References
- Appiah-Kusi , J and Menyah , K . 2003 . Return predictability in African stock markets . Review of Financial Economics , 12 : 247 – 70 .
- Bekaert , G . 1995 . Market integration and investment barriers in emerging equity markets . World Bank Economic Review , 9 : 75 – 107 .
- Bekaert , G and Harvey , CR . 1997 . Emerging equity market volatility . Journal of Financial Economics , 43 : 29 – 77 .
- Bekaert , G , Erb , CB , Harvey , CR and Viskanta , TE . 1997 . What matters for emerging equity market investments . Emerging Markets Quarterly , 1 : 17 – 46 .
- Bekaert , G , Erb , CB , Harvey , CR and Viskanta , TE . 1998 . Distributional characteristics of emerging market returns and asset allocation . Journal of Portfolio Management , 24 : 101 – 16 .
- De Santis , G and Imrohoroglu , S . 1997 . Stock returns and volatility in emerging financial markets . Journal of International Money and Finance , 16 : 561 – 79 .
- Domowitz , I , Glen , J and Madhavan , A . 1997 . Market segmentation and stock prices: evidence from an emerging market . Journal of Finance , 52 : 1059 – 85 .
- Erb , CB , Harvey , CR and Viskanta , TE . 1997 . The making of an emerging market . Emerging Markets Quarterly , 1 : 14 – 19 .
- Goetzmann , W and Jorion , P . 1999 . Re-emerging markets . Journal of Financial and Quantitative Analysis , 34 : 1 – 32 .
- Harvey , CR . 1995 . Predictable risk and returns in emerging markets . Review of Financial Studies , 8 : 773 – 816 .
- Harvey , CR , Travers , KE and Costa , MJ . 2000 . Forecasting emerging market returns using neural networks . Emerging Markets Quarterly , Summer : 1 – 12 .
- Kawakatsu , H and Morey , MR . 1999 . An empirical examination of financial liberalization and the efficiency of emerging market stock prices . Journal of Financial Research , 4 : 385 – 411 .
- Richard , AJ . 1996 . Volatility and predictability in national stock markets: how do emerging and mature markets differ? . International Monetary Fund, Staff Papers , 43 : 461 – 501 .
- Salomons , R and Grootveld , H . 2003 . The equity risk premium: emerging vs. developed markets . Emerging Markets Review , 4 : 121 – 44 .
- Schaller , H and Van Norden , S . 1997 . Regime-switching in stock market returns . Applied Financial Economics , 7 : 177 – 91 .