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Stock market integration : Are risk premiums of international assets equal
This paper studies previous research on capital market integration and applies a simple international capital asset pricing model by considering the incompleteness in market integration and heteroscedasticity of the market returns. When we disregarded those two factors, we found that stock markets were integrated and the law of one price on risk premiums prevails. However, when the factors were…
- Edisi
- Vol.16, No.1, Jan - Apr 2014: 39-53
- ISBN/ISSN
- 14111128
- Deskripsi Fisik
- ii , 24 hlm,: 24 cm
- Judul Seri
- -
- No. Panggil
- J 650 Int
Karya Umum 
Filsafat 
Agama 
Ilmu-ilmu Sosial 
Bahasa 
Ilmu-ilmu Murni 
Ilmu-ilmu Terapan 
Kesenian, Hiburan, dan Olahraga 
Kesusastraan 
Geografi dan Sejarah