Scilit logo
  • Rankings
  • Search Publications
    Cited-by Search
  • Sources
  • Publishers
  • Scholars
    Top Cited Scholars
  • Organizations
  • Scilit
    About Us
    Advisory Board
    Data Sources
    Career
    Support / Contact
    User Guide
    Publisher User
    Search Function
    Rankings Function
    API Resource
    Scilit Knowledge
    Metrics
    Scilit Recognitions
    Publications Classification
    Media
    News
    Blog
Register
  1. Home
  2. Publications
  3. Time-varying market integration and expected returns in emerging markets
  1. Home
  2. Publications
  3. Time-varying market integration and expected returns in emerging markets

Time-varying market integration and expected returns in emerging markets

Authors:
  • FDF Dejong
    F Dejong
  • FDF Deroon
    F Deroon

Publisher website
Google Scholar
  • 1 December 2005
    • journal article
    • Published by Elsevier in Journal of Financial Economics
    • Vol. 78  (3) , 583-613
    • DOI:10.1016/j.jfineco.2004.10.010
Abstract
No abstract available
Keywords
  • RETURN ON INVESTMENT
  • SYSTEMATIC RISK
  • ECONOMIC INTEGRATION
  • CAPITAL MARKETS
  • MARKET VALUE
  • EMERGING MARKET
  • COST OF CAPITAL
  • INDEXATION
  • CAPITAL MARKET
  • MARKET SEGMENTATION
  • EMERGING MARKETS
  • ASSET PRICING
All Related Versions
  • Version 1, 2001-01-01, RePEc (Unconfirmed version)
  • Version 1, 2001-01-01, RePEc (Unconfirmed version)
Cited by 195 articles
Scilit logo

Have questions? Email us at support@scilit.com

© 2026 MDPI (Basel, Switzerland) unless otherwise stated.

MDPI initiatives

  • MDPI Journals
  • MDPI Books
  • Sciforum
  • Proceedings Series
  • Preprints.org
  • SciProfiles
  • Encyclopedia
  • JAMS

Legal

  • Privacy
  • Terms
  • About
  • Contact
  • Disclaimer

Follow us

  • facebook icon
  • x icon
  • linkedin icon

Join us

  • Career

© 2026 MDPI (Basel, Switzerland) unless otherwise stated.