Hou, Kewei; Karolyi, G. Andrew; Kho, Bong Chan - Charles A. Dice Center for Research in Financial … - 2006
an important consideration given the concern over the disparity of accounting standards across
countries and economic … economic factors to
characteristics-based factor mimicking portfolios like those we study (Liew and Vassalou, 2000; Vassalou …. The industry classifications follow FTSE’s Global Classification system (www.ftse.com)
Level 3 (10 economic sectors) and …