EVALUATING THE DIVERSIFICATION BENEFITS OF THE NEW COUNTRY FUNDS

被引:26
作者
BAILEY, W [1 ]
LIM, J [1 ]
机构
[1] NATL UNIV SINGAPORE,DEPT FINANCE & BANKING,SINGAPORE 0511,SINGAPORE
关键词
D O I
10.3905/jpm.1992.409405
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:74 / 80
页数:7
相关论文
共 23 条
[1]   THE MARKET FOR JAPANESE STOCK INDEX FUTURES - SOME PRELIMINARY EVIDENCE [J].
BAILEY, W .
JOURNAL OF FUTURES MARKETS, 1989, 9 (04) :283-295
[2]   BENEFITS OF INTERNATIONAL DIVERSIFICATION - THE CASE OF PACIFIC BASIN STOCK MARKETS [J].
BAILEY, W ;
STULZ, RM .
JOURNAL OF PORTFOLIO MANAGEMENT, 1990, 16 (04) :57-61
[3]  
BAILEY W, 1990, J INT MONE FINANCE, V10, P344
[4]  
BALEY W, 1991, PACIFIC BASIN CAPITA, V2, P365
[5]   PRIVATE INFORMATION, TRADING VOLUME, AND STOCK-RETURN VARIANCES [J].
BARCLAY, MJ ;
LITZENBERGER, RH ;
WARNER, JB .
REVIEW OF FINANCIAL STUDIES, 1990, 3 (02) :233-253
[6]  
BONSERNEAL C, 1990, J FINANC, V45, P323
[7]   INTERNATIONAL TRANSMISSION OF STOCK-MARKET MOVEMENTS [J].
EUN, CS ;
SHIM, S .
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1989, 24 (02) :241-256
[8]   STOCK RETURN VARIANCES - THE ARRIVAL OF INFORMATION AND THE REACTION OF TRADERS [J].
FRENCH, KR ;
ROLL, R .
JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (01) :5-26
[9]  
GRUBEL H, 1968, AM ECON REV, P1299
[10]   CORRELATIONS IN PRICE CHANGES AND VOLATILITY ACROSS INTERNATIONAL STOCK MARKETS [J].
HAMAO, Y ;
MASULIS, RW ;
NG, V .
REVIEW OF FINANCIAL STUDIES, 1990, 3 (02) :281-307