Risk premia in international equity markets revisited

Pacific Basin Finance Journal

Volumn 17, Issue 3, 2009, Pages 295-318

  Brown, Stephen J ^a   Hiraki, Takato ^b   Arakawa, Kiyoshi ^c   Ohno, Saburo ^c  

^a NEW YORK UNIVERSITY   (United States)

^b KWANSEI GAKUIN UNIVERSITY   (Japan)

^c Société Générale Asset Management Japan   (Japan)

Author keywords

Global capital markets; Global investments; International asset pricing models; Risk premia

Indexed keywords

EID: 61849157502     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2008.08.002     Document Type: Article

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