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Foreign Exchange Risk And Common Stock Returns: A Note On International Evidence

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  • Hsing Fang
  • Jean C.H. Loo

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  • Hsing Fang & Jean C.H. Loo, 1996. "Foreign Exchange Risk And Common Stock Returns: A Note On International Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 23(3), pages 473-480, April.
    • Handle: RePEc:bla:jbfnac:v:23:y:1996:i:3:p:473-480
    DOI: 10.1111/j.1468-5957.1996.tb01134.x
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    References listed on IDEAS

    as
    1. Eun, Cheol S & Janakiramanan, S, 1986. "A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership," Journal of Finance, American Finance Association, vol. 41(4), pages 897-914, September.
    2. Eun, Cheol S & Resnick, Bruce G, 1984. "Estimating the Correlation Structure of International Share Prices," Journal of Finance, American Finance Association, vol. 39(5), pages 1311-1324, December.
    3. Elton, Edwin & Gruber, Martin & Rentzler, Joel, 1983. "The Arbitrage Pricing Model and Returns on Assets under Uncertain Inflation," Journal of Finance, American Finance Association, vol. 38(2), pages 525-537, May.
    4. Solnik, Bruno H., 1974. "An equilibrium model of the international capital market," Journal of Economic Theory, Elsevier, vol. 8(4), pages 500-524, August.
    5. Stephen A. Ross, 2013. "The Arbitrage Theory of Capital Asset Pricing," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 1, pages 11-30, World Scientific Publishing Co. Pte. Ltd..
    6. Errunza, Vihang & Losq, Etienne, 1985. "International Asset Pricing under Mild Segmentation: Theory and Test," Journal of Finance, American Finance Association, vol. 40(1), pages 105-124, March.
    7. Cho, D Chinhyung & Eun, Cheol S & Senbet, Lemma W, 1986. "International Arbitrage Pricing Theory: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 41(2), pages 313-329, June.
    8. Gallant, A. Ronald, 1975. "Seemingly unrelated nonlinear regressions," Journal of Econometrics, Elsevier, vol. 3(1), pages 35-50, February.
    9. Grauer, Frederick L. A. & Litzenberger, Robert H. & Stehle, Richard E., 1976. "Sharing rules and equilibrium in an international capital market under uncertainty," Journal of Financial Economics, Elsevier, vol. 3(3), pages 233-256, June.
    10. Mehra, Rajnish, 1978. "On the Financing and Investment Decisions of Multinational Firms in the Presence of Exchange Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(2), pages 227-244, June.
    11. Stehle, Richard E, 1977. "An Empirical Test of the Alternative Hypotheses of National and International Pricing of Risky Assets," Journal of Finance, American Finance Association, vol. 32(2), pages 493-502, May.
    12. Black, Fischer, 1974. "International capital market equilibrium with investment barriers," Journal of Financial Economics, Elsevier, vol. 1(4), pages 337-352, December.
    13. Senbet, Lemma W., 1979. "International Capital Market Equilibrium and the Multinational Firm Financing and Investment Policies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(3), pages 455-480, September.
    14. Solnik, Bruno, 1983. "International Arbitrage Pricing Theory," Journal of Finance, American Finance Association, vol. 38(2), pages 449-457, May.
    15. Jorion, Philippe, 1990. "The Exchange-Rate Exposure of U.S. Multinationals," The Journal of Business, University of Chicago Press, vol. 63(3), pages 331-345, July.
    16. Chen, Nai-Fu & Roll, Richard & Ross, Stephen A, 1986. "Economic Forces and the Stock Market," The Journal of Business, University of Chicago Press, vol. 59(3), pages 383-403, July.
    17. repec:bla:jfinan:v:43:y:1988:i:1:p:197-215 is not listed on IDEAS
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