“...Despite the recent misfortunes of many dotcoms, e-commerce will have major and lasting effects on economic activity. But the rise and fall in the valuations of...”

“...We provide an analysis of frontier market equities with respect to world market integration and diversification. Principal component results reveal that...”

“...This paper investigates the multiscale properties and the evolution patterns of risk connectedness in global equity markets using the sample from January 03,...”

“...This study analyzes the relationship between oil shocks and the equity markets of a group of world major oil producers and consumers encompassing both the GCC...”

“...This paper implements strategies that use macroeconomic variables to select European equity mutual funds, including Pan-European, country, and sector funds. We...”

“...•We use GMM to examine the Fama-French five-factor asset pricing model on selected developing and developed equity markets•We find that profitability is the...”

“...This work is the first to investigate simultaneously the occurrence of unconditional currency risk pricing and equity market segmentation in Africa’s major...”

“...•The majority of international stocks generate returns less than treasury bills.•More stocks underperform in countries with weaker economies.•More stocks...”

“...We examine time-invariant and time-varying market integration across European stock markets. Financial integration increases during the sovereign debt crisis...”

“...This study gains insights into what drives the ASEAN-5 equity markets. Using several wavelet approaches, we examine the correlation between the ASEAN-5 equity...”