A cross-section analysis of financial market integration in North America using a four factor model
Year of publication: |
2009
|
---|---|
Authors: | Beaulieu, Marie-Claude ; Gagnon, Marie-Hélène ; Khalaf, Lynda |
Published in: |
International journal of managerial finance : IJMF. - Bingley : Emerald, ISSN 1743-9132, ZDB-ID 2364568-4. - Vol. 5.2009, 3, p. 248-267
|
Subject: | Aktienmarkt | Stock market | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Benchmarking | Nordamerika | North America | Fama-French-Modell | Fama-French model | 1984-2003 |
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