Exploring return on equity for stock markets worldwide

An EU initiative looked into the link between expected equity market returns and extreme returns for stock markets around the world. Outcomes will have an impact on international risk management, portfolio distribution and security pricing in the post-global financial crisis era.

Thanks to EU funding, the EXTRETEXPRET (Extreme returns and expected returns in international stock markets) project set out to gather data on firms and markets from over 50 countries concerning equity returns and possible determinants of stock market movements.

Further details: Exploring return on equity for stock markets worldwide