renminbi value : short-run and long-run approaches

Phengpis, Chanwit; Swanson, Peggy Eubanks; Prombutr, Wikrom - In: Journal of Asia Pacific business 16 (2015) 3, pp. 223-241

Persistent link: https://www.econbiz.de/10011348820

Institutional flows and equity style diversification

Gallo, John Gregory; Phengpis, Chanwit; Swanson, Peggy … - In: Applied financial economics 18 (2008) 16/18, pp. 1441-1450

Persistent link: https://www.econbiz.de/10003779553