Artikel

Stock market integration : Are risk premiums of international assets equal

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Penilaian

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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 considered, the markets were just partially integrated

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Ketersediaan

005 - 16012014/03

J 650 Int

Perpustakaan A. Yani

Tersedia namun tidak untuk dipinjamkan - No Loan

Informasi Detail

Judul Seri

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No. Panggil

J 650 Int

Penerbit

Yogyakarta : Fakultas Ekonomi UGM., 2014

Deskripsi Fisik

ii , 24 hlm,: 24 cm

Bahasa

English

ISBN/ISSN

14111128

Klasifikasi

650

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

Vol.16, No.1, Jan - Apr 2014: 39-53

Subjek

Market Integration

Info Detail Spesifik

https://jurnal.ugm.ac.id/gamaijb/article/view/5466

Pernyataan Tanggungjawab

Basu Swastha Dharmesta

Versi lain/terkait

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