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Journal Article International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns Get access John M. Griffin, John M. Griffin Address correspondence to John M. Griffin, Department of Finance, Arizona State University, P.O. Box 873906, Tempe, AZ 85287-3906, or e-mail: john.griffin@asu.edu. Search for other works by this author on: Oxford Academic Google Scholar René M. Stulz René M. Stulz Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 14, Issue 1, January 2001, Pages 215–241, https://doi.org/10.1093/rfs/14.1.215 Published: 21 June 2015
Griffin et al. (Mon,) studied this question.
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