Are international Stock returns predictable? An application of spectral shape tests corrected for heteroskedasticity

Article Abstract:

The spectral tests that examine whether stock returns for nine international markets are predictable are reported. Overall results find little evidence for predictability in most markets. The tests were carried out both by applying corrections and without corrections for conditional heteroskedasticity.

United Kingdom, Usage, Heteroscedasticity

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Adverse-selection versus signaling: exidence from the pricing of Chinese IPOs

Article Abstract:

The Chinese IPO market is different from other market economies in its economic conditions and institutional framework. The financial markets in China are characterized by large information asymmetry because of the high economic doubt inherent in the privatization process.

China, Financial markets, Going public (Securities), Initial public offerings, Company public offering

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Country financial risk and stock market performance: the case of Latin America

Article Abstract:

Six Latin American countries are examined by estimating the country financial risk premium and its effects on the performance of the stock markets in those countries. The countries being examined are the largest Latin American markets.

Latin America, Risk (Economics)

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