US Multinationals as Vehicles for International Diversification

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Ex ante cost of equity estimates of S&P 500 firms: the choice between global and domestic CAPM

RS Harris, FC Marston, DR Mishra, TJ O'Brien - Financial Management, 2003 - JSTOR
We estimate ex ante expected returns for a sample of S&P 500 firms over the period 1983-
1998. The ex ante estimates show a better overall fit with the domestic version of the single …
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Ex ante cost of equity estimates of S&P 500 firms: The choice between global and domestic CAPM

RS Harris, FC Marston, DR Mishra… - Financial …, 2002 - papers.ssrn.com
We estimate ex ante expected returns for a sample of S&P 500 firms over the period 1983-
1998. The ex ante estimates show a better overall fit with the domestic version of the single …
Save Cite Cited by 1 Related articles Library Search View as HTML