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between stock market size, liquidity, volatility, and international integration and development indicators at the event date. tion and world capital market integration. risk. The value traded ratio equals the total value of trades on the stock 

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Third, the most important de facto barriers to global equity-market integration are poor Predictable Risk and Returns in Emerging Markets REV FINANC STUD 

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Time-Varying Market Integration and Expected Returns in Emerging

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DYNAMICS OF EQUITY MARKET INTEGRATION IN EUROPE

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