Choi, Hyung-Suk - In: Zbornik radova Ekonomskog fakulteta u … 32 (2014) 1, pp. 101-119
The main objective of this paper is to investigate the international linkages among local, country-specific stock market factors in order to better understand the dependence structure of increasingly integrated world financial markets. The seeming discordance between Fama and French (1998) and...