Excess returns and international diversification: The Scandinavian view
G. G. Booth and
T. Martikainen
The European Journal of Finance, 1999, vol. 5, issue 3, 181-185
Abstract:
The paper discusses excess returns within four Scandinavian stock markets and also how Scandinavian returns are related to the returns in non-Scandinavian markets. Some underlying reasons for the observed economically weak relationships between markets are reviewed. Moreover, some reasons why the interrelationships between markets can be expected to increase in the future are provided.
Keywords: Diversification; Scandanavia (search for similar items in EconPapers)
Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/135184799337028 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:eurjfi:v:5:y:1999:i:3:p:181-185
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/REJF20
DOI: 10.1080/135184799337028
Access Statistics for this article
The European Journal of Finance is currently edited by Chris Adcock
More articles in The European Journal of Finance from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().