Hirshleifer, David (contributor); Shumway, Tyler (contributor) - 2001 - [Elektronische Ressource]
,
and none are larger than 0.65. Thus, while the global component of daily international
returns is fairly large, there is … University of Michigan for
helpful comments.
†Fisher College of Business, Ohio State University; and University of Michigan … Business School, re-
spectively. David Hirshleifer can be reached at hirshleifer.2@osu.edu or (614) 292-5174; Fisher College
of …