Browsing Atlantic Schools of Business Conference Proceedings by Author "Schmitz, John J."

Browsing Atlantic Schools of Business Conference Proceedings by Author "Schmitz, John J."

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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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