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World, National, and Industry Factors in Equity Returns

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Lessard, Donald R
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 29 (1974)
Issue (Month): 2 (May)
Pages: 379-91
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Handle: RePEc:bla:jfinan:v:29:y:1974:i:2:p:379-91

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  1. Marie-Paule Laurent, 2003. "Indices as diversification instruments in Europe," Working Papers CEB 03-004.RS, Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB). [Downloadable!]
  2. Claessens, Stijn & Moon-Whoan Rhee & DEC, 1994. "The effects of barriers on equity investment in developing countries," Policy Research Working Paper Series 1263, The World Bank. [Downloadable!]
  3. Nicholas A. Michas, 1984. "Pension Funds: More Diversification," Canadian Public Policy, University of Toronto Press, vol. 10(1), pages 47-53, March. [Downloadable!] (restricted)
  4. Dusan Isakov & Frédéric Sonney, 2004. "Are Practitioners Right? On the Relative Importance of Industrial Factors in International Stock Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 355-379, September. [Downloadable!]
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  5. Michael R. King & Dan Segal, 2003. "Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount?," Working Papers 03-6, Bank of Canada. [Downloadable!]
  6. John M. Griffin & G. Andrew Karolyi, . "Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies," Research in Financial Economics 9608, Ohio State University. [Downloadable!]
    Other versions:
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This page was last updated on 2008-9-29.


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