International Stock Returns and Market Integration : A Regional Perspective /
We investigate the relative importance of country and industry effects in international stock returns, with the innovation that we decompose country effects into region and within-region country effects. We divide the global stock market into the Americas, Asia, and Europe and find that most of the...
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| Format: | Tidsskrift |
| Sprog: | English |
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Washington, D.C. :
International Monetary Fund,
2002.
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| Serier: | IMF Working Papers; Working Paper ;
No. 2002/202 |
| Online adgang: | Full text available on IMF |