RT Journal Article
SR Electronic
T1 Global Equities
JF The Journal of Investing
FD Institutional Investor Journals
SP 43
OP 49
DO 10.3905/joi.2001.319471
VO 10
IS 3
A1 Mark A. Barnes
A1 Anthony Bercel
A1 Steven H. Rothmann
YR 2001
UL https://pm-research.com/content/10/3/43.abstract
AB The ongoing globalization of world economies and introduction of the euro have prompted the reevaluation of country and sector effects on security returns. Here is research on the relative importance of countries and sectors and the changes over time. While sectors seem to be growing in importance, country effects remain significant. Given a belief that this situation will persist for some time, the authors argue that active strategies cannot afford to ignore country effects.