NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

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

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Wayne Ferson, Campbell R. Harvey

Chapter in NBER book The Internationalization of Equity Markets (1994), Jeffrey A. Frankel, editor (p. 59 - 147)*
Published in January 1994

This chapter first appeared as NBER working paper w4595, An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns, Wayne E. Ferson, Campbell R. Harvey

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