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The research investigates the validity of Anthony Tu's Return-chasing hypothesis across Latin American, European, and Asian economies, focusing on investor behavior in relation to risk and return. A descriptive study analyzed data from stock indexes in Brazil, Chile, Colombia, Germany, Spain, the UK, China, Singapore, and India from January 2006 to December 2019. Utilizing a Garch-M model, the study reveals that capital inflows impact each economy differently, highlighting distinct behaviors between emerging and developed markets.
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Analysis of the validity of the Return-Chasing hypothesis, Ricardo Albornoz Suárez, Matías Moya Vega, Cintia Valdés González
- Language
- Released
- 2022
- product-detail.submit-box.info.binding
- (Paperback)
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- Title
- Analysis of the validity of the Return-Chasing hypothesis
- Subtitle
- In Latin American, European and Asian economies
- Language
- English
- Publisher
- Our Knowledge Publishing
- Released
- 2022
- Format
- Paperback
- Pages
- 128
- ISBN13
- 9786205425176
- Series
- Description
- The research investigates the validity of Anthony Tu's Return-chasing hypothesis across Latin American, European, and Asian economies, focusing on investor behavior in relation to risk and return. A descriptive study analyzed data from stock indexes in Brazil, Chile, Colombia, Germany, Spain, the UK, China, Singapore, and India from January 2006 to December 2019. Utilizing a Garch-M model, the study reveals that capital inflows impact each economy differently, highlighting distinct behaviors between emerging and developed markets.