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Factor Reversal in the Euro Zone Stock Returns : Evidence from the Crisis Period

Chou, Hsin-I - 2012

The introduction of the common currency in the Euro zone has led to a shift in factor importance from country to industry effects. Nevertheless, there is overwhelming evidence that the recent spate of crises has engendered a reversal in factor importance, returning it to country effect. This...

Persistent link: https://www.econbiz.de/10013098895