RELATIONS AMONG EQUITY MARKETS - STUDY OF SHARE PRICE CO-MOVEMENTS IN UNITED-STATES, UNITED-KINGDOM, GERMANY AND JAPAN

被引：106

作者：

AGMON, T ^{[1
]}

机构：

[1] TEL AVIV UNIV,LEON RECANATI GRAD SCH BUSINESS ADM,TEL AVIV,ISRAEL

来源：

关键词：

D O I：

10.2307/2978672

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：839 / 855

页数：17

共 9 条

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JENSEN, MC
[J]. JOURNAL OF BUSINESS, 1969, 42 (02) : 167 - 247
[6] LEE CH, 1969, J POLITICAL ECONOMY, V77
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[8] CAPITAL-ASSET PRICES - A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK
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[J]. JOURNAL OF FINANCE, 1964, 19 (03) : 425 - 442
[9] Tobin James, 1958, REV ECON STUD, V25, P63