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Excess returns and international diversification: The Scandinavian view

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Author Info
G. G. Booth, T. Martikainen
Abstract

The paper discusses excess returns within four Scandinavian stock markets and also how Scandinavian returns are related to the returns in non-Scandinavian markets. Some underlying reasons for the observed economically weak relationships between markets are reviewed. Moreover, some reasons why the interrelationships between markets can be expected to increase in the future are provided.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal The European Journal of Finance.

Volume (Year): 5 (1999)
Issue (Month): 3 (September)
Pages: 181-185
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Handle: RePEc:taf:eurjfi:v:5:y:1999:i:3:p:181-185

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Related research
Keywords: Diversification; Scandanavia;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Virtanen, Ilkka & Yli-Olli, Paavo, 1987. "Forecasting stock market prices in a thin security market," Omega, Elsevier, vol. 15(2), pages 145-155. [Downloadable!] (restricted)
  2. Roll, Richard, 1992. " Industrial Structure and the Comparative Behavior of International Stock Market Indices," Journal of Finance, American Finance Association, vol. 47(1), pages 3-41, March. [Downloadable!] (restricted)
  3. Hietala, Pekka T, 1989. " Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market," Journal of Finance, American Finance Association, vol. 44(3), pages 697-718, July. [Downloadable!] (restricted)
  4. Liljeblom, Eva & Loflund, Anders & Krokfors, Svante, 1997. "The benefits from international diversification for Nordic investors," Journal of Banking & Finance, Elsevier, vol. 21(4), pages 469-490, April. [Downloadable!] (restricted)
  5. Booth, G. Geoffrey & Martikainen, Teppo & Tse, Yiuman, 1997. "Price and volatility spillovers in Scandinavian stock markets," Journal of Banking & Finance, Elsevier, vol. 21(6), pages 811-823, June. [Downloadable!] (restricted)
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This page was last updated on 2009-12-21.

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