Emerging markets have long posed a challenge for finance. Standard models are often ill
suited to deal with the specific circumstances arising in these markets. However, the interest …

International Investments Page 1 International Investments Bruno Solnik HEC SCHOOL of
MANAGEMENT Dennis McLeavey ASSOCIATION for INVESTMENT MANAGEMENT and …

Much has been learned about emerging markets finance over the past 20 years. These
markets have attracted a unique interdisciplinary interest that bridges both investment and …

The separation of ownership and control allows controlling shareholders to pursue private
benefits. We develop an analytically tractable dynamic stochastic general equilibrium model …

This study examines the relationship between COVID-19, government response measures,
and stock market volatilities for 11 developed and developing economies within the Asia …

We examine the profitability of a broad range of stock selection strategies in 32 emerging
markets over the period 1985–1999. Value, momentum and earnings revisions strategies …

Using daily returns from 1988 through 1999 for Argentina, Brazil, Chile, Mexico, and
Canada, and from 1993 to 1999 for Colombia, Peru and Venezuela, we investigate to what …

At first sight, the idea of investing internationally seems exciting and full of promise because
of the many benefits of international portfolio investment. By investing in foreign securities …

We test a conditional international asset pricing model with both world market and domestic
risk included as independent pricing factors for five East Asian markets, the US and World …

Purpose There has been a burgeoning interest in exploring the impact of uncertainty factors
on share returns. However, studies on the influence of global financial uncertainties on …