SYSTEMATIC ELEMENTS IN LINKAGE OF NATIONAL STOCK MARKET INDICES

[1] THE USE OF FACTOR-ANALYSIS IN THE STATISTICAL-ANALYSIS OF MULTIPLE TIME-SERIES [J]. PSYCHOMETRIKA, 1963, 28 (01) : 1 - 25

[2] COOPER RN, 1969, 68 CTR DISC PAP EC G

[3] COOPER RN, TOWARDS INT CAPITAL

[4] Feeney G. J., 1967, RISK AVERSION PORTFO

[5] BEST POSSIBLE SYSTEMATIC ESTIMATES OF COMMUNALITIES [J]. PSYCHOMETRIKA, 1956, 21 (03) : 273 - 285

[6] KENDALL MG, 1950, J ROY STAT SOC B, V12, P60

[7] MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR [J]. JOURNAL OF BUSINESS, 1966, 39 (01) : 139 - 190

[8] KING BF, 1964, THESIS U CHICAGO

[1] THE USE OF FACTOR-ANALYSIS IN THE STATISTICAL-ANALYSIS OF MULTIPLE TIME-SERIES [J]. PSYCHOMETRIKA, 1963, 28 (01) : 1 - 25

[2] COOPER RN, 1969, 68 CTR DISC PAP EC G

[3] COOPER RN, TOWARDS INT CAPITAL

[4] Feeney G. J., 1967, RISK AVERSION PORTFO

[5] BEST POSSIBLE SYSTEMATIC ESTIMATES OF COMMUNALITIES [J]. PSYCHOMETRIKA, 1956, 21 (03) : 273 - 285

[6] KENDALL MG, 1950, J ROY STAT SOC B, V12, P60

[7] MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR [J]. JOURNAL OF BUSINESS, 1966, 39 (01) : 139 - 190

[8] KING BF, 1964, THESIS U CHICAGO