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1
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0041775243
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International linkages among equities markets and the october 1987 market break
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Summer
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Aderhold, R., C. Cumming and A. Harwood (1988), 'International Linkages Among Equities Markets and the October 1987 Market Break', Federal Reserve Bank of .New York Quarterly Review, Vol. 13, No. 2 (Summer), pp. 34-46.
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(1988)
Federal Reserve Bank of .New York Quarterly Review
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Aderhold, R.1
Cumming, C.2
Harwood, A.3
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2
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38249005415
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International stock market linkages: Evidence from the pre-and post-october 1987 period
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January
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Arshanapalli, B. and J. Doukas (1993), 'International Stock Market Linkages: Evidence from the Pre-and Post-October 1987 Period', Journal of Banking and Finance, Vol. 17, No. 1 (January), pp. 193-208.
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(1993)
Journal of Banking and Finance
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Arshanapalli, B.1
Doukas, J.2
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3
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0002105144
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Benefits of international diversification: The case of pacific basin stock markets
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September
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Bailey, W. and R. M. Stulz (1990), 'Benefits of International Diversification: The Case of Pacific Basin Stock Markets', Journal of Portfolio Management, Vol. 16, No. 4 (September), pp. 57-61.
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(1990)
Journal of Portfolio Management
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Bailey, W.1
Stulz, R.M.2
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4
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84977734114
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The intertemporal relation between the US and Japanese stock markets
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September
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Becker, K. G., J. E. Finnerty and M. Gupta (1990), 'The Intertemporal Relation Between the US and Japanese Stock Markets', Journal of Finance, Vol. 45, No. 4 (September), pp. 1297-306.
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(1990)
Journal of Finance
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Becker, K.G.1
Finnerty, J.E.2
Gupta, M.3
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5
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0002806414
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The international transmission of stock price disruption in october 1987
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Summer
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Bennett, P. and J. Kelleher (1988), 'The International Transmission of Stock Price Disruption in October 1987', Federal Reserve Bank of New York Quarterly Review, Vol. 13, No. 2 (Summer), pp. 17-33.
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(1988)
Federal Reserve Bank of New York Quarterly Review
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, Issue.2
, pp. 17-33
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Bennett, P.1
Kelleher, J.2
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6
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84974489613
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International transmission of stock market movements
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June
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Eun, C. and S. Shim (1989), 'International Transmission of Stock Market Movements', Journal of Financial and Quantitative Analysis, Vol. 24, No. 2 (June), pp. 241-56.
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(1989)
Journal of Financial and Quantitative Analysis
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, Issue.2
, pp. 241-256
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Eun, C.1
Shim, S.2
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7
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0002707109
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Global factors: Fact or fiction?
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Fall
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Grinold, R., A. Rudd and D. Stefek (1989), 'Global Factors: Fact or Fiction?', Journal of Portfolio Management, Vol. 16, No. 1 (Fall), pp. 79-88.
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(1989)
Journal of Portfolio Management
, vol.16
, Issue.1
, pp. 79-88
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Grinold, R.1
Rudd, A.2
Stefek, D.3
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8
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0001698432
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Correlations in price changes and volatility across international stock markets
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Hamao, Y., R. W. Masulis and V. Ng (1990), 'Correlations in Price Changes and Volatility Across International Stock Markets', Review of Financial Studies, Vol. 3, No. 2, pp. 281-307.
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(1990)
Review of Financial Studies
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, pp. 281-307
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Hamao, Y.1
Masulis, R.W.2
Ng, V.3
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9
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0011530530
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An analysis of the diversification benefit from international equity investment
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Fall
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Hunter, J. E. and T. D. Coggin (1990), 'An Analysis of the Diversification Benefit from International Equity Investment', Journal of Portfolio Management, Vol. 17, No. 1 (Fall), pp. 33-7.
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(1990)
Journal of Portfolio Management
, vol.17
, Issue.1
, pp. 33-37
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Hunter, J.E.1
Coggin, T.D.2
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10
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0002940236
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Growing international co-movement in stock price indexes
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Autumn
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Jeon, B. N. and G. M. Von Furstenberg (1990), 'Growing International Co-movement in Stock Price Indexes', Quarterly Review of Economics and Business, Vol. 30, No. 3 (Autumn), pp. 15-30.
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(1990)
Quarterly Review of Economics and Business
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, Issue.3
, pp. 15-30
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Jeon, B.N.1
Von Furstenberg, G.M.2
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11
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0003151378
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Transmission of volatility between stock markets
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King, M. A. and S. Wadhwani (1990), 'Transmission of Volatility Between Stock Markets', Review of Financial Studies, Vol. 3, No. 1, pp. 5-33.
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(1990)
Review of Financial Studies
, vol.3
, Issue.1
, pp. 5-33
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King, M.A.1
Wadhwani, S.2
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12
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0000030160
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World, national, and industry factors in equity returns
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May
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Lessard, D. R. (1974), 'World, National, and Industry Factors in Equity Returns', Journal of Finance. Vol. 29, No. 2 (May), pp. 379-91.
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(1974)
Journal of Finance
, vol.29
, Issue.2
, pp. 379-391
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Lessard, D.R.1
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13
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0000264314
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Do bulls and bears move across borders? international transmission of stock returns
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Lin, W., R.F. Engle and T. Ito (1994), 'Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns', Review of Financial Studies, Vol. 7, No. 3, pp. 507-38.
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(1994)
Review of Financial Studies
, vol.7
, Issue.3
, pp. 507-538
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Lin, W.1
Engle, R.F.2
Ito, T.3
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14
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84977736902
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After-hours stock prices and post-crash hangovers
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March
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Neumark, D., P.A. Tinsley and S. Tosini (1991), 'After-hours Stock Prices and Post-Crash Hangovers', Journal of Finance, Vol. 46, No. 1 (March), pp. 159-78.
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(1991)
Journal of Finance
, vol.46
, Issue.1
, pp. 159-178
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Neumark, D.1
Tinsley, P.A.2
Tosini, S.3
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15
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0003147502
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The international crash of october 1987
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September/October
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Roll, R. (1988), 'The International Crash of October 1987', Financial Analysts Journal, Vol. 44, No. 5 (September/October), pp. 19-35.
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(1988)
Financial Analysts Journal
, vol.44
, Issue.5
, pp. 19-35
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Roll, R.1
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16
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0002610775
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The international pricing of risk: An empirical investigation of the world capital market structure
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May
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Solnik, B. H. (1974), 'The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure', Journal of Finance, Vol. 29, No. 2 (May), pp. 365-78.
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(1974)
Journal of Finance
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Solnik, B.H.1
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