This paper is the first to draw a global picture of worldwide microfinance equity by taking full
advantage of daily quoted prices. We revisit previous findings showing that investors should …

Purpose The investigation of the fractal nature of financial data has been growing in the
literature. The purpose is to investigate the multifractal behavior of frontier markets using …

The study examines the value addition provided by frontier markets vis-à-vis emerging
markets in improving the diversification benefits of an international portfolio. The analysis is …

The effect of COVID-19 on the efficiency of frontier stock markets at the industrial level has
received little attention. This study aimed to analyze the Dhaka stock exchange's immediate …

This study tests weak form efficiency in frontier markets. Mutual information and detrended
fluctuation analyses are performed to assess global correlation and long range dependence …

International investors are increasingly attracted towards emerging and frontier markets
because of their potential to enhance diversification benefits of a global portfolio. This calls …

We adopt a granular approach to estimating the risk of equity returns in sub-Saharan African
frontier equity markets under the assumption that, returns are influenced by developments in …

This paper is the first to draw a global picture of worldwide microfinance equity by taking full
advantage of daily quoted prices. We revisit previous findings showing that investors should …

The rate of technological change and its effect on business is occurring at an alarmingly
rapid pace. As a result of this, organisations seeking to increase their competitiveness are …

The current paper provides an inside-out view regarding the internal diversification potential
of one frontier equity market, Bucharest Stock Exchange. In order to address the internal …