Global Pricing of Equity

Financial Analysts Journal

Volumn 57, Issue 4, 2001, Pages 37-47

  Diermeier, Jeff ^a   Solnik, Bruno ^b  

^a UBS Global Asset Management   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0141884558     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v57.n4.2464     Document Type: Article

References (17)

1. Beckers, S., G. Connor, and R. Curds. 1996. "National versus Global Influences on Equity Returns." Financial Analysts Journal, vol. 52, no. 2 (March/April):31-39.
2. Bekaert, G., and C.R. Harvey. 1995. "Time-Varying World Market Integration." Journal of Finance, vol. 50, no. 2 (June):403-444.
3. Bodnar, G.M., R. Marston, and B. Dumas. 2000. "Pass-Through and Exposure." Weiss Center Working Paper, Weiss Center for International Financial Research, Wharton School, University of Pennsylvania.
4. Cavaglia, S., and M. Aked. 1999. "The Global 200: A Separate Asset Class?" Unpublished manuscript (March).
5. Cavaglia, S., C. Brightman, and M. Aked. 2000. "The Increasing Importance of Industry Factors." Financial Analysts Journal, vol. 56, no. 5 (September/October):41-54.
6. De Santis, G., and B. Gerard. 1997. "International Asset Pricing and Portfolio Diversification with Time-Varying Risk." Journal of Finance, vol. 52, no. 5 (December):1881-1912.
7. Drummen, M., and H. Zimmermann. 1992. "The Structure of European Stock Returns." Financial Analysts Journal, vol. 48, no. 4 (July/August):15-26.
8. Dumas, B., and B. Solnik. 1995. "The World Price of Foreign Exchange Risk." Journal of Finance, vol. 50, no. 2 (June):445-179.
9. Froot, K.A., and E. Dabora. 1999. "How Are Stock Prices Affected by the Location of Trade?" Journal of Financial Economics, vol. 53, no. 2 (August):182-216.
10. Griffin, J.M., and G.A. Karolyi. 1998. "Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies." Journal of Financial Economics, vol. 50, no. 2 (December):351-374.
11. Griffin, J.M., and R. Stulz. 2001. "International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns." Review of Financial Studies, vol. 14, no. 1 (Spring):215-241.
12. Heston, S.L., and K.G. Rouwenhorst. 1994. "Does Industrial Structure Explain the Benefits of International Diversification?" Journal of Financial Economics, vol. 36, no. 1 (June):3-27.
13. Jorion, P. 1990. "The Exchange-Rate Exposure of U.S. Multinationals." Journal of Business, vol. 63, no. 3 (July):331-346.
14. Lombard, T., J. Roulet, and B. Solnik. 1999. "Pricing of Domestic versus Multinational Companies." Financial Analysts Journal, vol. 55, no. 2 (March/April):35-50.
15. Napolinato, G., and A.J. Cohen. 1997. "S&P 500 Foreign Currency Exposure." U.S. Research Accounting/Portfolio Strategy. Goldman Sachs (September 8).
16. Rouwenhorst, K.G. 1999. "European Equity Markets and the EMU." Financial Analysts Journal, vol. 55, no. 3 (May/June):57-64.
17. Rugman, A. 1976. Letter to the Editor. Financial Analysts Journal, vol. 32, no. 2 (March/April):7.