P.O. Box 1738
Rotterdam, 3000 DR
3000 DR Rotterdam
Erasmus University - Rotterdam School of Management
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Arbitrage, dual-listed companies, idiosyncratic risk, anomalies, international finance
F30, G14, G15
Size Effect, Cross-Section of Equity Returns, CAPM, Anomalies
Cross-sectional earnings model, Earnings forecasts, Expected returns, Implied cost of capital, Asset pricing tests
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP3062.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Cost of capital, ICAPM, pricing error, exchange rate exposure
Cross-listings, cost of equity capital, foreign exchange exposure
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: eufm.
Cross-listings, Capital market integration, Investor protection, Market liquidity, Information disclosure
Commonality, Liquidity, International markets
Size effect, Expected stock returns, Profitability shocks, Asset pricing tests
european integration, real exchange rates, purchasing power parity, heterogeneous SUR
European integration, real exchange rates, purchasing power parity, heterogeneous SUR
File name: SSRN-id590082.
European integration, real exchange rates, purchasing power parity, heterogenous SUR
cost of equity capital, exchange rate risk, capital budgeting, valuation
Equity Investments, fundamental analysis and valuation models, Corporate Finance, capital investment decisions
Strategic debt, capital structure, market share, Cournot competition, Bertrand competition
financial crises, social costs, health, education, poverty, ender issues
Strategic debt, Cournot competition, Bertrand competition, demand and cost uncertainty, leverage
leverage, Bertrand competition, Cournot competition, Strategic debt, demand and cost uncertainty
International asset pricing, Inflation risk, Exchange rate risk
Antitrust, Competition Policy, European Commission, Event Study
XPIN, informed trading, private information, portfolio optimization model
market efficiency, co-movement, funding liquidity, hedge funds, algorithmic trading
Capital flows, stock market liquidity, financial crises
financial markets, market microstructure, experimental economics, information asymmetry
Corruption, growth, governance, private firms, state-owned enterprises
International finance, IPOs, SEOs, market liquidity, market timing
PPP, real exchange rates, panel models, unit root tests, heterogeneity, panel tests
Panel Models, Heterogeneity, Purchasing Power Parity, Real Exchange Rates, Unit Root Tests
File name: SSRN-id901232.
International economics, purchasing power parity, real exchange rates, panel models, unit root tests, heterogeneity
Equity markets, jumps, financial crises, contagion, liquidity, trading activity
nascent markets, stock market success, financial development
File name: DP11604.
stock exchanges; financial development
corporate real estate, firm characteristics
Purchasing power parity, panel test, numeraire, productivity
Foreign Exchange Markets, Exchange Rates, Purchasing Power Parity, Uncovered Interest Parity, Monetary Policy
Price mark-up, Allocative efficiency
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