Beaulieu, Marie-Claude; Gagnon, Marie-Hélène; Khalaf, … - In: International Journal of Managerial Finance 5 (2009) July, pp. 248-267
Purpose – The purpose of this paper is to examine financial integration across North American stock markets from January 1984 to December 2003. Design/methodology/approach – The paper uses an arbitrage pricing theory framework. The risk factors considered are the three Fama and French...
