PORTFOLIO MANAGEMENT - Dispersion as Cross-Sectional Correlation - The dispersion of national stock markets is a new way to estimate instantaneously their global correlation

VALUATION - Pricing of Domestic versus Multinational Companies - Stock pricing in the small, protected Swiss market is strongly influenced by the extent of companies' nondomestic activities

Lombard, Thierry, (1999)

STRATEGIES - Modeling Stock Market Returns - In this article, the authors develop a two-step econometric model to explain and forecast stock market movements in seventeen countries. Their key assumption is that while a theory such as the dividend discount model is relevant to explain the long-run behavior of stock markets, short-run fluctuations are driven by variables that do not enter into the ...

Harasty, Hélène, (2000)

Three Steps to Global Asset Allocation

Kahn, Ronald N., (1996)