haku: @author Ng, L. / yhteensä: 5
viite: 3 / 5
| Tekijä: | Cheung, Y. He, J. Ng, L. |
| Otsikko: | What are the global sources of rational variation in international equity returns? |
| Lehti: | Journal of International Money and Finance
1997 : DEC, VOL. 16:6, p. 821-836 |
| Asiasana: | INTERNATIONAL MONEY FINANCE |
| Kieli: | eng |
| Tiivistelmä: | This paper uses multivariate statistical approaches to investigate the global sources of international real return variation. These approaches allow us to take into account the widely-documented evidence that stock market returns from different countries move in tandem with each other. In the spirit of Fama stock returns, expected returns, and real activity, Journal of Finance, the authors examine two potential sources of international real return variation. |
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