International Financial Connection and Stock Return Comovement

International Financial Connection and Stock Return Comovement
This paper studies whether bilateral international financial connection data help predict bilateral stock return comovement. It is shown that, when the United States is chosen as the benchmark, a larger U.S. portfolio investment asset position on the destination economy predicts a stronger stock return comovement between them. For large... READ MORE...

Publication date: August 2019
ISBN 9781513509822
$18.00

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