US International Equity Investment and Past and Prospective Returns

• 成果类型: Article
• 署名作者: Curcuru, Stephanie E.; Thomas, Charles P.; Warnock, Francis E.; Wongswan, Jon
• 署名单位: Federal Reserve System - USA; University of Virginia; National Bureau of Economic Research; Thammasat University
• 刊物名称: AMERICAN ECONOMIC REVIEW
• ISSN/ISSBN: 0002-8282
• DOI: 10.1257/aer.101.7.3440
• 发表日期: 2011
• 页码: 3440-3455
• 关键词: CONDITIONAL PERFORMANCE; Domestic investors; STOCK; predictability; strategies; MARKETS