THE RELATIVE IMPORTANCE OF COMMON FACTORS ACROSS THE EUROPEAN EQUITY MARKETS

被引:16
作者
BECKERS, S
GRINOLD, R
RUDD, A
STEFEK, D
机构
[1] BARRA International, London, EC2M 5TU
关键词
D O I
10.1016/0378-4266(92)90079-F
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
In this paper we try to shed additional light on the question of integration or segmentation of European equity markets by studying the statistical relevance of some intuitively appealing international factors of return. The relevance of these factors is also investigated through time in order to evaluate a possible increase in market integration over the recent past.
引用
收藏
页码:75 / 95
页数:21
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