An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns

Wayne Ferson & Campbell R. Harvey
Published Date
Copyright 1994
ISBN 0-226-26001-1
Internationalization of Equity Markets
Book: The Internationalization of Equity Markets
Book editor: Jeffrey A. Frankel
PUBLISHER: University of Chicago Press
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Topics

International Economics
International Finance
Financial Economics
Financial Markets

Published From Paper

An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns
- Working Paper
This paper studies average and conditional expected returns in national equity markets, and their relation to a number...

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