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Are the Diversification Benefits of Emerging and Frontier Markets Retained in the Long-Run?

https://doi.org/10.2139/ssrn.4767036
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Maximal Overlap Wavelet Statistical Analysis With Application to Atmospheric Turbulence
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Correlation dynamics and international diversification benefits
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Psychological price barriers in frontier equities
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Predictive Blends: Fundamental Indexing Meets Markowitz
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The cross-section of stock returns in frontier emerging markets
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Global market integration: An alternative measure and its application☆
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The world price of liquidity risk
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Multiscale systematic risk
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Risk contagion among international stock markets
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History, gravity and international finance
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Black swan events and safe havens: The role of gold in globally integrated emerging markets
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Wavelet Methods for Time SeriesAnalysis
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Liquidity Dynamics and Cross-Autocorrelations
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High Frequency Quoting: Short-Term Volatility in Bids and Offers
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Analysis of Subtidal Coastal Sea Level Fluctuations Using Wavelets
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Long-Term Global Market Correlations
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The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis*
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Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
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Market Frictions, Price Delay, and the Cross-Section of Expected Returns
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The Myth of Long-Horizon Predictability
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Liquidity and Expected Returns: Lessons from Emerging Markets
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Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
inferredcites →https://doi.org/10.1093/rfs/hht038openalex-extracted
Long-Run Risk and the Persistence of Consumption Shocks
inferredcites →https://doi.org/10.1093/rof/rfu036openalex-extracted
Emerging Equity Market Comovements: Trends and Macroeconomic Fundamentals
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The Co‐movement Dynamics of European Frontier Stock Markets
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Diversification, Integration and Emerging Market Closed‐End Funds
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Liquidity and Expected Returns: Lessons from Emerging Markets
inferredcites →https://doi.org/10.2307/2330969openalex-extracted
How Many Stocks Make a Diversified Portfolio?
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Intertemporal Cross-Dependence in Securities Daily Returns and the Short-Run Intervaling Effect on Systematic Risk
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Diversification Returns and Asset Contributions
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