NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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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

NBER Program(s):AP, ITI

More information on purchasing this book
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) (Working Paper version)
1. A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables: Bernard Dumas (p. 23 - 58) (bibliographic info) (download) (Working Paper version)
2. An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns: Wayne Ferson, Campbell R. Harvey (p. 59 - 147) (bibliographic info) (download) (Working Paper version)
3. Tests of CAPM on an International Portfolio of Bonds and Stocks: Charles M. Engel (p. 149 - 183) (bibliographic info) (download) (Working Paper version)
4. International Equity Transactions and U.S. Portfolio Choice: Linda L. Tesar, Ingrid M. Werner (p. 185 - 227) (bibliographic info) (download) (Working Paper version)
5. The Effect of Barriers to Equity Investment in Developing Countries: Stijn Claessens, Moon-Whoan Rhee (p. 231 - 275) (bibliographic info) (download) (Working Paper version)
6. International Experiences with Securities Transaction Taxes: John Y. Campbell, Kenneth A. Froot (p. 277 - 308) (bibliographic info) (download) (Working Paper version)
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) (Working Paper version)
8. What Moves the Discount on Country Equity Funds?: Gikas Hardouvelis, Rafael La Porta, Thierry A. Wizman (p. 345 - 403) (bibliographic info) (download) (Working Paper version)
List of Contributors, Indexes: Jeffrey A. Frankel (p. 405 - 416) (bibliographic info) (download)
 
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