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Covered interest rate parity among BRIC nations

Bhargava, Vivek; Dania, Akash; Malhotra, Davinder Kumar - In: The journal of business and economic studies 17 (2011) 1, pp. 37-47

Persistent link: https://www.econbiz.de/10009161494

Emerging markets, economic growth, and foreign direct investment

Malhotra, Davinder Kumar - In: Journal of emerging markets 17 (2012) 1, pp. 36-52

Persistent link: https://www.econbiz.de/10009737021

Transmission of US stock market implied volatility to equity markets of emerging countries

Dania, Akash; Malhotra, Davinder Kumar - In: The journal of wealth management 17 (2014/15) 2, pp. 45-54

Persistent link: https://www.econbiz.de/10010401010

Evaluating the performance and diversification benefits of emerging-market exchange-traded funds

Kanuri, Srinidhi; Malhotra, Davinder Kumar; Malm, James - In: The journal of wealth management 20 (2018) 4, pp. 85-90

Persistent link: https://www.econbiz.de/10011810664

Diversified emerging market exchange-traded funds and the search for positive alpha

Malhotra, Davinder Kumar; Napoleon, Gianna - In: The journal of beta investment strategies 15 (2024) 2, pp. 33-52

Persistent link: https://www.econbiz.de/10014537233

Power arch modelling of the volatility of emerging equity markets

Brooks, Robert - In: Emerging markets review 8 (2007) 2, pp. 124-133

Persistent link: https://www.econbiz.de/10003453664

Alternative beta risk estimators in emerging markets : the Latin American case

Brooks, Robert; Faff, Robert W.; Fry, Tim R. L.; … - In: Latin American financial markets : developments in …, (pp. 329-344). 2004

Persistent link: https://www.econbiz.de/10002608146

Is systematic downside beta risk really priced? : Evidence in emerging market data

Galagedera, Don U. A.; Brooks, Robert - 2005

Persistent link: https://www.econbiz.de/10003048166

Multivariate tests of asset pricing : simulation evidence from an emerging market

Iqbal, Javed; Brooks, Robert; Galagedera, Don U. A. - In: Applied financial economics 20 (2010) 4/6, pp. 381-395

The finite sample performance of the Wald, Generalized Method of Moment (GMM) and Likelihood Ratio (LR) tests of multivariate asset pricing tests have been investigated in several studies on the US financial markets. This article extends this analysis in two important ways. Firstly, considering...

Persistent link: https://www.econbiz.de/10003963264

Why do emerging stock markets experience more persistent price deviations from a random walk over time? : a country-level analysis

Lim, Kian-Ping; Brooks, Robert - In: Macroeconomic dynamics 14 (2010), pp. 3-41

Persistent link: https://www.econbiz.de/10003981207