| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 963487 | Journal of International Financial Markets, Institutions and Money | 2012 | 21 Pages |
Abstract
⺠We analyse the performance of forty equity markets over the period 2003-2010. ⺠Performance is assessed in a multi-dimensional risk-adjusted return framework. ⺠Positive trend in performance is observed in only a small percentage of markets. ⺠A high percentage of developed markets show gradual decline in performance. ⺠Performance is positively associated with market capitalisation and turnover.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Don U.A. Galagedera,