An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns
Published Date
Copyright 1994
ISBN 0226260011
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Copy CitationWayne Ferson and Campbell R. Harvey, The Internationalization of Equity Markets (University of Chicago Press, 1994), chap. 2, https://www.nber.org/books-and-chapters/internationalization-equity-markets/exploratory-investigation-fundamental-determinants-national-equity-market-returns.
Published From Paper
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Working Paper
This paper studies average and conditional expected returns in national equity markets, and their relation to a number...
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