Country and Industry Dynamics in Stock Returns

Country and Industry Dynamics in Stock Returns
A perennial question in international finance is to what extent stock returns are influenced by country-location, as opposed to industry-affiliation, factors. This paper develops a novel methodology to measure these effects, in which portfolios mimicking "pure" country and industry factors are first constructed and their joint dynamics then... READ MORE...

Publication date: March 2003
ISBN 9781451847277
$15.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

Paperback

Publication date: March 2003

PDF

Publication date: March 2003

ePub

Publication date: March 2003

Mobi

Publication date: March 2003

English