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

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Extent:	116736 bytes 31 p. application/pdf
Series:	Université Genève - Section des Hautes Etudes Commerciales - Recherches & Publications
Type of publication:	Book / Working Paper
Language:	English
Classification:	G12 - Asset Pricing ; G15 - International Financial Markets ; Financial theory ; Individual Working Papers, Preprints ; Switzerland
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005843578