Economic integration and country allocation in Europe

Financial Analysts Journal

Volumn 54, Issue 5, 1998, Pages 32-41

  Freimann, Eckhard ^a  

^a Winterthur Insurance   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0010125606     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v54.n5.2210     Document Type: Review

References (10)

1. Arshanapalli, B., and J. Doukas. 1993. "International Stock Market Linkages: Evidence from the Pre- and Post-October 1987 Period." Journal of Banking and Finance, vol. 17, no. 1 (January):193-208.
2. Beckers, Stan, Gregory Connor, and Ross Curds. 1996. "National versus Global Influences on Equity Returns." Financial Analysts Journal, vol. 52, no. 2 (March/April):31-39.
3. Drummen, Martin, and Heinz Zimmermann. 1992. "The Structure of European Stock Returns." Financial Analysts Journal, vol. 48, no. 4 (July/August):15-26.
4. Heston, Steven L., and K. Geert Rouwenhorst. 1994. "Does Industrial Structure Explain the Benefits of International Diversification?" Journal of Financial Economics, vol. 36, no. 1 (Fall):3-27.
5. Kim, Myung Jig, Charles R. Nelson, and Richard Startz. 1991. "Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence." Review of Economic Studies, vol. 58, no. 3 (May):515-28.
6. Lee, S.B., and K.J. Kim. 1993. "Does the October 1987 Crash Strengthen the Comovement among National Stock Markets?" Review of Financial Economics, vol. 3, no. 1 (Fall):89-102.
7. Lessard, Donald R. 1974. "World, National, and Industry Factors in Equity Returns." Journal of Finance, vol. 29, no. 2 (May):379-91.
8. Meric, I., and G. Meric. 1997. "The Long-Term Comovement of the World's Equity Markets before and after the 1987 Crash." Presentation at the Conference of the Financial Management Association in Zürich, Switzerland (May).
9. Roll, Richard. 1992. "Industrial Structure and the Comparative Behavior of International Stock Market Indices." Journal of Finance, vol. 47, no. 1 (March):3-41.
10. Urias, Michael S. 1996. "Country versus Industry Factors in European Stock Returns." Working paper. Morgan Stanley.