-
1
-
-
84944838161
-
International portfolio choice and corporation finance: A survey
-
Adler, M., Dumas, B., 1983. International portfolio choice and corporation finance: a survey. Journal of Finance 38, 925-984.
-
(1983)
Journal of Finance
, vol.38
, pp. 925-984
-
-
Adler, M.1
Dumas, B.2
-
2
-
-
0010023511
-
The relationship between return and market value of common stocks
-
Banz, R., 1981. The relationship between return and market value of common stocks. Journal of Financial Economics 9, 3-18.
-
(1981)
Journal of Financial Economics
, vol.9
, pp. 3-18
-
-
Banz, R.1
-
4
-
-
0001211603
-
Estimation and inference in nonlinear structural models
-
Berndt, E., Hall, B., Hall, R., Hausman, J., 1974. Estimation and inference in nonlinear structural models. Annals of Economic and Social Measurement 3/4, 653-665.
-
(1974)
Annals of Economic and Social Measurement
, vol.3-4
, pp. 653-665
-
-
Berndt, E.1
Hall, B.2
Hall, R.3
Hausman, J.4
-
5
-
-
0000823270
-
Conflict among criteria for testing hypotheses in the multivariate regression model
-
Berndt, E., Savin, N., 1977. Conflict among criteria for testing hypotheses in the multivariate regression model. Econometrica 45, 1263-1278.
-
(1977)
Econometrica
, vol.45
, pp. 1263-1278
-
-
Berndt, E.1
Savin, N.2
-
6
-
-
0001366584
-
Capital market equilibrium with restricted borrowing
-
Black, F., 1972. Capital market equilibrium with restricted borrowing. Journal of Business 45, 444-454.
-
(1972)
Journal of Business
, vol.45
, pp. 444-454
-
-
Black, F.1
-
7
-
-
84977729854
-
Empirical tests of the consumption-oriented CAPM
-
Breeden, D., Gibbons, M., Litzenberger, R., 1989. Empirical tests of the consumption-oriented CAPM. Journal of Finance 44, 231-262.
-
(1989)
Journal of Finance
, vol.44
, pp. 231-262
-
-
Breeden, D.1
Gibbons, M.2
Litzenberger, R.3
-
8
-
-
0010825459
-
Conflict among criteria for testing hypotheses: Extensions and comments
-
Breusch, T., 1979. Conflict among criteria for testing hypotheses: extensions and comments. Econometrica 47, 203-207.
-
(1979)
Econometrica
, vol.47
, pp. 203-207
-
-
Breusch, T.1
-
9
-
-
0010964515
-
New evidence on the nature of size related anomalies in stock prices
-
Brown, P., Kleidon, A., Marsh, T., 1983. New evidence on the nature of size related anomalies in stock prices. Journal of Financial Economics 12, 33-56.
-
(1983)
Journal of Financial Economics
, vol.12
, pp. 33-56
-
-
Brown, P.1
Kleidon, A.2
Marsh, T.3
-
10
-
-
84922463168
-
Structural and return characteristics of small and large firms
-
Chan, K., Chen, N., 1991. Structural and return characteristics of small and large firms. Journal of Finance 46, 1467-1484.
-
(1991)
Journal of Finance
, vol.46
, pp. 1467-1484
-
-
Chan, K.1
Chen, N.2
-
11
-
-
84977726602
-
An unconditional asset-pricing test and the role of firm size as an instrumental variable for risk
-
Chan, K., Chen, N., 1988. An unconditional asset-pricing test and the role of firm size as an instrumental variable for risk. Journal of Finance 43, 309-325.
-
(1988)
Journal of Finance
, vol.43
, pp. 309-325
-
-
Chan, K.1
Chen, N.2
-
12
-
-
0000232861
-
An exploratory investigation of the firm size effect
-
Chan, K., Chen, N., Hsieh, D., 1985. An exploratory investigation of the firm size effect. Journal of Financial Economics 14, 451-471.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 451-471
-
-
Chan, K.1
Chen, N.2
Hsieh, D.3
-
13
-
-
84977703403
-
Fundamental and stock returns in Japan
-
Chan, K., Hamao, Y., Lakonishok, J., 1991. Fundamental and stock returns in Japan. Journal of Finance 46, 1739-1789.
-
(1991)
Journal of Finance
, vol.46
, pp. 1739-1789
-
-
Chan, K.1
Hamao, Y.2
Lakonishok, J.3
-
14
-
-
0000496978
-
Economic forces and the stock market
-
Chen, N., Roll, R., Ross, S., 1986. Economic forces and the stock market. Journal of Business 59, 383-403.
-
(1986)
Journal of Business
, vol.59
, pp. 383-403
-
-
Chen, N.1
Roll, R.2
Ross, S.3
-
15
-
-
21844482303
-
Measurement of market integration and arbitrage
-
Chen, Z., Knez, P., 1995. Measurement of market integration and arbitrage. The Review of Financial Studies 8 (2), 287-326.
-
(1995)
The Review of Financial Studies
, vol.8
, Issue.2
, pp. 287-326
-
-
Chen, Z.1
Knez, P.2
-
16
-
-
0000601205
-
International arbitrage pricing theory: An empirical investigation
-
Cho, D., Eun, C., Senbet, L., 1986. International arbitrage pricing theory: an empirical investigation. Journal of Finance 41 (3), 313-330.
-
(1986)
Journal of Finance
, vol.41
, Issue.3
, pp. 313-330
-
-
Cho, D.1
Eun, C.2
Senbet, L.3
-
17
-
-
84993915181
-
Why do NASDAQ market makers avoid odd-eighth quotes
-
Christie, W., Schultz, P., 1994. Why do NASDAQ market makers avoid odd-eighth quotes. Journal of Finance 49, 1813-1840.
-
(1994)
Journal of Finance
, vol.49
, pp. 1813-1840
-
-
Christie, W.1
Schultz, P.2
-
19
-
-
84944837552
-
International asset pricing under mild segmentation: Theory and test
-
Errunza, V., Losq, E., 1985. International asset pricing under mild segmentation: theory and test. Journal of Finance 40 (1), 105-124.
-
(1985)
Journal of Finance
, vol.40
, Issue.1
, pp. 105-124
-
-
Errunza, V.1
Losq, E.2
-
20
-
-
44049111909
-
Tests of integration, mild segmentation and segmentation hypotheses
-
Errunza, V., Losq, E., Padmanabhan, P., 1992. Tests of integration, mild segmentation and segmentation hypotheses. Journal of Banking and Finance 16, 949-972.
-
(1992)
Journal of Banking and Finance
, vol.16
, pp. 949-972
-
-
Errunza, V.1
Losq, E.2
Padmanabhan, P.3
-
21
-
-
84925929029
-
Asset returns, real activity, inflation and money
-
Fama, E., 1981. Asset returns, real activity, inflation and money. American Economic Review 71, 545-565.
-
(1981)
American Economic Review
, vol.71
, pp. 545-565
-
-
Fama, E.1
-
22
-
-
84977707061
-
Stock returns, expected returns, and real activity
-
Fama, E., 1990. Stock returns, expected returns, and real activity. Journal of Finance 45, 1089-1108.
-
(1990)
Journal of Finance
, vol.45
, pp. 1089-1108
-
-
Fama, E.1
-
23
-
-
84977737676
-
The cross-section of expected stock returns
-
Fama, E., French, K., 1992. The cross-section of expected stock returns. Journal of Finance 47, 427-465.
-
(1992)
Journal of Finance
, vol.47
, pp. 427-465
-
-
Fama, E.1
French, K.2
-
25
-
-
0000928969
-
Risk, return and equilibrium: Empirical tests
-
Fama, E., MacBeth, J., 1973. Risk, return and equilibrium: empirical tests. Journal of Political Economy 81, 607-636.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 607-636
-
-
Fama, E.1
MacBeth, J.2
-
26
-
-
43949159894
-
Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
-
Ferson, W., Foerster, S., 1994. Finite sample properties of the generalized method of moments in tests of conditional asset pricing models. Journal of Financial Economics 36, 29-55.
-
(1994)
Journal of Financial Economics
, vol.36
, pp. 29-55
-
-
Ferson, W.1
Foerster, S.2
-
29
-
-
0002470256
-
Seemingly unrelated nonlinear regressions
-
Gallant, R., 1975. Seemingly unrelated nonlinear regressions. Journal of Econometrics 3, 35-50.
-
(1975)
Journal of Econometrics
, vol.3
, pp. 35-50
-
-
Gallant, R.1
-
30
-
-
0000809737
-
Sharing rules and equilibrium in an international capital market under uncertainty
-
Grauer, F., Litzenberger, R., Stehle, R., 1976. Sharing rules and equilibrium in an international capital market under uncertainty. Journal of Financial Economics 3, 233-256.
-
(1976)
Journal of Financial Economics
, vol.3
, pp. 233-256
-
-
Grauer, F.1
Litzenberger, R.2
Stehle, R.3
-
31
-
-
0000368436
-
Formulating Wald tests of nonlinear restrictions
-
Gregory, A., Veall, M., 1985. Formulating Wald tests of nonlinear restrictions. Econometrica 53, 1465-1468.
-
(1985)
Econometrica
, vol.53
, pp. 1465-1468
-
-
Gregory, A.1
Veall, M.2
-
32
-
-
84977703701
-
Capital controls and international capital market segmentation
-
Gultekin, M., Gultekin, N., Penati, A., 1989. Capital controls and international capital market segmentation. Journal of Finance 44 (4), 849-869.
-
(1989)
Journal of Finance
, vol.44
, Issue.4
, pp. 849-869
-
-
Gultekin, M.1
Gultekin, N.2
Penati, A.3
-
33
-
-
0003970444
-
-
Dow-Jones-Irwin, Homewood, IL
-
Haugen, R., Lakonishok, J., 1988. The Incredible January Effect. Dow-Jones-Irwin, Homewood, IL.
-
(1988)
The Incredible January Effect
-
-
Haugen, R.1
Lakonishok, J.2
-
34
-
-
84959689656
-
The pricing of exchange rate risk in the stock market
-
Jorion, P., 1991. The pricing of exchange rate risk in the stock market. Journal of Financial and Quatitative Analysis 26, 363-376.
-
(1991)
Journal of Financial and Quatitative Analysis
, vol.26
, pp. 363-376
-
-
Jorion, P.1
-
35
-
-
84944832612
-
Integration versus Segmentation in the Canadian stock market
-
Jorion, P., Schwartz, E., 1986. Integration versus Segmentation in the Canadian stock market. Journal of Finance 41 (3), 603-613.
-
(1986)
Journal of Finance
, vol.41
, Issue.3
, pp. 603-613
-
-
Jorion, P.1
Schwartz, E.2
-
36
-
-
48749147730
-
Size-related anomalies and stock return seasonality: Further empirical evidence
-
Keim, D., 1983. Size-related anomalies and stock return seasonality: further empirical evidence. Journal of Financial Economics 12, 13-32.
-
(1983)
Journal of Financial Economics
, vol.12
, pp. 13-32
-
-
Keim, D.1
-
37
-
-
0000113873
-
An empirical investigation of international asset pricing
-
Korajczyk, R., Viallet, C., 1989. An empirical investigation of international asset pricing. Review of Financial Studies 2 (4), 553-587.
-
(1989)
Review of Financial Studies
, vol.2
, Issue.4
, pp. 553-587
-
-
Korajczyk, R.1
Viallet, C.2
-
38
-
-
0000288739
-
The empirical foundations of the arbitrage pricing theory
-
Lehmann, B., Modest, D., 1988. The empirical foundations of the arbitrage pricing theory. Journal of Financial Economics 21, 213-254.
-
(1988)
Journal of Financial Economics
, vol.21
, pp. 213-254
-
-
Lehmann, B.1
Modest, D.2
-
39
-
-
84977711619
-
Joint estimation of factors sensitivities and risk premia for the arbitrage pricing theory
-
McElroy, M., Burmeister, E., 1988. Joint estimation of factors sensitivities and risk premia for the arbitrage pricing theory. Journal of Finance 43, 721-735.
-
(1988)
Journal of Finance
, vol.43
, pp. 721-735
-
-
McElroy, M.1
Burmeister, E.2
-
40
-
-
84993915044
-
Additional evidence on integration in the Canadian stock market
-
Mittoo, U., 1992. Additional evidence on integration in the Canadian stock market. Journal of Finance 47, 2035-2055.
-
(1992)
Journal of Finance
, vol.47
, pp. 2035-2055
-
-
Mittoo, U.1
-
41
-
-
0001447776
-
Econometric issues in the analysis of regressions with generated regressors
-
Pagan, A., 1984. Econometric issues in the analysis of regressions with generated regressors. International Economic Review 25, 221-247.
-
(1984)
International Economic Review
, vol.25
, pp. 221-247
-
-
Pagan, A.1
-
42
-
-
0039473752
-
A critique of the asset pricing theory's test. Part I: On past and potential testability of the theory
-
Roll, R., 1977. A critique of the asset pricing theory's test. Part I: On past and potential testability of the theory. Journal of Financial Economics 4, 129-176.
-
(1977)
Journal of Financial Economics
, vol.4
, pp. 129-176
-
-
Roll, R.1
-
43
-
-
0002624427
-
Persuasive evidence of market inefficiency
-
Rosenberg, B., Reid, K., Lanstein, R., 1985. Persuasive evidence of market inefficiency. Journal of Portfolio Management 11, 9-17.
-
(1985)
Journal of Portfolio Management
, vol.11
, pp. 9-17
-
-
Rosenberg, B.1
Reid, K.2
Lanstein, R.3
-
44
-
-
33845632902
-
Capital market seasonality: The case of stock returns
-
Rozeff, M., Kinney, W., 1976. Capital market seasonality: the case of stock returns. Journal of Financial Economics 3, 379-402.
-
(1976)
Journal of Financial Economics
, vol.3
, pp. 379-402
-
-
Rozeff, M.1
Kinney, W.2
-
45
-
-
84977711269
-
Stock returns and real activity: A century of evidence
-
Schwert, W., 1990. Stock returns and real activity: a century of evidence. Journal of Finance 45, 1237-1257.
-
(1990)
Journal of Finance
, vol.45
, pp. 1237-1257
-
-
Schwert, W.1
-
46
-
-
45049085417
-
The arbitrage pricing theory: Is it testable
-
Shanken, J., 1982. The arbitrage pricing theory: is it testable. Journal of Finance 37, 1129-1140.
-
(1982)
Journal of Finance
, vol.37
, pp. 1129-1140
-
-
Shanken, J.1
-
47
-
-
33747182661
-
Multivariate tests of the zero-beta CAPM
-
Shanken, J., 1985. Multivariate tests of the zero-beta CAPM. Journal of Financial Economics 14, 327-348.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 327-348
-
-
Shanken, J.1
-
49
-
-
0001912233
-
Factors in New York Stock Exchange security returns, 1931-1979
-
Sharpe, W., 1982. Factors in New York Stock Exchange security returns, 1931-1979. Journal of Portfolio Management 8, 5-19.
-
(1982)
Journal of Portfolio Management
, vol.8
, pp. 5-19
-
-
Sharpe, W.1
-
50
-
-
0000732977
-
Testing international asset pricing models: Some pessimistic views
-
Solnik, B., 1977. Testing international asset pricing models: some pessimistic views. Journal of Finance 32, 503-512.
-
(1977)
Journal of Finance
, vol.32
, pp. 503-512
-
-
Solnik, B.1
-
51
-
-
0001648896
-
International arbitrage pricing theory
-
Solnik, B., 1983. International arbitrage pricing theory. Journal of Finance 38, 449-457.
-
(1983)
Journal of Finance
, vol.38
, pp. 449-457
-
-
Solnik, B.1
-
53
-
-
0001390304
-
An empirical test of the alternate hypotheses of national and international pricing of risky assets
-
Stehle, R., 1977. An empirical test of the alternate 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
-
54
-
-
34249011954
-
A model of international asset pricing
-
Stulz, R., 1981. A model of international asset pricing. Journal of Financial Economics 9, 383-406.
-
(1981)
Journal of Financial Economics
, vol.9
, pp. 383-406
-
-
Stulz, R.1
-
55
-
-
0001567434
-
The pricing of interest rate risk: Evidence from the stock market
-
Sweeney, R., Warga, A., 1986. The pricing of interest rate risk: evidence from the stock market. Journal of Finance 41, 393-410.
-
(1986)
Journal of Finance
, vol.41
, pp. 393-410
-
-
Sweeney, R.1
Warga, A.2
-
56
-
-
45549120815
-
Some tests of international equity integration
-
Wheatley, S., 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
-
57
-
-
0345559750
-
A heteroscedasticity consistent covariance matrix and a direct test for heteroscedasticity
-
White, H., 1988. A heteroscedasticity consistent covariance matrix and a direct test for heteroscedasticity. Econometrica 48, 721-746.
-
(1988)
Econometrica
, vol.48
, pp. 721-746
-
-
White, H.1
|