In America's thrall: The effects of the US market and US security characteristics on Australian stock returns

Accounting and Finance

Volumn 46, Issue 4, 2006, Pages 577-604

  Durand, Robert B ^a   Limkriangkrai, Manapon ^a   Smith, Gary ^a  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Asset pricing; Domestic segmentation; International integration; Three factor model

Indexed keywords

EID: 33750192049     PISSN: 08105391     EISSN: 1467629X     Source Type: Journal    
DOI: 10.1111/j.1467-629X.2006.00184.x     Document Type: Article

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