International stock return comovements
By: Geert Bekaert, Robert J. Hodrick, Xiaoyan Zhang.
Contributors: Hodrick, Robert J.; Zhang, Xiaoyan.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 11906.; Working paper series (National Bureau of Economic Research) -- working paper no. 11906.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 56
Subjects: Rate of return -- Econometric models; Stocks -- Econometric models
Notes: "December 2005."

Includes bibliographical references (p. 32-34).

Also available in PDF from the NBER world wide web site (www.nber.org).