IMPERFECTIONS IN INTERNATIONAL FINANCIAL MARKETS - IMPLICATIONS FOR RISK PREMIA AND COST OF CAPITAL TO FIRMS

被引:15
作者
COHN, RA
PRINGLE, JJ
机构
[1] STANFORD UNIV, STANFORD, CA 94305 USA
[2] UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA
关键词
D O I
10.2307/2978168
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:59 / 66
页数:8
相关论文
共 12 条
[1]   INTERDEPENDENCE OF INTERNATIONAL EQUITY MARKETS [J].
GRUBEL, HG ;
FADNER, K .
JOURNAL OF FINANCE, 1971, 26 (01) :89-94
[2]  
GRUBEL HG, 1968, AM ECON REV, V58, P1299
[3]   Macro news and micro news: Complements or substitutes? [J].
Hirshleifer, David ;
Sheng, Jinfei .
JOURNAL OF FINANCIAL ECONOMICS, 2022, 145 (03) :1006-1024
[4]   STOCK-ADJUSTMENT ANALYSIS OF CAPITAL MOVEMENTS - UNITED-STATES-CANADIAN CASE [J].
LEE, CH .
JOURNAL OF POLITICAL ECONOMY, 1969, 77 (04) :512-523
[5]  
LESSARD DR, 1970, THESIS STANFORD U
[6]  
LEVY H, 1970, AM ECON REV, V60, P668
[8]   MARKET PRICE OF RISK, SIZE OF MARKET AND INVESTORS RISK AVERSION [J].
LINTNER, J .
REVIEW OF ECONOMICS AND STATISTICS, 1970, 52 (01) :87-99
[9]   GEOMETRIC MEAN PORTFOLIO SELECTION AND MARKET PRICES OF EQUITIES [J].
LITZENBERGER, RH ;
BUDD, AP .
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1971, 6 (05) :1277-1282
[10]   PORTFOLIO SELECTION [J].
Markowitz, Harry .
JOURNAL OF FINANCE, 1952, 7 (01) :77-91