scholarly journals Three Essays on Empirical Asset Pricing in International Equity Markets

2021 ◽  
Author(s):  
Birgit Charlotte Müller
Keyword(s):  
Asset Pricing ◽  
Equity Markets ◽  
Empirical Asset Pricing ◽  
International Equity Markets ◽  
International Equity

scholarly journals Concluding Remarks

2021 ◽  
pp. 127-130
Author(s):  
Birgit Charlotte Müller
Keyword(s):  
Growth Factor ◽  
Asset Pricing ◽  
Equity Markets ◽  
International Markets ◽  
Empirical Asset Pricing ◽  
Momentum Effect ◽  
International Equity Markets ◽  
International Equity ◽  
The U.S

ZusammenfassungDespite being of fundamental economic and scientific importance, international financial markets have remained considerably underresearched until today. This thesis presents three essays on empirical asset pricing in international equity markets. In the first essay, the role of firm-specific characteristics is analyzed for the momentum effect to exist. The second essay investigates the validity, persistence, and robustness of the newly discovered capital share growth factor across international markets as proposed by Lettau et al. (2019) for the U.S. market.

Global private information in international equity markets☆

2009 ◽  
Vol 94 (1) ◽  
pp. 18-46 ◽  
Author(s):  
Rui Albuquerque ◽  
Gregory H. Bauer ◽  
Martin Schneider
Keyword(s):  
Private Information ◽  
Equity Markets ◽  
International Equity Markets ◽  
International Equity

scholarly journals Cojumps and asset allocation in international equity markets

2019 ◽  
Vol 98 ◽  
pp. 1-22 ◽  
Author(s):  
Mohamed Arouri ◽  
Oussama M’saddek ◽  
Duc Khuong Nguyen ◽  
Kuntara Pukthuanthong
Keyword(s):  
Asset Allocation ◽  
Equity Markets ◽  
International Equity Markets ◽  
International Equity
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