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Browsing Faculty Research Publications (College of Business) by Subject "Contagion"

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Browsing Faculty Research Publications (College of Business) by Subject "Contagion"

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  • Berger, Dave; Turtle, H. J. (Elsevier, 2011-05-20)
    We find contagion effects are present in US small size portfolios during emerging market crises due to risk and liquidity concerns. Investors display flight from risk during emerging market crises, and as a result, safer ...

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