Correlations, trades and stock returns of the Pacific-Basin markets

Author:

Chen Nai-fu,Zhang Feng

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference9 articles.

1. Bekaert, G., Harvey, C.R., 1997. Emerging Equity Market Volatility. Journal of Financial Economics, forthcoming.

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4. Stock returns, real activity, inflation and money;Fama;American Economic Review,1981

5. Multifactor explanations of asset pricing anomalies;Fama;Journal of Finance,1996

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