World market risk, country-specific risk and expected returns in international stock markets

Journal of Banking and Finance

Volumn 34, Issue 6, 2010, Pages 1152-1165

  Bali, Turan G ^a   Cakici, Nusret ^b  

^a CITY UNIVERSITY OF NEW YORK   (United States)

^b FORDHAM UNIVERSITY   (United States)

Author keywords

Country Specific risk; Idiosyncratic risk; International equity returns; Systematic risk

Indexed keywords

EID: 77950021026     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.11.012     Document Type: Article

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