The Internationalization of Equity Markets
Jeffrey A. Frankel, editor
Conference held October 1-2, 1993
Published in January 1994 by University of Chicago Press
© 1994 by the National Bureau of Economic Research
Order from Amazon.com
424 pages
ISBN: 0-226-26001-1
Table of Contents
|
Front matter, table of contents, preface:
Jeffrey A. Frankel
(p. -11 - 0)
(bibliographic info)
(download)
| |
|
Introduction:
Jeffrey A. Frankel
(p. 1 - 20)
(bibliographic info)
(download)
| |
|
1.
A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables:
Bernard Dumas
(p. 23 - 58)
(bibliographic info)
(download)
|
|
|
2.
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns:
Wayne Ferson, Campbell R. Harvey
(p. 59 - 147)
(bibliographic info)
(download)
|
|
|
3.
Tests of CAPM on an International Portfolio of Bonds and Stocks:
Charles M. Engel
(p. 149 - 183)
(bibliographic info)
(download)
|
|
|
4.
International Equity Transactions and U.S. Portfolio Choice:
Linda L. Tesar, Ingrid M. Werner
(p. 185 - 227)
(bibliographic info)
(download)
|
|
|
5.
The Effect of Barriers to Equity Investment in Developing Countries:
Stijn Claessens, Moon-Whoan Rhee
(p. 231 - 275)
(bibliographic info)
(download)
|
|
|
6.
International Experiences with Securities Transaction Taxes:
John Y. Campbell, Kenneth A. Froot
(p. 277 - 308)
(bibliographic info)
(download)
|
|
|
7.
Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets:
Wen-Ling Lin, Takatoshi Ito
(p. 309 - 343)
(bibliographic info)
(download)
|
|
|
8.
What Moves the Discount on Country Equity Funds?:
Gikas Hardouvelis, Rafael La Porta, Thierry A. Wizman
(p. 345 - 403)
(bibliographic info)
(download)
|
|
|
List of Contributors, Indexes:
Jeffrey A. Frankel
(p. 405 - 416)
(bibliographic info)
(download)
|
|
