Firm-Specific Variation and Openness in Emerging Markets

A-Tier
Journal: Review of Economics and Statistics
Year: 2004
Volume: 86
Issue: 3
Pages: 658-669

Authors (4)

Kan Li (not in RePEc) Randall Morck (University of Alberta) Fan Yang (not in RePEc) Bernard Yeung (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper compares the comovement of individual stock returns across emerging markets. Campbell et al. and Morck et al. have shown that the United States saw rising firm-specific stock return variations, and thus declining comovement, over the second half of the twentieth century. We detect a similar, albeit weaker, pattern in most, but not all, emerging markets. We further find that higher firm-specific variation is associated with greater capital market openness, but not goods market openness. Moreover, this relationship is magnified by institutional integrity (good government). Goods market openness is associated with higher marketwide variation. © 2004 President and Fellows of Harvard College and the Massachusetts Institute of Technology.

Technical Details

RePEc Handle
repec:tpr:restat:v:86:y:2004:i:3:p:658-669
Journal Field
General
Author Count
4
Added to Database
2026-01-26