International Stock Returns and Market Integration : A Regional Perspective

A Regional Perspective

International Stock Returns and Market Integration : A Regional Perspective
We investigate the relative importance of country and industry effects in international stock returns, with the innovation that we decompose country effects into region and within-region country effects. We divide the global stock market into the Americas, Asia, and Europe and find that most of the variation explained by country effects is... READ MORE...

Publication date: November 2002
ISBN 9781451874419
$15.00

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