Relevant bibliographies by topics / Equity market

Academic literature on the topic 'Equity market'

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Published: 4 June 2021
Last updated: 25 January 2023

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Journal articles on the topic "Equity market"

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D. Benson, Earl, and Sophie X. Kong. "The influence of U.S. equity returns on Asian-Pacific equity markets." Investment Management and Financial Innovations 16, no. 4 (November 26, 2019): 46–60. http://dx.doi.org/10.21511/imfi.16(4).2019.05.

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This paper examines monthly and daily returns in eleven Asian-Pacific equity markets and the U.S. market, showing that the Asian-Pacific markets systematically follow the returns in the U.S. market (S&P 500 index). For investment managers, the important findings include the fact that each Asian-Pacific market moves differently in response to U.S. market changes over a given time period and the response of most of these markets to changes in the U.S. market is not stable over time. Therefore, in their attempt to diversify a portfolio using individual Asian-Pacific country equities, past correlations and covariances are not necessarily a good predictor of future values, especially for the less developed countries. On average, more developed markets react more strongly to U.S. market changes than do the less developed markets. All markets exhibit asymmetries relative to the U.S. market, where reactions are stronger following down-days than following up-days. Finally, the tests suggest that the Asian-Pacific markets have little or no influence on U.S. market returns.
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Gang, Gary Tian. "Equity Market Price Interactions Between China and the Other Markets Within the Chinese States Equity Markets." Multinational Finance Journal 12, no. 1/2 (June 1, 2008): 105–26. http://dx.doi.org/10.17578/12-1/2-5.

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Klein, Spencer L. "Equity Market Liberalization in Emerging Markets." CFA Digest 34, no. 1 (February 2004): 52–53. http://dx.doi.org/10.2469/dig.v34.n1.1424.

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Bekaert, Geert, Campbell R. Harvey, and Christian T. Lundblad. "Equity Market Liberalization in Emerging Markets." Journal of Financial Research 26, no. 3 (September 2003): 275–99. http://dx.doi.org/10.1111/1475-6803.00059.

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Lamba, Asjeet S., and Isaac Otchere. "An Analysis of the Dynamic Relationships Between the South African Equity Market and Major World Equity Markets." Multinational Finance Journal 5, no. 3 (September 1, 2001): 201–24. http://dx.doi.org/10.17578/5-3-3.

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Graaf, Johan. "Equity market interactions." Accounting, Auditing & Accountability Journal 31, no. 4 (May 21, 2018): 1230–56. http://dx.doi.org/10.1108/aaaj-05-2016-2565.

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Purpose The purpose of this paper is to contribute to the sociology of financial analysis by exploring how sell-side analysts enact their professional roles during public earnings presentations. It addresses the following research question: How do analysts perform their professional roles in interactions with managers, fund managers and other analysts? Design/methodology/approach The research adopts a dramaturgical analysis of analysts’ interactions with managers and fund managers. The empirical material includes 50 hours of direct observations of earnings presentations and 21 interviews with analysts, managers and other relevant actors. Findings The findings show that analysts struggle with role conflicts because they need to satisfy the contrasting demands of managers, fund managers and colleagues. Performing the role of an expert critic mainly depends on the approval of managers; yet, analysts also find themselves in situations where they must confront the managers. To counter role conflicts and sustain their role performance, analysts also produce displays of role distance and carefully prepare to meet their audiences’ expectations. To maintain the role of the expert critic, analysts depend on both those taking their advice (fund managers) and those being reviewed (managers). Originality/value This study is one of few empirically rich investigations of analysts’ activities, interactions with managers and meetings with multiple audiences. It also contributes to previous interview studies using dramaturgical analysis by offering in-depth observations of a single, distinct situated activity system.
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Berndt, Antje, and Anastasiya Ostrovnaya. "Do Equity Markets Favor Credit Market News Over Options Market News?" Quarterly Journal of Finance 04, no. 02 (June 2014): 1450006. http://dx.doi.org/10.1142/s2010139214500062.

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Credit default swap (CDS) and equity options markets often experience abnormal swings prior to the announcement of negative credit news. Option prices reveal information about such forthcoming adverse events at least as early as credit spreads, except for negative earnings announcements. Prior to negative credit news being announced, the equity market does not respond to abnormal movements in option prices unless that information has also manifested itself in credit spreads, perhaps because options are perceived as more likely to trade on unsubstantiated rumors than default swaps.
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Kenourgios, Dimitris, and Aristeidis Samitas. "Equity market integration in emerging Balkan markets." Research in International Business and Finance 25, no. 3 (September 2011): 296–307. http://dx.doi.org/10.1016/j.ribaf.2011.02.004.

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Pham, Linh. "How Integrated are Regional Green Equity Markets? Evidence from a Cross-Quantilogram Approach." Journal of Risk and Financial Management 14, no. 1 (January 17, 2021): 39. http://dx.doi.org/10.3390/jrfm14010039.

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Rising concerns over climate change have increased investors’ and policymakers’ interests in environmentally friendly investments, which have led to the rapid expansion of the green equity market recently. Previous studies have focused on analyzing the green equity market at the aggregate level, thereby overlooking the heterogeneity across green equity sub-sectors. This paper contributes to the literature by investigating how interdependence between green equity markets and other financial assets varies across regions, market conditions, and investment horizons. To this end, the paper employs the recently developed cross-quantilogram framework, which measures the cross-quantile dependence across time series without any moment condition requirement. The results show that within the green equity market, movements in the U.S. market can predict movements in the Asian and European markets during all market conditions. In contrast, the Asian and European green equity markets only predict movements in the U.S. market during bearish periods. The paper also finds that regional green equity markets respond differently to movements in other financial assets, such as energy commodity and general stock returns. In addition, the interdependence among regional green equity and other assets varies across market conditions and investment horizons. These results have important implications for environmentally friendly investors and policymakers.
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Pandey, Asheesh, Sanjay Sehgal, Amiya Kumar Mohapatra, and Pradeepta Kumar Samanta. "Equity market anomalies in major European economies." Investment Management and Financial Innovations 18, no. 2 (June 10, 2021): 245–60. http://dx.doi.org/10.21511/imfi.18(2).2021.20.

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This paper investigates five leading equity market anomalies – size, value, momentum, profitability, and asset growth, for four Western European markets, namely, Germany, France, Italy and Spain, from January 2002 to March 2018. The study tests whether these anomalies reverse under different macro-economic uncertainty conditions, and evaluates if strategies based on time diversification can be formed using these equity market anomalies. Market anomalies were tested using four major asset pricing models – the Capital Asset Pricing Model, the Fama-French three-factor model, the Carhart model, and the Fama-French five-factor model. Macro-economic uncertainty was tested using two proxies, namely VIX and default premiums. Time diversified strategies were examined by estimating Sharpe ratios of combined portfolios formed by combining winner univariate portfolios. Value effect in Germany, Size effect in France and Profitability effect in Italy and Spain provide the highest unadjusted returns on long side strategies. No significant reversal of these anomalies was found under different macroeconomic uncertainties. Asset pricing tests show that CAPM works well for Spain and Italy, while Carhart’s model explains returns in Germany. The Fama-French five factor model does not seem to be a good descriptor of asset pricing for data. No suitable model for explaining asset returns is identified for France. Finally, it is observed that some of the equity market anomalies seem to be countercyclical and therefore provide time diversification opportunities. The study has implications for academicians, investors, and policy makers by providing insights for developing profitable investment strategies and highlighting the efficacy of alternative models as performance benchmarks.
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Dissertations / Theses on the topic "Equity market"

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Jackson, Andrew Rhys. "Market participant behaviour and equity market dynamics." Thesis, London Business School (University of London), 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.408644.

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Papavassiliou, Vassilios. "Essays on equity market microstructure." Thesis, Queen's University Belfast, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.527887.

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Fong, Joseph Kam Wah. "Market manipulation in seasoned equity offerings." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2001. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp05/NQ63420.pdf.

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Ong, Marcus Alexander. "Foundations of equity market leverage effects." Thesis, University of Warwick, 2014. http://wrap.warwick.ac.uk/66718/.

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This thesis examines the Leverage Effect in stocks, stock indices and stock options. The Leverage Effect refers to the observed negative correlation between an asset’s return and its volatility. Part I presents an examination of the Leverage Effect at the stock level. The research provides the first investigation of stock returns, volatility and trading volumes from an information theoretic perspective. It finds support for trading volumes as an explanation for the stock level Leverage Effect and shows that index returns are also an important factor. It also analyses how trading behaviour is influenced by an investor’s risk preference and how this relates to return-volume correlation. Predictions of an analytical model of trading behaviour are verified empirically using a range of stocks and institutional trades in S&P500 stocks. Part II examines the Leverage Effect at the index level. The research supports previous findings that the Leverage Effect is far larger at the index level and decays more quickly. Again using an information theoretic analysis, it shows that it is driven by a combination of trading volumes and an asymmetric relationship between index returns and stock return correlations. Part III examines the time variation of the Leverage Effect at the stock and index levels. It shows that they are both time dependent and discusses the relationship between the stock and index levels. It also documents changes in market behaviour since the 2008 financial crisis. Part IV examines the Leverage Effect in stock options by developing a descriptive statistical model of implied volatility using multivariate q-Gaussian distributions. This is the first research to show that implied volatility can be modelled using q-Gaussian distributions and provides a tool for trading and risk management. It also shows how the multivariate q-Gaussian distribution could be used to generate virtual data for scenario testing and option pricing using a simple Markov Chain or Auto-regressive process. Finally PartV presents the conclusions of the thesis and avenues for future research.
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Eom, Chanyoung. "Seasoned equity offerings and market volatility." Thesis, University of Oregon, 2011. http://hdl.handle.net/1794/11558.

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x, 51 p. : ill.
New equity shares are sold for raising capital via a primary seasoned equity offering (SEO). In their 2010 article, Murray Carlson, Adlai Fisher, and Ron Giammarino discovered an intriguing relationship between market volatility and primary SEOs, namely that the volatility decreases before a primary SEO and increases thereafter. This pattern contradicts the real options theory of equity issuance for investment. In this study, I examine in greater detail whether the pre- and post-issue volatility dynamics are related to the probability of issuing new equity. I find little evidence that the decision to conduct a primary SEO depends on changes in market volatility after controlling for previously recognized determinants of SEOs. This reconciles the volatility finding of Carlson et al. with the real options theory of equity issuance for investment. I also examine secondary SEOs, in which only existing equity shares are sold and therefore no capital is raised by the firm. For secondary SEOs, real options theory makes no predictions about risk changes around the events. I find that market volatility tends to decline before a secondary SEO, a finding which warrants further attention.
Committee in charge: Dr. Roberto Gutierrez, Chair; Dr. Ekkehart Boehmer, Member; Dr. Wayne Mikkelson, Member; Dr. Jeremy Piger, Outside Member
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Alagidede, Paul. "Market efficiency and stock return behaviour in Africa's emerging equity markets." Thesis, Loughborough University, 2008. https://dspace.lboro.ac.uk/2134/8093.

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The widespread creation of stock markets in developing countries is one of the most conspicuous features of international financial development in the past three decades. The number of stock markets in Africa increased from only six before 1989 to 21 by 2004. The quest for long-term capital for development and the increasing role played by stock markets in the efficient allocation of resources made the stock market culture inevitable in most cases. 'Africa's emerging markets represent a fast growing part of the world economy, and empirical evidence suggests that they have low, even negative, correlations with the more developed financial markets. Thus inclusion of African assets in a mean-variance efficient portfolio could significantly reduce portfolio volatility and increase expected returns. In spite of these facts, little is known about Africa's markets. Although the Efficient Markets Hypothesis (EMH) has been with us for nearly five decades, and knowledge of stock return behaviour has been accumulating in emerging market economies of Asia and Latin America, Africa's markets continue to escape the attention of the research community. This thesis contributes to our knowledge of the dynamic behaviour of stock returns in Africa's biggest markets (South Africa, Egypt, Nigeria, Kenya, Tunisia and Morocco). The novelty of this study rests on applying a variety of econometric techniques and which leads to the following conclusions: Weak form efficiency is rejected for all the markets; however, this is discussed with reference to the institutional characteristics of the markets studied (i. e., capitalisation, turn over, liquidity and information and legal architecture). Seasonal patterns exist in African stock returns: however, with appropriate specification, they tend to disappear, and where they are significant, they tend to be unexploitable. We also show that Africa's markets are not well integrated, regionally, and globally. While this evidence calls for more openness to trade and policy coordination, it also implies that Africa's markets can play a role in diversifying investment risk. Finally, stock prices tend to provide a hedge to investors against rising consumer prices over a relatively long period of time.
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Wu, Juan. "Essays on equity prices and market structures." Thesis, [College Station, Tex. : Texas A&M University, 2007. http://hdl.handle.net/1969.1/ETD-TAMU-1509.

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Ray, Rina. "Three essays on the primary equity market." [Bloomington, Ind.] : Indiana University, 2007. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3277977.

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Thesis (Ph.D.)--Indiana University, Kelley School of Business, 2007.
Source: Dissertation Abstracts International, Volume: 68-09, Section: A, page: 4005. Advisers: Gregory F. Udell; Xiaoyun Yu. Title from dissertation home page (viewed May 5, 2008).
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Chen, Jing. "Three essays on the Chinese equity market." Thesis, University of Aberdeen, 2011. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=165867.

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This thesis presents three essays on the Chinese equity market. Specifically I focus on the long run common trends and microstructure of the market after a set of regulatory events that surrounded a trading reform in 2001. The major goal of the thesis is to establish the interaction between the composition and medium of the transaction environment and the overall observed trends within the market at the aggregate level. In Chapter 2, I present a model of common trends amongst the Chinese equity market segments and implement a robust test for cointegrating relations.  In Chapter 3, I derive a multivariate linear rational expectations model in the presence of heteroscedasticity and information asymmetry.  In Chapter 4, I implement this theoretical model for A and B share cross listed stocks on the Shanghai stock exchange and impute the model parameters.  Whilst these chapters concentrate on China, the methodology and economic rationale are of practical relevance to all countries and most types of traded securities.
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Iliev, Radoslav. "Stock market correlations and cross-equity holdings." Honors in the Major Thesis, University of Central Florida, 2012. http://digital.library.ucf.edu/cdm/ref/collection/ETH/id/569.

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The objective of this research is to find how world stock markets correlate with each other and what causes that correlation. Multiple dependent variables that may have a high impact on correlations are tested, with a particular focus on cross-equity holdings. All the variables but one tested significant at the accepted 90% confidence level. The model showed a negative relationship between equity holdings and stock market correlation. The results may inspire further research with more in depth analysis of international equity holdings and investor behavior in world stock markets.
B.A.
Bachelors
Business Administration
Economics
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Books on the topic "Equity market"

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Unite, Angelo A. Capital market liberalization and Philippine equity market integration with international equity markets. Manila, Philippines: College of Business & Economics, CHED Center of Development in Business & Management Education, 1999.

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Bekaert, Geert. Emerging equity market volatility. Cambridge, MA: National Bureau of Economic Research, 1995.

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Geoffrey, Renshaw, International Labour Office, and World Employment Programme, eds. Market liberalisation, equity, and development. Geneva: International Labour Office, 1989.

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David, Cracknell, and MicroSave-Africa (Organization), eds. Equity Bank's market-led revolution. [Nairobi]: MicroSave, 2007.

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Wright, Graham A. N. Equity bank's market led revolution. [Nairobi]: MicroSave, 2007.

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Wright, Graham A. N. Equity bank's market led revolution. [Nairobi]: MicroSave, 2007.

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United States. Securities and Exchange Commission. Division of Market Regulation. Market 2000: An examination of current equity market developments. Washington: The Commission, 1994.

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Martell, Rodolfo. Equity market liberalizations as country IPOs. Cambridge, Mass: National Bureau of Economic Research, 2003.

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Fabozzi, Frank J. Financial Modeling of the Equity Market. New York: John Wiley & Sons, Ltd., 2006.

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Sudweeks, Bryan Lorin. Equity market development in developing countries. New York: Praeger, 1989.

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Book chapters on the topic "Equity market"

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Gastineau, Gary L., and John F. Marshall. "The Equity Market." In Financial Engineering, 131–57. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118266854.ch6.

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Brockhaus, Oliver. "Equity Derivatives Market." In Equity Derivatives and Hybrids, 10–18. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137349491_2.

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Alan, Nazli Sila, Recep Bildik, and Robert A. Schwartz. "Microstructure of Equity Markets." In Market Microstructure in Emerging and Developed Markets, 17–38. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118681145.ch2.

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Mollah, Sabur, and Abul Hassan. "Market Microstructure in African Equity Markets." In Market Microstructure in Emerging and Developed Markets, 463–81. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118681145.ch25.

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Grünbichler, Andreas, Alexander Kohler, and Rico von Wyss. "Equity Market Fragmentation in the Swiss Market." In Equity Markets in Transition, 519–31. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-45848-9_23.

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Gebhardt, Cord, and Jan Strecker. "Primary Market: Bringing Products to the Market." In Equity Markets in Transition, 71–83. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-45848-9_3.

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Dai, Na. "The Rise of the PIPE Market." In Private Equity, 111–28. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118267011.ch7.

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Francioni, Reto, James H. Freis, and Alexandra Hachmeister. "Financial Market Regulation." In Equity Markets in Transition, 239–86. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-45848-9_9.

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Beason, Dick, and Jason James. "Japanese Equity Market Valuation." In The Political Economy of Japanese Financial Markets, 229–90. London: Palgrave Macmillan UK, 1999. http://dx.doi.org/10.1057/9780230508217_10.

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Choudhry, Moorad, Didier Joannas, Richard Pereira, and Rod Pienaar. "Introduction to Equity Instrument Analysis." In Capital Market Instruments, 451–61. London: Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230508989_20.

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Conference papers on the topic "Equity market"

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Sapian, Ros Zam Zam. "FOREIGN EQUITY FLOWS AND MARKET RETURN VOLATILITY: EVIDENCE FROM AN EMERGING EQUITY MARKET." In 23rd International Academic Conference, Venice. International Institute of Social and Economic Sciences, 2016. http://dx.doi.org/10.20472/iac.2016.023.081.

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Li, Zhan-lei, Sheng-ming Wang, and Yun-feng Ye. "Empirical Study on Equity Mispricing and Market Timing Behaviour of Equity Financing." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5304654.

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"Intraday volatility forecast in Australian equity market." In 20th International Congress on Modelling and Simulation (MODSIM2013). Modelling and Simulation Society of Australia and New Zealand, 2013. http://dx.doi.org/10.36334/modsim.2013.f5.singh.

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Yusof, Aida Yuzi, and Abdul Halim bin Mohd Nawawi. "Does Malaysian REITs outperform the equity market?" In 2012 International Conference on Statistics in Science, Business and Engineering (ICSSBE2012). IEEE, 2012. http://dx.doi.org/10.1109/icssbe.2012.6396576.

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Dias, Rui, Paulo Alexandre, Cristina Vasco, Paula Heliodoro, and Hortense Santos. "RANDOM WALKS AND MARKET EFFICIENCY: GOLD, PLATINUM, SILVER VS ASIA EQUITY MARKETS." In 5th International Scientific Conference – EMAN 2021 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/eman.2021.55.

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This paper aims to analyze the efficiency, in its weak form, in the markets of commodities, Platinum (London Platinum Free Market $/Troy oz), GOLD (Gold Bullion LBM $/t oz DELAY), SILVER (Silver – Zurich SW. francs/kg) and the stock markets of KOREA, CHINA, JAPAN, PHILIPPINES, IN¬DONESIA, from January 1, 2019 to October 20, 2020. To perform this analysis, different approaches were undertaken to assess whether: (i) the Gold, Platinum, Silver markets have more robust levels of efficiency when compared to Asian stock markets? The results of the variance test indicate that the random walk hypothesis is rejected in the Gold, Platinum and Silver markets, as well as in the Asian stock markets, with no differences between markets. These findings show that profitability is auto-correlated over time, with a reversal of the mean, because the values of variance ratios are lower than the unit, i.e., price fluctuations are not i.i.d. The results have significant implications for investors, as market inefficiency can affect the domestic and international flows of an economy. In conclusion, the hypothesis of market efficiency, in weak form, may be questionable, since the prediction of the movement of a given market can be improved if the out-of-the-current movements of the other markets are considered, thus enabling the occurrence of arbitrage operations. These findings also make room for regulators in these markets to take steps to ensure better information between these markets and international markets.
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Nandasiri, Nimanthi, and Visvakumar Aravinthan. "Equity-based Fair Market Algorithm to Effectively Integrate DER in Retail Market Pricing." In 2021 North American Power Symposium (NAPS). IEEE, 2021. http://dx.doi.org/10.1109/naps52732.2021.9654588.

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Fan, Shanshan. "Modelling and forecasting volatility for the Chinese equity market." In 2016 3rd International Conference on Modern Economic Technology and Management. Asian Academic Press Co., Limited, 2017. http://dx.doi.org/10.24104/rmhe/2017.02.01003.

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Huang, Hui, and Wan-Jun Zhang. "The equity financing preference and market timing in China." In 2008 International Conference on Management Science and Engineering (ICMSE). IEEE, 2008. http://dx.doi.org/10.1109/icmse.2008.4669081.

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Marino, Wilman San, Nugraha, Ikaputera Waspada, and Maya Sari. "Drivers of Portfolio Equity Flows to Emerging Market Countries." In 5th Global Conference on Business, Management and Entrepreneurship (GCBME 2020). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/aebmr.k.210831.011.

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Kim, Hong-Bae. "PORTFOLIO MANAGEMENT WITH ISLAM EQUITY IN KOREA STOCK MARKET." In 24th International Academic Conference, Barcelona. International Institute of Social and Economic Sciences, 2016. http://dx.doi.org/10.20472/iac.2016.024.048.

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Reports on the topic "Equity market"

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Bekaert, Geert, and Campbell Harvey. Emerging Equity Market Volatility. Cambridge, MA: National Bureau of Economic Research, October 1995. http://dx.doi.org/10.3386/w5307.

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Bekaert, Geert, Michael Ehrmann, Marcel Fratzscher, and Arnaud Mehl. Global Crises and Equity Market Contagion. Cambridge, MA: National Bureau of Economic Research, June 2011. http://dx.doi.org/10.3386/w17121.

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Martell, Rodolfo, and Rene Stulz. Equity market liberalizations as country IPOs. Cambridge, MA: National Bureau of Economic Research, February 2003. http://dx.doi.org/10.3386/w9481.

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Chen, Long, Hui Guo, and Lu Zhang. Equity Market Volatility and Expected Risk Premium. Federal Reserve Bank of St. Louis, 2006. http://dx.doi.org/10.20955/wp.2006.007.

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Bekaert, Geert, Campbell Harvey, and Robin Lumsdaine. The Dynamics of Emerging Market Equity Flows. Cambridge, MA: National Bureau of Economic Research, July 1999. http://dx.doi.org/10.3386/w7219.

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Donohue, Jessica Tjornhom, and Kenneth Froot. The Persistence of Emerging Market Equity Flows. Cambridge, MA: National Bureau of Economic Research, September 2002. http://dx.doi.org/10.3386/w9241.

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DeAngelo, Harry, Linda DeAngelo, and René Stulz. Fundamentals, Market Timing, and Seasoned Equity Offerings. Cambridge, MA: National Bureau of Economic Research, July 2007. http://dx.doi.org/10.3386/w13285.

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Boyer, Brian, Taylor Nadauld, Keith Vorkink, and Michael Weisbach. Private Equity Indices Based on Secondary Market Transactions. Cambridge, MA: National Bureau of Economic Research, November 2018. http://dx.doi.org/10.3386/w25207.

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9

Chan, Louis K., and Josef Lakonishok. A Cross-Market Comparison of Institutional Equity Trading Costs. Cambridge, MA: National Bureau of Economic Research, December 1995. http://dx.doi.org/10.3386/w5374.

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10

Bekaert, Geert, Campbell Harvey, Christian Lundblad, and Stephan Siegel. The European Union, the Euro, and Equity Market Integration. Cambridge, MA: National Bureau of Economic Research, December 2010. http://dx.doi.org/10.3386/w16583.

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