-
1
-
-
84944838161
-
International portfolio choice and corporation finance
-
Adler, Michael & Bernard Dumas. 1983. International portfolio choice and corporation finance. Journal of Finance, 38; 925-84.
-
(1983)
Journal of Finance
, vol.38
, pp. 925-984
-
-
Adler, M.1
Dumas, B.2
-
2
-
-
0039200604
-
A Monte Carlo investigation of the accuracy of multivariate CAPM tests
-
Amsler, Christine & Peter Schmidt. 1985. A Monte Carlo investigation of the accuracy of multivariate CAPM tests. Journal of Financial Economics, 14: 359-75.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 359-375
-
-
Amsler, C.1
Schmidt, P.2
-
3
-
-
84993914912
-
Firm valuation, earnings expectations, and the exchange-rate exposure effect
-
(December)
-
Bartov, Eli & Gordon M. Bodnar. 1994. Firm valuation, earnings expectations, and the exchange-rate exposure effect. Journal of Finance, 49 (December): 1755-85.
-
(1994)
Journal of Finance
, vol.49
, pp. 1755-1785
-
-
Bartov, E.1
Bodnar, G.M.2
-
4
-
-
84993905064
-
Time varying world market integration
-
(June)
-
Bekaert, Geert & Campbell Harvey. 1995. Time varying world market integration. Journal of Finance, 50 (June): 403-44.
-
(1995)
Journal of Finance
, vol.50
, pp. 403-444
-
-
Bekaert, G.1
Harvey, C.2
-
5
-
-
1342346158
-
International capital market equilibrium with investment barriers
-
Black, Fischer. 1974. International capital market equilibrium with investment barriers. Journal of Financial Economics, 1: 337-52.
-
(1974)
Journal of Financial Economics
, vol.1
, pp. 337-352
-
-
Black, F.1
-
6
-
-
84977736618
-
Equilibrium exchange risk hedging
-
Black, Fischer. 1990. Equilibrium exchange risk hedging. Journal of Finance, 45: 899-908.
-
(1990)
Journal of Finance
, vol.45
, pp. 899-908
-
-
Black, F.1
-
7
-
-
84977731521
-
Testing the CAPM with time varying risks and returns
-
Bodurtha, James & Nelson Mark. 1991. Testing the CAPM with time varying risks and returns. Journal of Finance, 46: 1485-1505.
-
(1991)
Journal of Finance
, vol.46
, pp. 1485-1505
-
-
Bodurtha, J.1
Mark, N.2
-
8
-
-
0002656855
-
Economic forces in the stock market: An international perspective
-
Bodurtha, James, D.C. Cho & Lemma Senbet. 1989. Economic forces in the stock market: An international perspective. Global Finance Journal, 1: 21-46.
-
(1989)
Global Finance Journal
, vol.1
, pp. 21-46
-
-
Bodurtha, J.1
Cho, D.C.2
Senbet, L.3
-
10
-
-
84977711619
-
Joint estimation of factor sensitivities and risk premia for arbitrage pricing theory
-
Burmeister, Edwin & Majorie B. McElroy. 1988. Joint estimation of factor sensitivities and risk premia for arbitrage pricing theory. Journal of Finance, 43: 721-35.
-
(1988)
Journal of Finance
, vol.43
, pp. 721-735
-
-
Burmeister, E.1
Mc Elroy, M.B.2
-
11
-
-
84977709173
-
Predictable stock returns in the United States and Japan: A study of long-term market capital market integration
-
Campbell, John Y. & Yasushi Hamao. 1992. Predictable stock returns in the United States and Japan: A study of long-term market capital market integration. Journal of Finance, 47: 43-69.
-
(1992)
Journal of Finance
, vol.47
, pp. 43-69
-
-
Campbell, J.Y.1
Hamao, Y.2
-
13
-
-
0000496978
-
Economic forces and the stock market
-
Chen, Nai-Fu, Richard Roll & Stephen Ross. 1986. Economic forces and the stock market. Journal of Business, 59: 383-403.
-
(1986)
Journal of Business
, vol.59
, pp. 383-403
-
-
Chen, N.-F.1
Roll, R.2
Ross, S.3
-
14
-
-
0000601205
-
International arbitrage pricing theory: An empirical investigation
-
Cho, D. Chinhyung, Cheol S. Eun & Lemma Senbet. 1986. International arbitrage pricing theory: An empirical investigation. Journal of Finance, 41: 313-29.
-
(1986)
Journal of Finance
, vol.41
, pp. 313-329
-
-
Cho, D.C.1
Eun, C.S.2
Senbet, L.3
-
15
-
-
84974487775
-
Consumption basket, exchange risk and asset demand
-
Choi, Jongmoo Jay. 1984. Consumption basket, exchange risk and asset demand. Journal of Financial and Quantitative Analysis, 19: 287-98.
-
(1984)
Journal of Financial and Quantitative Analysis
, vol.19
, pp. 287-298
-
-
Choi, J.J.1
-
16
-
-
0000157268
-
A model of firm valuation with exchange exposure
-
Choi, Jongmoo Jay. 1986. A model of firm valuation with exchange exposure. Journal of International Business Studies, 17 (2): 153-59
-
(1986)
Journal of International Business Studies
, vol.17
, Issue.2
, pp. 153-159
-
-
Choi, J.J.1
-
17
-
-
0003108087
-
Diversification, exchange risk and corporate international investment
-
Choi, Jongmoo Jay. 1989. Diversification, exchange risk and corporate international investment. Journal of International Business Studies, 20 (1): 145-55.
-
(1989)
Journal of International Business Studies
, vol.20
, Issue.1
, pp. 145-155
-
-
Choi, J.J.1
-
18
-
-
0010201677
-
On the effects of international risk, segmentation and diversification on the cost of equity capital: A critical review and synthesis
-
Choi, Jongmoo Jay. & Alan Severn. 1991. On the effects of international risk, segmentation and diversification on the cost of equity capital: A critical review and synthesis. Journal of Multinational Financial Management, 1 (3): 1-19.
-
(1991)
Journal of Multinational Financial Management
, vol.1
, Issue.3
, pp. 1-19
-
-
Choi, J.J.1
Severn, A.2
-
19
-
-
44049113259
-
The sensitivity of bank stock returns to market, interest and exchange rate risks
-
Choi, Jongmoo J., Elyas Elyasiani & Kenneth Kopecky. 1992. The sensitivity of bank stock returns to market, interest and exchange rate risks. Journal of Banking and Finance, 16: 983-1004.
-
(1992)
Journal of Banking and Finance
, vol.16
, pp. 983-1004
-
-
Choi, J.J.1
Elyasiani, E.2
Kopecky, K.3
-
20
-
-
0347973810
-
Exchange risk sensitivity and its determinants: A firm and industry analysis of U.S. Multinationals
-
Choi, Jongmoo J. & Anita M. Prasad. 1995. Exchange risk sensitivity and its determinants: A firm and industry analysis of U.S. multinationals. Financial Management, 24: 77-88.
-
(1995)
Financial Management
, vol.24
, pp. 77-88
-
-
Choi, J.J.1
Prasad, A.M.2
-
21
-
-
0000522890
-
Dynamic equilibrium and the real exchange rate in a spatially separated world
-
Dumas, Bernard. 1992. Dynamic equilibrium and the real exchange rate in a spatially separated world. Review of Financial Studies, 5 (2): 153-80.
-
(1992)
Review of Financial Studies
, vol.5
, Issue.2
, pp. 153-180
-
-
Dumas, B.1
-
22
-
-
84993909002
-
The world price of foreign exchange risk
-
Dumas, Bernard. & Bruno Solnik. 1995. The world price of foreign exchange risk. Journal of Finance, 50: 445-79.
-
(1995)
Journal of Finance
, vol.50
, pp. 445-479
-
-
Dumas, B.1
Solnik, B.2
-
24
-
-
84944837552
-
International asset pricing under mild segmentation: Theory and test
-
Errunza, Vihang & Etienne Losq. 1985. International asset pricing under mild segmentation: Theory and test. Journal of Finance, 41: 105-24.
-
(1985)
Journal of Finance
, vol.41
, pp. 105-124
-
-
Errunza, V.1
Losq, E.2
-
25
-
-
44049111909
-
Tests of integration, mild segmentation and segmentation hypotheses
-
Errunza, Vihang & Etienne Losq. & Prasad Padmanabhan. 1992. Tests of integration, mild segmentation and segmentation hypotheses. Journal of Banking and Finance, 16: 949-72.
-
(1992)
Journal of Banking and Finance
, vol.16
, pp. 949-972
-
-
Errunza, V.1
Etienne, L.2
Padmanabhan, P.3
-
26
-
-
0013115233
-
-
Unpublished working paper, McGill University, Montreal, Canada
-
Errunza, Vihang, Ked Hogan & Mao-wei Hung. 1995. Characterizing world market integration through time. Unpublished working paper, McGill University, Montreal, Canada.
-
(1995)
Characterizing World Market Integration through Time
-
-
Errunza, V.1
Hogan, K.2
Hung, M.-W.3
-
27
-
-
84944838909
-
A model of international asset pricing with a constraint on the foreign equity ownership
-
Eun, Cheol S. & S. Janakiramanan. 1986. A model of international asset pricing with a constraint on the foreign equity ownership. Journal of Finance, 41: 897-914.
-
(1986)
Journal of Finance
, vol.41
, pp. 897-914
-
-
Eun, C.S.1
Janakiramanan, S.2
-
28
-
-
84977720148
-
Exchange rate uncertainty, forward contracts, and international portfolio selection
-
Eun, Cheol S. & Bruce Resnick. 1988. Exchange rate uncertainty, forward contracts, and international portfolio selection. Journal of Finance, 43: 197-215.
-
(1988)
Journal of Finance
, vol.43
, pp. 197-215
-
-
Eun, C.S.1
Resnick, B.2
-
29
-
-
84977263167
-
Risk, return, and equilibrium: Empirical tests
-
Fama, Eugene & James Macbeth. 1973. Risk, return, and equilibrium: Empirical tests. Journal of Political Economy, 81: 607-36.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 607-636
-
-
Fama, E.1
Macbeth, J.2
-
30
-
-
0002470256
-
Seemingly unrelated non-linear regressions
-
Gallant, A.R. 1975. Seemingly unrelated non-linear regressions. Journal of Econometrics, 3: 35-50.
-
(1975)
Journal of Econometrics
, vol.3
, pp. 35-50
-
-
Gallant, A.R.1
-
31
-
-
33750176969
-
Multivariate tests of financial models: A new approach
-
Gibbons, Michael R. 1982. Multivariate tests of financial models: A new approach. Journal of Financial Economics, 10: 3-27.
-
(1982)
Journal of Financial Economics
, vol.10
, pp. 3-27
-
-
Gibbons, M.R.1
-
32
-
-
0001534103
-
A test of the efficiency of a given portfolio
-
Gibbons, Michael R., Stephen A. Ross & Jay Shanken. 1989. A test of the efficiency of a given portfolio. Econometrica, 57: 1121-52.
-
(1989)
Econometrica
, vol.57
, pp. 1121-1152
-
-
Gibbons, M.R.1
Ross, S.A.2
Shanken, J.3
-
33
-
-
84977712643
-
The time variation of risk and return in foreign exchange and stock markets
-
Giovannini, Alberto & Philippe Jorion. 1989. The time variation of risk and return in foreign exchange and stock markets. Journal of Finance, 44: 307-25.
-
(1989)
Journal of Finance
, vol.44
, pp. 307-325
-
-
Giovannini, A.1
Jorion, P.2
-
34
-
-
0000809737
-
Sharing rules and equilibrium in an international capital market under uncertainty
-
Grauer, Frederick L.A., Robert H. Litzenberger & Richard E. Stehle. 1976. Sharing rules and equilibrium in an international capital market under uncertainty. Journal of Financial Economics, 3: 233-56.
-
(1976)
Journal of Financial Economics
, vol.3
, pp. 233-256
-
-
Grauer, F.L.A.1
Litzenberger, R.H.2
Stehle, R.E.3
-
35
-
-
84977703701
-
Capital controls and international capital market segmentation: The evidence from the Japanese and American stock markets
-
Gultekin, Mustafa, N. Bulent Gultekin & Alessandro Penati. 1989. Capital controls and international capital market segmentation: The evidence from the Japanese and American stock markets. Journal of Finance, 44: 849-69.
-
(1989)
Journal of Finance
, vol.44
, pp. 849-869
-
-
Gultekin, M.1
Bulent Gultekin, N.2
Penati, A.3
-
37
-
-
50849147784
-
An empirical examination of the arbitrage pricing theory
-
Hamao, Yasushi. 1988. An empirical examination of the arbitrage pricing theory. Japan and the World Economy, 1: 45-62.
-
(1988)
Japan and the World Economy
, vol.1
, pp. 45-62
-
-
Hamao, Y.1
-
38
-
-
0003406531
-
-
Chicago: University of Chicago Press
-
Harman, Harry H. 1967. Modern factor analysis, Chicago: University of Chicago Press.
-
(1967)
Modern Factor Analysis
-
-
Harman, H.H.1
-
39
-
-
84977722638
-
The world price of covariance risk
-
Harvey, Campbell. 1991. The world price of covariance risk. Journal of Finance, 46: 111-57.
-
(1991)
Journal of Finance
, vol.46
, pp. 111-157
-
-
Harvey, C.1
-
40
-
-
84977737479
-
Asset pricing in partially segmented markets: Evidence from the Finnish market
-
Hietala, Pekka T. 1989. Asset pricing in partially segmented markets: Evidence from the Finnish market. Journal of Finance, 44: 697-718.
-
(1989)
Journal of Finance
, vol.44
, pp. 697-718
-
-
Hietala, P.T.1
-
41
-
-
84977708385
-
Arbitrage asset pricing under exchange risk
-
Ikeda, Shinsuke. 1991. Arbitrage asset pricing under exchange risk. Journal of Finance, 46: 447-56.
-
(1991)
Journal of Finance
, vol.46
, pp. 447-456
-
-
Ikeda, S.1
-
42
-
-
84984719313
-
The exchange-rate exposure of U.S. Multinationals
-
Jorion, Phillippe. 1990. The exchange-rate exposure of U.S. multinationals. Journal of Business, 63: 331-45.
-
(1990)
Journal of Business
, vol.63
, pp. 331-345
-
-
Jorion, P.1
-
44
-
-
84944832612
-
Integration vs. Segmentation in the Canadian stock market
-
Jorion, Phillippe. & Eduardo Schwartz. 1986. Integration vs. segmentation in the Canadian stock market. Journal of Finance, 41: 603-13.
-
(1986)
Journal of Finance
, vol.41
, pp. 603-613
-
-
Jorion, P.1
Schwartz, E.2
-
45
-
-
0010798257
-
Why do markets move together? An investigation of U.S.-Japan stock market comovements
-
Karolyi, G. Andrew & Rene M. Stulz. 1996. Why do markets move together? An investigation of U.S.-Japan stock market comovements. Journal of Finance, 51 (3): 951-86.
-
(1996)
Journal of Finance
, vol.51
, Issue.3
, pp. 951-986
-
-
Karolyi, G.A.1
Stulz, R.M.2
-
46
-
-
0000113873
-
An empirical investigation of international asset pricing
-
Korajczyk, Robert A. & Claude J. Viallet. 1989. An empirical investigation of international asset pricing. Review of Financial Studies, 2: 553-85.
-
(1989)
Review of Financial Studies
, vol.2
, pp. 553-585
-
-
Korajczyk, R.A.1
Viallet, C.J.2
-
48
-
-
0000030160
-
World, national, and industry factors in equity returns
-
Lessard, Donald R. 1974. World, national, and industry factors in equity returns. Journal of Finance, 29: 379-91.
-
(1974)
Journal of Finance
, vol.29
, pp. 379-391
-
-
Lessard, D.R.1
-
49
-
-
84993915044
-
Additional evidence on integration in the Canadian stock market
-
Mittoo, Usha R. 1992. Additional evidence on integration in the Canadian stock market. Journal of Finance, 47: 2035-53.
-
(1992)
Journal of Finance
, vol.47
, pp. 2035-2053
-
-
Mittoo, U.R.1
-
50
-
-
84971914767
-
Tests of CAPM with time varying covariances: A multivariate GARCH approach
-
Ng, Lilian. 1991. Tests of CAPM with time varying covariances: A multivariate GARCH approach. Journal of Finance, 46: 1507-21.
-
(1991)
Journal of Finance
, vol.46
, pp. 1507-1521
-
-
Ng, L.1
-
51
-
-
49549135545
-
The arbitrage theory of capital asset pricing
-
Ross, Stephen A. 1976. The arbitrage theory of capital asset pricing. Journal of Economic Theory, 13: 341-60.
-
(1976)
Journal of Economic Theory
, vol.13
, pp. 341-360
-
-
Ross, S.A.1
-
52
-
-
33747182661
-
Multivariate tests of the zero-beta CAPM
-
Shanken, Jay. 1985. Multivariate tests of the zero-beta CAPM. Journal of Financial Economics, 14: 327-48.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 327-348
-
-
Shanken, J.1
-
53
-
-
0002610773
-
International pricing of risk: An empirical investigation of the world capital markets
-
Solnik, Bruno. 1974a. International pricing of risk: An empirical investigation of the world capital markets. Journal of Finance, 29: 48-54.
-
(1974)
Journal of Finance
, vol.29
, pp. 48-54
-
-
Solnik, B.1
-
54
-
-
49549151896
-
An equilibrium model of the international capital market
-
Solnik, Bruno. 1974b. An equilibrium model of the international capital market. Journal of Economic Theory, 9: 500-24.
-
(1974)
Journal of Economic Theory
, vol.9
, pp. 500-524
-
-
Solnik, B.1
-
55
-
-
0001648896
-
International arbitrage pricing theory
-
Solnik, Bruno. 1983. International arbitrage pricing theory. Journal of Finance, 38: 449-57.
-
(1983)
Journal of Finance
, vol.38
, pp. 449-457
-
-
Solnik, B.1
-
56
-
-
0040979429
-
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis
-
Stambaugh, Robert F. 1982. On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis. Journal of Financial Economics, 14: 359-75.
-
(1982)
Journal of Financial Economics
, vol.14
, pp. 359-375
-
-
Stambaugh, R.F.1
-
57
-
-
0001390304
-
An empirical test of alternative hypotheses of national and international pricing of risky assets
-
Stehle, Richard. 1977. An empirical test of alternative hypotheses of national and international pricing of risky assets. Journal of Finance, 32: 493-502.
-
(1977)
Journal of Finance
, vol.32
, pp. 493-502
-
-
Stehle, R.1
-
58
-
-
84977410476
-
A model of international asset pricing
-
Stulz, Rene. 1981a. A model of international asset pricing. Journal of Financial Economics, 36: 923-34.
-
(1981)
Journal of Financial Economics
, vol.36
, pp. 923-934
-
-
Stulz, R.1
-
59
-
-
84977410476
-
On the effects of barriers to international investment
-
Stulz, Rene. 1981b. On the effects of barriers to international investment. Journal of Finance, 36: 923-34.
-
(1981)
Journal of Finance
, vol.36
, pp. 923-934
-
-
Stulz, R.1
-
61
-
-
45549120815
-
Some tests of international equity integration
-
Wheatley, Simon. 1988. Some tests of international equity integration. Journal of Financial Economics, 21: 177-212.
-
(1988)
Journal of Financial Economics
, vol.21
, pp. 177-212
-
-
Wheatley, S.1
|