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| Author: | Ferreira, M.A. Ferreira, M.A. |
| Title: | The importance of industry and country effects in the EMU equity markets |
| Journal: | European Financial Management
2006 : JUN, VOL. 12:3, p. 341-373 |
| Index terms: | diversification equities international investments stock markets volatility European Monetary System EMU |
| Freeterms: | EMS |
| Language: | eng |
| Abstract: | This article compares country effects and industry effects in stock returns. The data is from the EMU equity markets from 1975 to 2001. The authors find support to the dominance of country effects to industry effects. Although in the 1990s, there has been an increasing importance of the industry effect relative to country effect. |
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