SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Structure of European Stock Returns · Study

ArticleShelves

ArticleThe Structure of European Stock Returns

Martin Drummen1992

Article1992

The Structure of European Stock Returns

Martin Drummen · Heinz Zimmermann

135 citations·0/0 files stored·Financial Analysts Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

Abstract

(1992). The Structure of European Stock Returns. Financial Analysts Journal: Vol. 48, No. 4, pp. 15-26.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 135 citations exist upstream.

Cited by

2005Behavior of GCC stock markets and impacts of US oil and financial markets 2004Industry Risk and Market Integration 2000Country and industry factors in returns: evidence from emerging markets’ stocks 2006Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets 2003The home country in the age of globalization: how much does it matter for firm performance?2002Country, Industry, and Risk Factor Loadings in Portfolio Management 2001Global Pricing of Equity 2004The effect of the Euro on country versus industry portfolio diversification

Details

Year1992

Typearticle

Published1992-07-01

VenueFinancial Analysts Journal

ISSN-L0015-198X

Languageen

Citations135

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2469/faj.v48.n4.15

openalex_workW1741701281

Links

Imported from OpenAlex (CC0) — nothing here is generated.