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Risk premia in Pacific-Basin capital markets · Study

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ArticleRisk premia in Pacific-Basin capital markets

Stephen J. Brown1993

Article1993

Risk premia in Pacific-Basin capital markets

Stephen J. Brown · Toshiyuki Otsuki

48 citations·0/0 files stored·Pacific-Basin Finance Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1973Risk, Return, and Equilibrium: Empirical Tests 1986Economic Forces and the Stock Market 1988Dividend yields and expected stock returns 1990Correlations in Price Changes and Volatility across International Stock Markets 1980An Empirical Investigation of the Arbitrage Pricing Theory 1979The effect of personal taxes and dividends on capital asset prices 1991The World Price of Covariance Risk 1993The Risk and Predictability of International Equity Returns

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2007Bayesian Analysis of Linear Factor Models with Latent Factors, Multivariate Stochastic Volatility, and APT Pricing Restrictions

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1995Chapter 4 The arbitrage pricing theory and multifactor models of asset returnschapter · 14 shared references 1995The structure of international stock returns and the integration of capital marketsarticle · 12 shared references 1993The Arbitrage Pricing Theory and Multifactor Models of Asset Returnspreprint · 12 shared references 1995Chapter 6 International portfolio choice and asset pricing: An integrative surveychapter · 12 shared references 2005Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricingpreprint · 11 shared references 1995Chapter 5 Theory and empirical testing of asset pricing modelschapter · 10 shared references

Details

Year1993

Typearticle

Published1993-09-01

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations48

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0927-538x(93)90025-d

openalex_workW2045012146

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