search query: @indexterm EUROPE, WEST / total: 533
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| Author: | Sinclair, C. |
| Title: | An investigation of the stability of returns in Western European equity markets |
| Journal: | European Journal of Finance
1997 : MAR, VOL. 3:1, p. 87-106 |
| Index terms: | FINANCE RETURN ON INVESTMENT EUROPE, WEST |
| Language: | eng |
| Abstract: | This paper investigates the temporal stability of various dimensions of the returns of 16 European stock markets that are relevant to an analysis of international portfolio diversification. The basic data consist of daily stock market price indices for these markets. This group of indices comprehends a wide range of stock markets differentiated by size age and technological sophistication, but in each case located in Western Europe. Two main tests were conducted. |
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