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World country and industry relationships in equity returns

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  • Lessard, Donald R.

Abstract

Forthcoming in Edwin Elton and Martin Gruber, eds., International capital markets.

Suggested Citation

  • Lessard, Donald R., 1975. "World country and industry relationships in equity returns," Working papers 766-75., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    • Handle: RePEc:mit:sloanp:1891
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    File URL: http://hdl.handle.net/1721.1/1891
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    References listed on IDEAS

    as
    1. Levy, Haim & Sarnat, Marshall, 1970. "International Diversification of Investment Portfolios," American Economic Review, American Economic Association, vol. 60(4), pages 668-675, September.
    2. Agmon, Tamir, 1972. "The Relations Among Equity Markets: A Study of Share Price Co-Movements in the United States, United Kingdom, Germany and Japan," Journal of Finance, American Finance Association, vol. 27(4), pages 839-855, September.
    3. McDonald, John G, 1973. "French Mutual Fund Performance: Evaluation of Internationally-Diversified Portfolios," Journal of Finance, American Finance Association, vol. 28(5), pages 1161-1180, December.
    4. Elton, Edwin J & Gruber, Martin J, 1973. "Estimating the Dependence Structure of Share Prices-Implications for Portfolio Selection," Journal of Finance, American Finance Association, vol. 28(5), pages 1203-1232, December.
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