| Original language | English (US) |
|---|---|
| Pages (from-to) | 295-308 |
| Number of pages | 14 |
| Journal | Global Finance Journal |
| Volume | 8 |
| Issue number | 2 |
| DOIs | |
| State | Published - 1997 |
Bibliographical note
Funding Information:The authors thank l’iet Sercu and participants at the 1995 Global Finance Conference in San Diego for helpful comments and suggestions on an earlier version of this paper. Purchase of data tapes by the College of Business Administration, University of Cincinnati, is gratefully acknowledged. Yong Kim received partial funding for this study from the George Scull Fund through the UC Foundation. Sandip Mukherji was supported by a research grant from the Faculty Research Program in the Social Sciences, Humanities, and Education at Howard University.