Matches in SemOpenAlex for { <https://semopenalex.org/work/W3174911110> ?p ?o ?g. }
- W3174911110 abstract "We examine the rate of return earned by global funds on equity investment in emerging markets (EMs) particularly the role played by sovereign credit risk. Changes in sovereign credit ratings (upgrades/downgrades) influence excess (over risk free rate) returns earned by foreign investors: lower excess returns are associated with lower risk. The effect of credit upgrades and downgrades, however, is not symmetric. By contrast, credit outlook or credit watch announcements do not seem to influence foreign investors’ excess returns. When it comes to abnormal (risk-adjusted) returns, foreign investors treat the information contained in credit rating announcements differently from that in outlook/watch announcements. The differing effect of these two is not evident for the risk-adjusted returns of domestic stock market indexes. There is evidence, however, that the behavior of foreign investors influences significantly the risk-adjusted returns of EM stock market indexes." @default.
- W3174911110 created "2021-07-05" @default.
- W3174911110 creator A5001552324 @default.
- W3174911110 creator A5027175650 @default.
- W3174911110 creator A5030591716 @default.
- W3174911110 date "2018-01-01" @default.
- W3174911110 modified "2023-09-26" @default.
- W3174911110 title "Equity Investment by Global Funds: Return and Sovereign Risk" @default.
- W3174911110 cites W1560849420 @default.
- W3174911110 cites W1862722561 @default.
- W3174911110 cites W1970944760 @default.
- W3174911110 cites W1993528420 @default.
- W3174911110 cites W1993776928 @default.
- W3174911110 cites W1995834279 @default.
- W3174911110 cites W2013638258 @default.
- W3174911110 cites W2029056003 @default.
- W3174911110 cites W2029939231 @default.
- W3174911110 cites W2031368511 @default.
- W3174911110 cites W2033931354 @default.
- W3174911110 cites W2046519558 @default.
- W3174911110 cites W2048059991 @default.
- W3174911110 cites W2049026611 @default.
- W3174911110 cites W2062989416 @default.
- W3174911110 cites W2073837136 @default.
- W3174911110 cites W2075330280 @default.
- W3174911110 cites W2095102090 @default.
- W3174911110 cites W2107697865 @default.
- W3174911110 cites W2128617690 @default.
- W3174911110 cites W2143173505 @default.
- W3174911110 cites W2151306296 @default.
- W3174911110 cites W2157374408 @default.
- W3174911110 cites W2160660572 @default.
- W3174911110 cites W2914157958 @default.
- W3174911110 cites W3021045036 @default.
- W3174911110 cites W3021824877 @default.
- W3174911110 cites W3121238223 @default.
- W3174911110 cites W3121295248 @default.
- W3174911110 cites W3121327106 @default.
- W3174911110 cites W3121401171 @default.
- W3174911110 cites W3121453935 @default.
- W3174911110 cites W3122023935 @default.
- W3174911110 cites W3122091423 @default.
- W3174911110 cites W3122138122 @default.
- W3174911110 cites W3122149394 @default.
- W3174911110 cites W3122311863 @default.
- W3174911110 cites W3122631384 @default.
- W3174911110 cites W3122909691 @default.
- W3174911110 cites W3123084053 @default.
- W3174911110 cites W3123460634 @default.
- W3174911110 cites W3123508833 @default.
- W3174911110 cites W3123561954 @default.
- W3174911110 cites W3123979702 @default.
- W3174911110 cites W3124228043 @default.
- W3174911110 cites W3124322811 @default.
- W3174911110 cites W3124437711 @default.
- W3174911110 cites W3124550292 @default.
- W3174911110 cites W3124597633 @default.
- W3174911110 cites W3125179148 @default.
- W3174911110 cites W3126067145 @default.
- W3174911110 doi "https://doi.org/10.2139/ssrn.3243269" @default.
- W3174911110 hasPublicationYear "2018" @default.
- W3174911110 type Work @default.
- W3174911110 sameAs 3174911110 @default.
- W3174911110 citedByCount "0" @default.
- W3174911110 crossrefType "journal-article" @default.
- W3174911110 hasAuthorship W3174911110A5001552324 @default.
- W3174911110 hasAuthorship W3174911110A5027175650 @default.
- W3174911110 hasAuthorship W3174911110A5030591716 @default.
- W3174911110 hasConcept C10138342 @default.
- W3174911110 hasConcept C127413603 @default.
- W3174911110 hasConcept C144133560 @default.
- W3174911110 hasConcept C151730666 @default.
- W3174911110 hasConcept C162324750 @default.
- W3174911110 hasConcept C17744445 @default.
- W3174911110 hasConcept C178350159 @default.
- W3174911110 hasConcept C199539241 @default.
- W3174911110 hasConcept C199728807 @default.
- W3174911110 hasConcept C204036174 @default.
- W3174911110 hasConcept C205208723 @default.
- W3174911110 hasConcept C206757995 @default.
- W3174911110 hasConcept C2777174672 @default.
- W3174911110 hasConcept C2779343474 @default.
- W3174911110 hasConcept C2991665230 @default.
- W3174911110 hasConcept C30589699 @default.
- W3174911110 hasConcept C39389867 @default.
- W3174911110 hasConcept C43089589 @default.
- W3174911110 hasConcept C556758197 @default.
- W3174911110 hasConcept C73283319 @default.
- W3174911110 hasConcept C78519656 @default.
- W3174911110 hasConcept C86803240 @default.
- W3174911110 hasConceptScore W3174911110C10138342 @default.
- W3174911110 hasConceptScore W3174911110C127413603 @default.
- W3174911110 hasConceptScore W3174911110C144133560 @default.
- W3174911110 hasConceptScore W3174911110C151730666 @default.
- W3174911110 hasConceptScore W3174911110C162324750 @default.
- W3174911110 hasConceptScore W3174911110C17744445 @default.
- W3174911110 hasConceptScore W3174911110C178350159 @default.
- W3174911110 hasConceptScore W3174911110C199539241 @default.
- W3174911110 hasConceptScore W3174911110C199728807 @default.
- W3174911110 hasConceptScore W3174911110C204036174 @default.