Título:

The Performance of the European Stock Markets: A Time-Varying Sharpe Ratio Approach

Autor:

Jose Soares da Fonseca (U Coimbra)

Revista:

European Journal Of Finance

Ano:

2010

Volume:

16

Páginas:

727-741

Códigos JEL:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies
G15 - International Financial Markets