Hou, Kewei (contributor); Karolyi, G. Andrew (contributor); … - 2006
Luxembourg to 9,720 for the U.S.
3
The average monthly
returns range from -0.26% for Indonesia to 3.71% for Russia. The … yield for Chinese firms is 0.6%.
8
low as 0.486 (Turkey) to as high as 2.430 (Russia). By contrast, the earnings yield (E …/P) ranges only from a
low of 1.0% (Indonesia) to a high of 16.0% (also, Russia). The median global and industry betas are …