INTEGRATION VS SEGMENTATION IN THE CANADIAN STOCK-MARKET

被引：160

作者：

JORION, P ^{[1
]}

SCHWARTZ, E ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BC,CANADA

来源：

JOURNAL OF FINANCE | 1986年 / 41卷 / 03期

关键词：

D O I：

10.2307/2328489

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：603 / 614

页数：12

相关论文

共 32 条

[1] INTERNATIONAL PORTFOLIO CHOICE AND CORPORATION FINANCE - A SYNTHESIS
ADLER, M
DUMAS, B
[J]. JOURNAL OF FINANCE, 1983, 38 (03) : 925 - 984
[2] OPTIMAL INTERNATIONAL ACQUISITIONS
ADLER, M
DUMAS, B
[J]. JOURNAL OF FINANCE, 1975, 30 (01) : 1 - 19
[3] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING
BLACK, F
[J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455
[4] Black F., 1974, J FINANC ECON, V1, P337
[5] THE EX-DIVIDEND DAY BEHAVIOR OF CANADIAN STOCK-PRICES - TAX CHANGES AND CLIENTELE EFFECTS
BOOTH, LD
JOHNSTON, DJ
[J]. JOURNAL OF FINANCE, 1984, 39 (02) : 457 - 476
[6] BRENNAN M, 1986, SURVEY DEV MODERN FI
[7] RISK MEASUREMENT WHEN SHARES ARE SUBJECT TO INFREQUENT TRADING
DIMSON, E
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (02) : 197 - 226
[8] INTERNATIONAL ASSET PRICING UNDER MILD SEGMENTATION - THEORY AND TEST
ERRUNZA, V
LOSQ, E
[J]. JOURNAL OF FINANCE, 1985, 40 (01) : 105 - 124
[9] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS
FAMA, EF
MACBETH, JD
[J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 607 - 636
[10] RISK MEASUREMENT WHEN SHARES ARE SUBJECT TO INFREQUENT TRADING - COMMENT
FOWLER, DJ
RORKE, CH
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (02) : 279 - 283

← 1 2 3 4 →