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Keywords: Return chasing behavior
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Journal Articles
Journal:
Review of Accounting and Finance
Review of Accounting and Finance (2015) 14 (4): 382–397.
Published: 09 November 2015
... that the estimated US betas are significant for a number of CMFs. Practical implications – A possible interpretation of this finding is that the return differential encourages return chasing behavior of the US investors documented in the international investment literature. This, in turn, may contribute...
