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A dynamic equilibrium model of imperfectly integrated financial markets

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Investor attention to news on financial integration and currency returns

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What drives international stock return comovements?

Zhang, Bohui - 2020

This paper presents new evidence on international financial market integration using stock analyst earnings forecasts from 37 countries. By examining cash flow and discount rate news co-movements, we find that the financial and economic aspects of global market integration have diverged over...

Persistent link: https://www.econbiz.de/10012320303