The New Economy and Global Stock Returns /

The New Economy and Global Stock Returns /

This paper revisits the relative importance of global versus country-specific factors underlying stock returns. It constructs a new firm level data set covering emerging and developed markets and estimates a simple factor model, which breaks down stock returns into a global business cycle factor, gl...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir:	Catao, Luis
Rannpháirtithe:	Brooks, Robin
Formáid:	IRIS
Teanga:	English
Foilsithe / Cruthaithe:	Washington, D.C. : International Monetary Fund, 2000.
Sraith:	IMF Working Papers; Working Paper ; No. 2000/216
Rochtain ar líne:	Full text available on IMF

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