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What Factors Drive Global Stock Returns? · Study

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PreprintWhat Factors Drive Global Stock Returns?

Kewei Hou2006

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Preprintgreen2006

What Factors Drive Global Stock Returns?

Kewei Hou · George Andrew Karolyi · Bong‐Chan Kho

120 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Reporting and Valuation Research

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References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1976The arbitrage theory of capital asset pricing 1996Multifactor Explanations of Asset Pricing Anomalies 1973An Intertemporal Capital Asset Pricing Model

Cited by

2017Dissecting Characteristics Nonparametrically 2011Global Asset Pricing 2011Empirical cross-sectional asset pricing: a survey 2019Stock selection with random forest: An exploitation of excess return in the Chinese stock market 2011The high volume return premium: Cross-country evidence 2016Globalization and Asset Returns 2017

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2011What Factors Drive Global Stock Returns?article · 55 shared references 2011Empirical cross-sectional asset pricing: a surveyarticle · 30 shared references 2021Factors and risk premia in individual international stock returnsarticle · 28 shared references 2003Chapter 16 Are financial assets priced locally or globally?chapter · 26 shared references 2012The Role of Investability Restrictions on Size, Value, and Momentum in International Stock Returnspreprint · 26 shared references 2011Global Asset Pricingreview · 25 shared references

Details

Year2006

Typepreprint

Published2006-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations120

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.908345

openalex_workW2102828869

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Regime-dependent herding behavior in Asian and Latin American stock markets

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