Stock Market Liberalizations and the Repricing of Systematic Risk
收藏NBER2001-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w8265
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资源简介：
When countries open their stock markets to foreign investors, firms that become eligible for purchase by foreigners (investible) are repriced according to the difference in the covariance of their returns with the local and world market. An investible firm whose return covariance with the local
提供机构：
美国国家经济研究局
创建时间：
2001-05-01
