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The Effects of Macroeconomic Announcements on Equity Returns and Their Connections to Fama-French Factors

Arshanapalli, Bala Gangadhar - 2011

By employing daily data we investigated the relationship between the role of macroeconomic announcements and equity returns via their connection to Fama-French Factors. Macroeconomic announcements had a profound effect on equity returns, the Fama-French factors, and Momentum. We find that the...

Persistent link: https://www.econbiz.de/10013124155

Yes Virginia, Diversification is Still a Free Lunch

Arshanapalli, Bala Gangadhar - 2011

Recent financial market turbulence led many analysts to question the efficacy of diversification. This paper, using changing correlations, shows that diversification is still the tool that enhances risk adjusted performance. Recent economic turbulence makes it necessary to include more asset classes

Persistent link: https://www.econbiz.de/10013124153

Empirical applications of duality theory to two problems under uncertainty : optimal hedging and asset demands in a portfolio model

Arshanapalli, Bala Gangadhar - 1988

Persistent link: https://www.econbiz.de/10000905559

Pre and post-October 1987 stock market linkages between US and Asian markets

Arshanapalli, Bala Gangadhar - In: Pacific-Basin finance journal 3 (1995) 1, pp. 57-73

Persistent link: https://www.econbiz.de/10001184051

Estimating the demand for risky assets via the indirect expected utility function

Dalal, Ardeshir J. - In: Journal of risk and uncertainty : JRU 6 (1993) 3, pp. 277-288

Persistent link: https://www.econbiz.de/10001150031

Integration of Euro-money markets

Arshanapalli, Bala Gangadhar - In: Journal of multinational financial management 2 (1993) 3, pp. 107-126

Persistent link: https://www.econbiz.de/10001150041

Effects of expected cash and futures prices on hedging and production : comments and extensions

Dalal, Ardeshir J. - In: The journal of futures markets 9 (1989) 4, pp. 337-345

Persistent link: https://www.econbiz.de/10001152255

Asian equity markets and the role of Japan

Arshanapalli, Bala Gangadhar - In: The journal of international securities markets 7 (1993), pp. 165-172

Persistent link: https://www.econbiz.de/10001156472

Pacific basin stock market linkages

Arshanapalli, Bala Gangadhar - In: Research in international business and finance / Supplement (1996), pp. 101-109

Persistent link: https://www.econbiz.de/10001217401

International stock market linkages : evidence from the pre- and post-October 1987 period

Arshanapalli, Bala Gangadhar - In: Journal of banking & finance 17 (1993) 1, pp. 193-208

Persistent link: https://www.econbiz.de/10001140669