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<図書>
The internationalization of equity markets

責任表示 edited by Jeffrey A. Frankel
シリーズ A National Bureau of Economic Research project report
データ種別 図書
出版情報 Chicago : University of Chicago Press , 1994
本文言語 英語
大きさ ix, 415 p. : ill. ; 24 cm
概要 This timely volume addresses three important recent trends in the internationalization of United States equity markets: extensive market integration through foreign investment and links among stock pr...ces around the world; increasing securitization as countries such as Japan come to rely more than ever before on markets in equities and bonds at the expense of banks; and the opening of national financial systems of newly industrializing countries to international financial flows and institutions, as governments remove capital controls and other barriers. Eight essays examine such issues as the current extent of international market integration, gains to U.S. investors through international diversification, home-country bias in investing, the role of time and location around the world in stock trading, and the behavior of country funds. Other, long-standing questions about equity markets are also addressed, including market efficiency and the accuracy of models of expected returns, with a particular focus on variances, covariances, and the price of risk according to the Capital Asset Pricing Model. 続きを見る

所蔵情報



中央図 3B 338.9/I 57-55/1 1994
068172194022493

書誌詳細

一般注記 "The papers were originally presented at a conference held in San Francisco on October 1-2, 1993"--Pref
Includes bibliographical references and indexes
著者標目 Frankel, Jeffrey A., 1952-
件 名 LCSH:Securities -- Congresses  全ての件名で検索
LCSH:International fianance -- Congresses  全ての件名で検索
LCSH:Stock-exchange -- Congresses  全ての件名で検索
LCSH:Portfolio management -- Congresses  全ての件名で検索
LCSH:Investments, Foreign -- Congresses  全ての件名で検索
分 類 NDC9:338.9
LCC:HG4508
DC20:332.63/2
書誌ID 1000167595
ISBN 0226260011
NCID BA24066481
巻冊次 ISBN:0226260011
登録日 2009.09.11
更新日 2009.09.11

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