smq/directoryAn evolving quant resource archive
Back to directoryResource
Paper / 2001SMQ / 108649216121694
Global Integration in Primary Equity Markets: The Role of U.S. Banks and U.S. Investors
Alexander Ljungqvist / Tim Jenkinson / William Wilhelm
equity markets / financial economicsResource overview

Global Integration in Primary Equity Markets: The Role of U.S. Banks and U.S. Investors

Paper2001

by Alexander Ljungqvist, Tim Jenkinson, William Wilhelm

Tags
equity marketsfinancial economics

Access resource

Open original source Understand this paper

Continue on SelfMadeQuant

Understand this paper

Suggested foundations for asset pricing and factor research. Specialist prerequisites vary by paper.

Before you read

  1. Linear Regression

    Interpret exposures, residuals and uncertainty in fitted coefficients.

  2. Financial Return Characteristics

    Work with returns and recognise their empirical limitations.

Go further

  1. Factor construction

    Connect factor definitions to portfolio construction.

  2. Time-series and cross-sectional tests

    Distinguish exposure estimation from tests of expected returns.

Explore a related reading path

Lesson links open public previews. Access to full lessons depends on the topic and your membership.

Explore Empirical Asset Pricing and Factor Investing

Keep exploring

Related resources

More ideas from similar topics.

6

From the same author

Alexander Ljungqvist, Tim Jenkinson, William Wilhelm

2