Tuesday, January 30, 2007

Asset Class Reader: International Stocks

Asset Class Reader: International Stocks

The following papers analyze International and Emerging Market stocks.

International Equity Investing: Long Term Expectations and Short Term Departures: Vanguard Institutional Research

International equity: Considerations and recommendations: Vanguard Institutional Research

The Worldwide Equity Premium: A Smaller Puzzle: Dimson, Elroy, Marsh, Paul and Staunton, Mike

The Long Term Risks of Global Stock Markets: Jorion,Phillipe

Value vs. Growth: The International Evidence: Fama,Eugene and French,Kenneth R.

Factor Funds, Mean-Variance Efficiency, and the Gains From International Diversification: Eun, Cheol S., Lai, Sandy and Zhang, Zhe

Long Term Global Market Correlations: Goetzmann,William N., Li,Lingfeng and Rouwenhorst,K. Geert

Investing in Emerging Markets: Vanguard Institutional Investors

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