Estimation of global systematic risk for securities listed in multiple markets

Author: Ghai Gauri L.   De Boyrie Maria E.   Hamid Shahid   Prakash Arun J.  

Publisher: Routledge Ltd

ISSN: 1466-4364

Source: The European Journal of Finance, Vol.7, Iss.2, 2001-06, pp. : 117-130

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Abstract