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Decomposing the persistence of international equity flows

✍ Scribed by Kenneth A. Froot; Jessica Tjornhom Donohue

Book ID
116494708
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
246 KB
Volume
1
Category
Article
ISSN
1544-6123

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## Abstract We examined the link between international equity flows and US stock returns. Based on the results of tests of in‐sample and out‐of‐sample predictability of stock returns, we found evidence of a strong positive (negative) link between international equity flows and contemporaneous (one‐