Browsing Conference Proceedings 1998 by Author "Cleary, Sean"

Browsing Conference Proceedings 1998 by Author "Cleary, Sean"

Sort by: Order: Results:

  • Thumbnail
    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. ...