Gómez is with the IE Business School, Madrid, Priestley is with the Department of Financial Economics, Norwegian School of Management, and Zapatero is with FBE, Marshall School of Business, USC. Gómez and Zapatero thank the Spanish MICINN for their generous support through research project number ECO2008-02333-RWC. We thank Limei Che and Dmitri Kantsyrev for excellent research assistance. Many helpful comments and suggestions from an anonymous referee are gratefully acknowledged. We also thank Ilan Cooper, Peter DeMarzo, Valery Polkovnichenko, Rosa Rodríguez, Tano Santos, Sergei Sarkissian, Robert Stambaugh (the Editor), Lucie Tepla, Raman Uppal, and Madhu Veeraraghavan for helpful comments. We would especially like to thank John Griffin, who generously provided us with the Datastream codes to collect the stock return data in the United Kingdom, Japan, and Germany. The usual caveat applies.
Implications of Keeping-Up-with-the-Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence
Version of Record online: 25 NOV 2009
© 2009 the American Finance Association
The Journal of Finance
Volume 64, Issue 6, pages 2703–2737, December 2009
How to Cite
GÓMEZ, J.-P., PRIESTLEY, R. and ZAPATERO, F. (2009), Implications of Keeping-Up-with-the-Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence. The Journal of Finance, 64: 2703–2737. doi: 10.1111/j.1540-6261.2009.01515.x
- Issue online: 25 NOV 2009
- Version of Record online: 25 NOV 2009
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