The role of exchange and interest risk in equity valuation: A comparative study of international stock markets
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- Mark Grinblatt & Sheridan Titman, .
"Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings,"
Rodney L. White Center for Financial Research Working Papers
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- Ikeda, S., 1989.
"Arbitrage Asset Pricing Under Exchange Risk,"
ISER Discussion Paper
0193, Institute of Social and Economic Research, Osaka University.
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- Choi, Jongmoo Jay, 1984. "Consumption Basket, Exchange Risk, and Asset Demand," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(03), pages 287-298, September.
- Brown, Stephen J, et al, 1992. "Survivorship Bias in Performance Studies," Review of Financial Studies, Society for Financial Studies, vol. 5(4), pages 553-80.
- Edward J. Kane & Haluk Unal, 1988. "Change in Market Assessments of Deposit-Institution Riskiness," NBER Working Papers 2530, National Bureau of Economic Research, Inc.
- Shanken, Jay, 1990. "Intertemporal asset pricing : An Empirical Investigation," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 99-120.
- Flannery, Mark J & James, Christopher M, 1984. " The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions," Journal of Finance, American Finance Association, vol. 39(4), pages 1141-53, September.
- Theoharry Grammatikos & Anthony Saunders & Itzhak Swary, 1986.
"Returns and risks of U.S. bank foreign currency activities,"
86-2, Federal Reserve Bank of Philadelphia.
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