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Volumn 24, Issue 3, 2001, Pages 331-346

A multifactor analysis of country fund returns

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Indexed keywords


EID: 26444585504     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2001.tb00773.x     Document Type: Article
Times cited : (7)

References (12)
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    • Bailey, W.1    Lim, J.2
  • 3
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    • Diversification, integration, and emerging market closed-end funds
    • Bekaert G. M. S. Urias, 1996, Diversification, integration, and emerging market closed-end funds, Journal of Finance 51, 835–69.
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    • Bekaert, G.1    Urias, M.S.2
  • 4
    • 85040415717 scopus 로고    scopus 로고
    • Asian and Latin American emerging market closed-end funds: Return and diversification
    • Ghose S. J. Born, 1998, Asian and Latin American emerging market closed-end funds: Return and diversification, Emerging Markets Quarterly, 63–75.
    • (1998) Emerging Markets Quarterly , pp. 63-75
    • Ghose, S.1    Born, J.2
  • 6
    • 0000822996 scopus 로고
    • Internationally diversified portfolios: Welfare gains and capital flows
    • Grubel H., 1968, Internationally diversified portfolios: Welfare gains and capital flows, American Economic Review 58, 1299–1314.
    • (1968) American Economic Review , vol.58 , pp. 1299-1314
    • Grubel, H.1
  • 7
    • 0001493165 scopus 로고
    • What moves the discount on country equity funds?, National Bureau of Economic Research Working Paper
    • J. Frankel, ed., University of Chicago Press, Chicago
    • Hardouvelis G. R. La Porta and T. A. Wizman, 1994, What moves the discount on country equity funds?, National Bureau of Economic Research Working Paper 4571, in J. Frankel, ed.: The Internationalization of Equity Markets (University of Chicago Press, Chicago).
    • (1994) The Internationalization of Equity Markets , vol.4571
    • Hardouvelis, G.1    La Porta, R.2    Wizman, T.A.3
  • 8
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    • International diversification of investment portfolios
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    • Levy, H.1    Sarnat, M.2
  • 9
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    • Sage University Paper series on Quantitative Applications in the Social Sciences, series 07–021 (, Sage Publications, Beverly Hills, CA
    • McDowell D. R. McCleary E. E. Meidinger and R. A. Hay Jr., 1990, Interrupted Time Series Analysis, Sage University Paper series on Quantitative Applications in the Social Sciences, series no. 07–021 (Sage Publications, Beverly Hills, CA).
    • (1990) Interrupted Time Series Analysis
    • McDowell, D.1    McCleary, R.2    Meidinger, E.E.3    Hay, R.A.4
  • 10
    • 0009799473 scopus 로고
    • Myths associated with closed-end investment company discounts
    • Pratt E. J., 1966, Myths associated with closed-end investment company discounts, Financial Analysts Journal 22, 79–82.
    • (1966) Financial Analysts Journal , vol.22 , pp. 79-82
    • Pratt, E.J.1
  • 11
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