The Determinants of Stock Returns in a Small Open Economy

This paper examines the determinants of stock returns in a small open economy using an APT framework. The analysis is conducted for the Swiss stock market which has the particularity of including a large proportion of firms that are exposed to foreign economic conditions.

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Year of publication:	2003-05-27
Authors:	Cauchie, Séverine ; Hoesli, Martin ; Isakov, Dusan
Publisher:	Université <Genève> / Section des Hautes Etudes Commerciales
Subject:	Aktienmarkt \| Arbitrage-Pricing-Theorie \| Arbitrage-Pricing-theory \| Empirische Forschung \| empirical research \| Faktoranalyse \| Risikofaktor \| Risk Factors

Table of Contents
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Introduction
Method
Data
Results
Concluding remarks
Tables
References

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005843578