A Test for Increased Capital Market Integration
This study examines the pricing of assets under differential ownership restrictions. A model is developed which yields a coefficient of integration that is dimension free and is directly related to the strength of all barriers to international investment. These characteristics enable an intertempora...
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| Veröffentlicht in: | The Financial review (Buffalo, N.Y.) N.Y.), 1996-02, Vol.31 (1), p.1-23 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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