Comovement in Anomalies between the Australian and US Equity Markets. (12th December 2018)
- Record Type:
- Journal Article
- Title:
- Comovement in Anomalies between the Australian and US Equity Markets. (12th December 2018)
- Main Title:
- Comovement in Anomalies between the Australian and US Equity Markets
- Authors:
- Chiah, Mardy
Gharghori, Philip
Zhong, Angel - Abstract:
- Abstract: This study examines the comovement between eight prominent Australian asset pricing anomalies and their corresponding US counterparts. It confirms the continued existence of these anomalies in Australia and finds that these anomalies do not co‐move with their US counterparts. Given the conflicting findings in prior research on the integration or segmentation of the Australian and US equity markets, this study adds to the body of evidence supporting segmentation.
- Is Part Of:
- International review of finance. Volume 20:Number 4(2020:Dec.)
- Journal:
- International review of finance
- Issue:
- Volume 20:Number 4(2020:Dec.)
- Issue Display:
- Volume 20, Issue 4 (2020)
- Year:
- 2020
- Volume:
- 20
- Issue:
- 4
- Issue Sort Value:
- 2020-0020-0004-0000
- Page Start:
- 1005
- Page End:
- 1017
- Publication Date:
- 2018-12-12
- Subjects:
- Finance -- Periodicals
Financial institutions -- Periodicals
332.673 - Journal URLs:
- http://onlinelibrary.wiley.com/journal/10.1111/(ISSN)1468-2443 ↗
http://onlinelibrary.wiley.com/ ↗
http://www.blackwell-synergy.com/servlet/useragent?func=showIssues&code=irfi ↗ - DOI:
- 10.1111/irfi.12249 ↗
- Languages:
- English
- ISSNs:
- 1369-412X
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 4547.155000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 14894.xml