SYSTEMATIC ELEMENTS IN LINKAGE OF NATIONAL STOCK MARKET INDICES

被引：66

作者：

RIPLEY, DM ^{[1
]}

机构：

[1] INT MONETARY FUND,WASHINGTON,DC 20431

来源：

关键词：

D O I：

10.2307/1927959

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：356 / 361

页数：6

共 8 条

ANDERSON, TW .

[2]

COOPER RN, 1969, 68 CTR DISC PAP EC G

[3]

COOPER RN, TOWARDS INT CAPITAL

[4]

Feeney G. J., 1967, RISK AVERSION PORTFO

[5] BEST POSSIBLE SYSTEMATIC ESTIMATES OF COMMUNALITIES [J].

GUTTMAN, L .

[6]

KENDALL MG, 1950, J ROY STAT SOC B, V12, P60

[7] MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR [J].

KING, BF .

[8]

KING BF, 1964, THESIS U CHICAGO