Fear and greed in global asset allocation

HD Traub, L Ferreira, M McArdle… - The Journal of …, 2000 - pm-research.com
The level of implied volatility in the US equity market, as represented by the market volatility
index of the Chicago Board Options Exchange, is a good indicator of the level of fear or …

[PDF][PDF] The small country effect

MA Keppler, H Traub - Journal of Investing, 1993 - kamny.com
A simple technique that has been used by many successful investors who are aware of the
difficulty of realistic returns estimates–especially for individual securities–is the equal …

[PDF][PDF] Country risk and global equity selection

CB Erb, CR Harvey, TE Viskanta - Journal of Portfolio …, 1995 - people.duke.edu
ne of the most difficult tasks in tactical global asset allocation is to assess, in a meaningful
way, the risk exposure of a national market. Traditional factor models, while reasonably …

Zoonotic hookworms of dogs and cats–lessons from the past to inform current knowledge and future directions of research

RJ Traub, PA Zendejas-Heredia, L Massetti… - International Journal for …, 2021 - Elsevier
The early-to-mid 1900s was an era that marked the first published reports of clinical cases
and experimental human infections that provided valuable evidence to inform our current …

The veterinary and public health significance of hookworm in dogs and cats in Australia and the status of A. ceylanicum

CS Palmer, RJ Traub, ID Robertson, RP Hobbs… - Veterinary …, 2007 - Elsevier
There is no current information regarding the prevalence of hookworm in Australian dogs
and cats and based on the results of studies conducted over 20 years ago, where high …

Hookworm infection in Oceania

R Bradbury, RJ Traub - Neglected Tropical Diseases-Oceania, 2016 - Springer
Hookworm disease and its associated morbidities continue to be a major public health
problem in many tropical and subtropical nations and remain endemic throughout the Oceania …

[DOC][DOC] What matters for emerging equity market investments

G Bekaert, CB Erb, CR Harvey… - Emerging markets …, 1997 - pages.stern.nyu.edu
Regulatory changes, currency devaluations, failed economic plans, coups, and other
national financial shocks are notoriously difficult to predict, and may have disastrous …

The cross-sectional determinants of emerging equity market returns

G Bekaert, CB Erb, CR Harvey, TE Viskanta - New York, 1996 - books.google.com
Regulatory changes, currency devaluations, failed economic plans, coups, and other
national financial “shocks” are notoriously difficult to predict and may have disastrous …

Behind the Volatility Index Levels: The Paradox of 2016

GD Hancock - International Research in Economics and …, 2017 - journal.julypress.com
… regression coefficients for population d. ARd,t = the abnormal return prediction of ln(VXd,t/VXd,t…
CARd,ti are insignificantly different from zero at each point in time based on population d: …

Return, Volatility and Short-term Capital Inflows: A Test of" Return-Chasing" Hypothesis in Asia-Pacific Equity Markets

AH Tu, SY Chen - Review of Pacific Basin Financial Markets and …, 2002 - World Scientific
The increased flows of securities investment have shifted from developed countries to emerging
ones over the last decade. Capital flows to developing countries have important benefits…