The Structure of International Stock Returns: Size, Country and Sector Effects in Capital Asset Pricing

Business & Economics

• International Stock Returns 100%
• Capital Asset Pricing 96%
• Country Effects 80%
• Heston 30%
• Factors 21%
• Interest Rates 16%
• Distress 12%
• Capital Asset Pricing Model 11%
• Exchange Rates 8%
• Survivorship Bias 8%
• Data Base 8%
• Cross-section of Stock Returns 8%
• Estimation Error 7%
• Classification Schemes 7%
• Industry Effects 7%
• Redesign 6%
• Emerging Countries 5%
• Weighting 5%
• Momentum 5%
• Alternatives 5%
• Large Companies 5%
• Relative Importance 5%
• Small Firms 4%
• Robustness 4%
• Emerging Markets 4%
• Developed Countries 4%
• Methodology 4%
• Pricing 3%
• United States of America 2%
• Industry 2%