Papers by Richard Grinold
Journal of Banking & Finance, 1992
In this paper we try to shed additional light on the question of integration or segmentation of E... more In this paper we try to shed additional light on the question of integration or segmentation of European equity markets by studying the statistical relevance of some intuitively appealing international factors of return. The relevance of these factors is also investigated through time in order to evaluate a possible increase in market integration over the recent past.
Uploads
Papers by Richard Grinold