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This paper examines the efficiency of the Stock Exchange of Singapore and the relationship...

Can fundamentals account for the recent performance of the U.S. stock market? The price/earnings...

We investigate the relative importance of country and industry effects in international stock...

Despite concerns are often voiced on the so called "excess volatility" of the stock market,...

We find nonlinear feedback between the stock market and certain macroeconomic factors. This...

We explore the link between international stock market comovement and the degree to which firms...