Industry Risk and Market Integration

Management Science

Volumn 50, Issue 2, 2004, Pages 207-221

  Carrieri, Francesca ^a   Errunza, Vihang ^a   Sarkissian, Sergei ^a  

^a MCGILL UNIVERSITY   (Canada)

Author keywords

Conditional asset pricing; Global industry risk; Imperfect industry integration; Industry information variables; Portfolio diversification

Indexed keywords

COSTS; INDUSTRIAL ECONOMICS; INTERNATIONAL TRADE; MATHEMATICAL MODELS; RISK MANAGEMENT;

CONDITIONAL ASSET PRICING; GLOBAL INDUSTRY RISKS; IMPERFECT INDUSTRY INTEGRATION; INDUSTRY INFORMATION VARIABLES; PORTFOLIO DIVERSIFICATION;

MARKETING;

EID: 1642269094     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.1030.0184     Document Type: Article

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