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A unified beta pricing theory

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Connor, Gregory
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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 34 (1984)
Issue (Month): 1 (October)
Pages: 13-31
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Handle: RePEc:eee:jetheo:v:34:y:1984:i:1:p:13-31

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Web page: http://www.elsevier.com/locate/inca/622869

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  12. Korajczyk, Robert A., 1995. "A measure of stock market integration for developed and emerging markets," Policy Research Working Paper Series 1482, The World Bank. [Downloadable!]
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