Time-varying market integration and expected returns in emerging markets

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	583-613
Journal	Journal of Financial Economics
Volume	78
Issue number	3
Publication status	Published - 2005

Cite this

@article{e5cf979bf8fa4493b2dc707b71d04e93,

title = "Time-varying market integration and expected returns in emerging markets",

author = "{de Jong}, F.C.J.M. and {de Roon}, F.A.",

note = "DP 2001-78",

year = "2005",

language = "English",

volume = "78",

pages = "583--613",

journal = "Journal of Financial Economics",

issn = "0304-405X",

publisher = "Elsevier B.V.",

number = "3",

}