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International Equity Flows and Returns: A Quantitative Equilibrium Approach

✍ Scribed by ALBUQUERQUE, RUI; BAUER, GREGORY H.; SCHNEIDER, MARTIN


Book ID
111004684
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
602 KB
Volume
74
Category
Article
ISSN
0034-6527

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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‐