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Record W2783991465

Integration of Emerging Equity Markets: A Systematic Review

2010· review· en· W2783991465 on OpenAlex
Chandra Thapa

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

fundA Canadian funder is recorded on the work.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueCERES (Cranfield University) · 2010
Typereview
Languageen
FieldBusiness, Management and Accounting
TopicPrivate Equity and Venture Capital
Canadian institutionsnot available
FundersMcGill University
KeywordsEquity (law)Financial economicsBusinessEmerging marketsEconomicsFinancePolitical science
DOInot available

Abstract

fetched live from OpenAlex

Emerging equity markets have attracted foreign investor by their higher returns and prospect of
\nsuperior risk diversification benefits. In light of increasing flow of equity portfolio investments
\ninto these economies and their subsequent integration with equity markets of developed world,
\nstudies have not only shown concern over the reduction in the long term risk diversification
\nbenefits, but also there may be less of increase in the original price of securities. Local economy
\ninitiates formal financial liberalisation measures to integrate with world capital markets.
\nHowever, removal of regulatory restrictions may not attract foreign investments in the presence
\nof other indirect barriers and emerging markets specific risks. Also, the process of financial
\nliberalisation is time varying and not one off event. This creates difficulty in pin pointing the
\nexact date of liberalisation. These complexities cause difficulties in the development of dynamic
\nmodels for pricing securities in emerging markets and measuring the impact of integration.
\nHowever, with the removal of direct and indirect barriers to foreign investments, these markets
\nare showing greater integration with world markets. With increasing integration emerging
\nmarkets are becoming more susceptible to global risk factors. Higher degree of integration
\nshould reduce cost of equity capital (expected return) and increase the correlation of returns with
\ndeveloped markets. However, empirical works report the reduction in cost of capital to be lower
\nthan predicted by asset pricing models. It is also challenging to measure the degree of market
\nintegration because of the constant structural changes observed in emerging markets. Countries
\nhave even been found to exhibit segmentation over time. Hence, in the context of asset pricing
\nmodels the findings on the degree of integration are inconclusive and conflicting.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Systematic review · Consensus signal: none
GenreCandidate signal: Review · Consensus signal: Review
Teacher disagreement score0.675
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0010.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.044
GPT teacher head0.281
Teacher spread0.237 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it