International Stock Return Comovements
Year of publication: |
2005-12
|
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Authors: | Bekaert, Geert ; Hodrick, Robert James ; Zhang, Xiaoyan |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP IFM published as Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009. "International Stock Return Comovements," Journal of Finance, American Finance Association, vol. 64(6), pages 2591-2626, December. Number 11906 |
Classification: | G12 - Asset Pricing ; G11 - Portfolio Choice |
Source: |
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Nagaev, Alexander V., (2005)
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Nagaev, Alexander V., (2005)
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Mollet, Janick Christian, (2012)
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Aggregate Idiosyncratic Volatility
Bekaert, Geert, (2010)
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Pricing the Global Industry Portfolios
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High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
Ang, Andrew, (2008)
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