How Important are Foreign Ownership Linkages for International Stock Returns?
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- Söhnke M. Bartram & John M. Griffin & Tae-Hoon Lim & David T. Ng, 2015. "How Important Are Foreign Ownership Linkages for International Stock Returns?," Review of Financial Studies, Society for Financial Studies, vol. 28(11), pages 3036-3072.
- Bartram, Sohnke M. & Griffin, John & Ng, David, 2010. "How Important Are Foreign Ownership Linkages for International Stock Returns?," Working Papers 10-21, University of Pennsylvania, Wharton School, Weiss Center.
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More about this item
Keywords
Institutional Ownership; Asset Management; Portfolio Diversification; International Finance; Comovement;JEL classification:
- G3 - Financial Economics - - Corporate Finance and Governance
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
- F3 - International Economics - - International Finance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2012-06-05 (Corporate Finance)
- NEP-FMK-2012-06-05 (Financial Markets)
- NEP-IFN-2012-06-05 (International Finance)
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