NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

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

Wayne Ferson, Campbell R. Harvey

Chapter in NBER book The Internationalization of Equity Markets (1994), Jeffrey A. Frankel, editor (p. 59 - 147)
Conference held October 1-2, 1993
Published in January 1994 by University of Chicago Press
© 1994 by the National Bureau of Economic Research

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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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