Browsing Publications Hosted at Saint Mary’s by Author "Cleary, Sean"

Browsing Publications Hosted at Saint Mary’s by Author "Cleary, Sean"

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    Are U.S. variables good predictors of foreign equity risk premiums? 
    Cleary, Sean; Schmitz, John J. (Atlantic Schools of Business, 1998)
    We demonstrate that U.S. information variables provide statistically relevant information above and beyond an identical set of local information variables in the formation of international conditional expected returns. ...

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    The sensitivity of Canadian corporate investment to liquidity 
    Cleary, Sean (Atlantic Schools of Business, 1999)
    This study confirms that liquidity is a significant determinant of Canadian corporate investment. Contrary to recent U.S. evidence, the investment-liquidity sensitivity of financially constrained firms is not found to be ...

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