Industry versus country effects in stock returns: the significance of value-weighted versus equal-weighted estimation

Author： Chen Jianguo   Young Martin   Bennett Andrea  

Publisher： Inderscience Publishers

ISSN： 2048-2361

Source： International Journal of Portfolio Analysis and Management, Vol.1, Iss.3, 2013-06, pp. : 278-287

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The market impact of corporate alliance announcements: value-weighted versus equally weighted portfolio returns

By Burton Bruce  

Applied Financial Economics Letters, Vol. 3, Iss. 1, 2007-01 ,pp. : 67-70

Routledge Ltd

Access to resources Recommend Favorite

Heteroscedasticity in stock returns data revisited: volume versus GARCH effects

By Omran M. F.   McKenzie E.  

Applied Financial Economics, Vol. 10, Iss. 5, 2000-09 ,pp. : 553-560

Routledge Ltd

Access to resources Recommend Favorite

Stock returns and inflation risk: economic versus statistical evidence

By Katzur Tomek   Spierdijk Laura  

Applied Financial Economics, Vol. 23, Iss. 13, 2013-07 ,pp. : 1123-1136

Routledge Ltd

Access to resources Recommend Favorite

Country factors in stock returns: reconsidering the basic method

By  

Applied Financial Economics, Vol. 24, Iss. 13, 2014-07 ,pp. : 871-888

Routledge Ltd

Access to resources Recommend Favorite

Heteroscedasticity in stock market indicator return data: volume versus GARCH effects

By Sharma Jandhyala L.   Mougoue Mbodja   Kamath Ravindra  

Applied Financial Economics, Vol. 6, Iss. 4, 1996-08 ,pp. : 337-342

Routledge Ltd

Access to resources Recommend Favorite