Country and industry factors in returns: evidence from emerging markets' stocks

By Ana Paula Serra. 2000

120 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/ed973e1d99ed76f422e8e16c1e6e87bbdded6aee

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Dick Van Dijk
2. E. Pretorius
3. Jaap van der Hart
4. E. Slagter
5. Andrew J. Patton
6. Michel Beine
7. B. Candelon

In Finance

1. Dick Van Dijk
2. E. Pretorius
3. Jaap van der Hart
4. E. Slagter
5. Geert Bekaert
6. Campbell R. Harvey
7. Andrew J. Patton

Citations in the corpus

• Stock Selection Strategies in Emerging Markets (2003, result): “This corresponds with the findings of Serra (2000), who documents that country effects are important factors in the behavior of emerging markets’ returns.”
• Economic determinants of emerging stock market interdependence (2002, background): “The effect of industrial similarity on stock market correlation has received a substantial amount of attention in the literature (e.g. Serra, 2000; Wolf, 1998; Roll, 1992).”