Reference health
Country v sector effects in equity returns and the roles of geographical and firm-size coverage
19/19 checkable references clean · checked 2026-08-09
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
11 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 19 checked references that resolve
resolves10.1016/0378-4266(92)90079-F
The relative importance of common factors across the European equity markets
resolves10.1016/S0304-405X(98)00041-5
Another look at the role of the industrial structure of markets for international diversification strategies1We are especially grateful to Pat Casey and Virge Cavalli at Dow Jones for providing the Dow Jones World Stock Index data and for their assistance with numerous queries. We gratefully acknowledge the comments of Geert Bekaert, William Brigham, Shane Corwin, Steve Foerster, Jeff Harris, Steve Heston, Ajay Khorana, David Mayers, John Persons, René Stulz, and particularly, the referee (Geert Rouwenhorst) and editor (John Long). We also thank participants at the University of Alberta, University of Toronto and Ohio State University, the 1996 UBC Global Investment Conference (Whistler), 1996 International Finance Conference (Georgia Tech), 1996 Western Finance Association Conference, and 1996 Financial Management Association Conference for helpful suggestions. Karolyi thanks the Dice Center for Financial Economics and the Social Sciences and Humanities Research Council of Canada for financial support.1
resolves10.1016/0304-405X(94)90028-0
Does industrial structure explain the benefits of international diversification?
resolves10.1111/j.1475-6803.2006.00189.x
INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!
resolves10.1111/j.1540-6261.1992.tb03977.x
Industrial Structure and the Comparative Behavior of International Stock Market Indices
The 11 references without a DOI — listed, not checked
no DOI — not checkedBrookes, M. (2000). European Banking after EMU: The impact of EMU on Portfolio Management. In M. Artis, A. Weber, & E. Hennessey (Eds.), The euro: A challenge and opportunity for financial markets. New York: Routledge.
no DOI — not checkedCarrieri, F., Errunza, V., & Sarkissian, S. (2003). The dynamics of geographic versus sectoral diversification: A causal explanation. Working Paper.
no DOI — not checkedEmiris, M. (2002). Measuring capital market integration. Working Paper, BIS, No. 12.
no DOI — not checkedEun, C., Huang, W., & Lai, S. (2003). International diversification with large- and small-cap stocks. Working Paper.
no DOI — not checkedFama, E. F. (1976). The Foundations of finance (Chap. 3). New York: Basic Books.
no DOI — not checkedGerard, B., Hillion, P., & de Roon, F. (2003). International portfolio diversification: Industry, country and currency effects revisited. Working Paper.
no DOI — not checkedIsakov, D., & Sonney, F. (2004). Are practitioners right? On the relative importance of industrial factors in international stock returns. Swiss Journal of Economics and Statistics, 140, 355–379.
no DOI — not checkedPearson, N. (1991). Determinants of the production of information. Working Paper, University of Rochester.
no DOI — not checkedRamos, S. B. (2003). A model of geographical and industrial diversification. Unpublished Manuscript.
no DOI — not checkedSharaiha, Y., Ametistova, E., & Emrich, S. (2003). Global investing (revisited)-country versus sector effects. Morgan Stanley Quantitative Strategies, August
no DOI — not checkedSharaiha, Y., Lufkin, E., & Emrich, S. (2004). Global equity and derivatives markets. Morgan Stanley Quantitative and Derivatives Strategies, March
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