The New Economy and Global Stock Returns

The New Economy and Global Stock Returns
This paper revisits the relative importance of global versus country-specific factors underlying stock returns. It constructs a new firm level data set covering emerging and developed markets and estimates a simple factor model, which breaks down stock returns into a global business cycle factor, global industry factors, country-specific factors... READ MORE...

Publication date: December 2000
ISBN 9781451875089
$15.00

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