Empirical investigation of a capital asset pricing model using fundamental financial variables

von Alaganar, Vairamuththu T.
Veröffentlicht 1990

Empirical properties of currency risk in country index portfolios

von Alaganar, Vairamuththu T.
Veröffentlicht in The quarterly review of economics and finance (2007)

An international study of causality-in-variance : interest rate and financial sector returns

von Alaganar, Vairamuththu T.
Veröffentlicht in Journal of economics and finance (2003)

Information and volatility linkage under external shocks evidence from dually listed Australian stocks

von Alaganar, Vairamuththu T.
Veröffentlicht in International review of financial analysis (2002)

Impact of international listing on return distribution : an intervention analysis with Australian stocks

von Alaganar, Vairamuththu T.
Veröffentlicht in Journal of the Asia Pacific economy (2004)

Diversification gains from American depositary receipts and foreign equities : evidence from Australian stocks

von Alaganar, Vairamuththu T.
Veröffentlicht in Journal of international financial markets, institutions & money (2001)

Do ex-dividend drop-offs differ across markets? : Evidence from internationally traded (ADR) stocks

von Alaganar, Vairamuththu T.
Veröffentlicht 1999

Price and volume behavior around the ex-dividend day: evidence on the value of dividends from American depositary receipts and their underlying Australian stocks

Veröffentlicht in International review of finance (2008)