American Economic Review Vol. 94 No. 2 2004

Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?

Harald Hau¹; Hélène Rey²

¹ Department of Finance, Boulevard de Constance, 77305 Fontainebleau Cedex, France. · ² Department of Economics and Woodrow Wilson School, Princeton University, Princeton, NJ 08544 USA.

Abstract

Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates? by Harald Hau and Hélène Rey. Published in volume 94, issue 2, pages 126-133 of American Economic Review, May 2004

DOI

10.1257/0002828041302389

Volume

94

Issue

2

Pages

126-133

Language

en

Sources

bibtex:phds-export.bib crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓