-
1
-
-
84944838161
-
International portfolio choice and corporation finance: a synthesis
-
Adler M., and Dumas B. International portfolio choice and corporation finance: a synthesis. Journal of Finance 38 (1983) 925-985
-
(1983)
Journal of Finance
, vol.38
, pp. 925-985
-
-
Adler, M.1
Dumas, B.2
-
2
-
-
84977732409
-
Asset pricing and dual listing on foreign capital markets: a note
-
Alexander G., Eun C., and Janakiramanan S. Asset pricing and dual listing on foreign capital markets: a note. Journal of Finance 42 (1987) 151-158
-
(1987)
Journal of Finance
, vol.42
, pp. 151-158
-
-
Alexander, G.1
Eun, C.2
Janakiramanan, S.3
-
3
-
-
33748426520
-
-
Altig, D., Humpage, O., 1999. Dollarization and monetary sovereignty: the case of Argentina. Federal Reserve Bank of Cleveland.
-
-
-
-
4
-
-
84974313177
-
Exchange rate fluctuations, political risk, and stock returns: some evidence from an emerging market
-
Bailey W., and Chung Y.P. Exchange rate fluctuations, political risk, and stock returns: some evidence from an emerging market. Journal of Financial and Quantitative Analysis 30 (1995) 541-561
-
(1995)
Journal of Financial and Quantitative Analysis
, vol.30
, pp. 541-561
-
-
Bailey, W.1
Chung, Y.P.2
-
5
-
-
0039012092
-
Depositary receipts, country funds, and the peso crash: the intraday evidence
-
Bailey W., Chan K., and Chung Y.P. Depositary receipts, country funds, and the peso crash: the intraday evidence. Journal of Finance 55 (2000) 2693-2717
-
(2000)
Journal of Finance
, vol.55
, pp. 2693-2717
-
-
Bailey, W.1
Chan, K.2
Chung, Y.P.3
-
6
-
-
0030542337
-
An intertemporal model of international capital market segmentation
-
Basak S. An intertemporal model of international capital market segmentation. Journal of Financial and Quantitative Analysis 31 (1996) 161-188
-
(1996)
Journal of Financial and Quantitative Analysis
, vol.31
, pp. 161-188
-
-
Basak, S.1
-
7
-
-
84993905064
-
Time-varying world market integration
-
Bekaert G., and Harvey C. Time-varying world market integration. Journal of Finance 50 (1995) 403-444
-
(1995)
Journal of Finance
, vol.50
, pp. 403-444
-
-
Bekaert, G.1
Harvey, C.2
-
8
-
-
0040212676
-
Foreign speculators and emerging equity markets
-
Bekaert G., and Harvey C. Foreign speculators and emerging equity markets. Journal of Finance 55 (2000) 565-613
-
(2000)
Journal of Finance
, vol.55
, pp. 565-613
-
-
Bekaert, G.1
Harvey, C.2
-
12
-
-
0002415135
-
The capital myth: the difference between trade in widgets and dollars
-
May-June
-
Bhagwati J. The capital myth: the difference between trade in widgets and dollars. Foreign Affairs 77 3 (1998) May-June
-
(1998)
Foreign Affairs
, vol.77
, Issue.3
-
-
Bhagwati, J.1
-
15
-
-
70349218800
-
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
-
Bollerslev T., and Wooldridge J. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances. Econometric Reviews 11 (1992) 143-172
-
(1992)
Econometric Reviews
, vol.11
, pp. 143-172
-
-
Bollerslev, T.1
Wooldridge, J.2
-
16
-
-
84977716784
-
International investment restrictions and closed-end country fund prices
-
Bosner-Neal C., Brauer G., Neal R., and Wheatley S. International investment restrictions and closed-end country fund prices. Journal of Finance 45 (1990) 523-547
-
(1990)
Journal of Finance
, vol.45
, pp. 523-547
-
-
Bosner-Neal, C.1
Brauer, G.2
Neal, R.3
Wheatley, S.4
-
17
-
-
0002916401
-
Economic determinants of evolution in international stock market integration
-
Bracker K., Docking D., and Koch P. Economic determinants of evolution in international stock market integration. Journal of Empirical Finance 6 (1999) 1-27
-
(1999)
Journal of Empirical Finance
, vol.6
, pp. 1-27
-
-
Bracker, K.1
Docking, D.2
Koch, P.3
-
18
-
-
33748416351
-
-
Brealey, R., Cooper, I., Kaplanis, E., 1998. International sources of risk: evidence from cross-border mergers. London Business School Working Paper.
-
-
-
-
19
-
-
84977709173
-
Predictable stock returns in US and Japan: a study of long-term stock market integration
-
Campbell J., and Hamao Y. Predictable stock returns in US and Japan: a study of long-term stock market integration. Journal of Finance 47 (1992) 43-69
-
(1992)
Journal of Finance
, vol.47
, pp. 43-69
-
-
Campbell, J.1
Hamao, Y.2
-
20
-
-
4644283845
-
The effects of liberalization on market and currency risk in the European Union
-
Carrieri F. The effects of liberalization on market and currency risk in the European Union. European Financial Management 7 (2001) 259-290
-
(2001)
European Financial Management
, vol.7
, pp. 259-290
-
-
Carrieri, F.1
-
21
-
-
33748420969
-
-
Chen, Z., Khan, M.S., 1997. Patterns of capital flows to emerging markets: a theoretical perspective. International Monetary Fund Working Paper WP/97/13.
-
-
-
-
22
-
-
0001091567
-
Consumption risk and international equilibrium returns: some empirical evidence
-
Cumby R. Consumption risk and international equilibrium returns: some empirical evidence. Journal of International Money and Finance 9 (1990) 182-192
-
(1990)
Journal of International Money and Finance
, vol.9
, pp. 182-192
-
-
Cumby, R.1
-
23
-
-
33748417751
-
Asset pricing and portfolio diversification: evidence from emerging financial markets
-
Howell M. (Ed), Euromoney Books
-
De Santis G. Asset pricing and portfolio diversification: evidence from emerging financial markets. In: Howell M. (Ed). Investing in Emerging Markets (1994), Euromoney Books
-
(1994)
Investing in Emerging Markets
-
-
De Santis, G.1
-
25
-
-
0040428176
-
Cross-listing and order flow migration: evidence from an emerging market
-
Domowitz I., Glen J., and Madhavan A. Cross-listing and order flow migration: evidence from an emerging market. Journal of Finance 53 (1998) 2001-2028
-
(1998)
Journal of Finance
, vol.53
, pp. 2001-2028
-
-
Domowitz, I.1
Glen, J.2
Madhavan, A.3
-
26
-
-
84993909002
-
The world price of foreign exchange risk
-
Dumas D., and Solnik M. The world price of foreign exchange risk. Journal of Finance 50 (1995) 445-479
-
(1995)
Journal of Finance
, vol.50
, pp. 445-479
-
-
Dumas, D.1
Solnik, M.2
-
28
-
-
84974122247
-
Multivariate simultaneous generalized ARCH
-
Engle R.F., and Kroner K.F. Multivariate simultaneous generalized ARCH. Econometric Theory 11 (1995) 122-150
-
(1995)
Econometric Theory
, vol.11
, pp. 122-150
-
-
Engle, R.F.1
Kroner, K.F.2
-
29
-
-
33748424851
-
-
Errunza, V., Hogan, K., Hung, M., 2000. Characterizing world market integration through time. McGill University Working Paper.
-
-
-
-
30
-
-
21344486016
-
The risk and predictability of international equity returns
-
Ferson W.E., and Harvey C.R. The risk and predictability of international equity returns. Review of Financial Studies 6 (1993) 527-566
-
(1993)
Review of Financial Studies
, vol.6
, pp. 527-566
-
-
Ferson, W.E.1
Harvey, C.R.2
-
32
-
-
33748434357
-
Financial integration of emerging markets: an analysis of Latin America versus South Asia using individual stocks
-
Goldberg C., and Delgado F. Financial integration of emerging markets: an analysis of Latin America versus South Asia using individual stocks. Multinational Finance Journal 5 (2001) 259-301
-
(2001)
Multinational Finance Journal
, vol.5
, pp. 259-301
-
-
Goldberg, C.1
Delgado, F.2
-
33
-
-
84977703701
-
Capital controls and international capital market segmentation: the evidence from the Japanese and American stock markets
-
Gultekin M., Gultekin N., and Penati A. Capital controls and international capital market segmentation: the evidence from the Japanese and American stock markets. Journal of Finance 44 (1989) 849-869
-
(1989)
Journal of Finance
, vol.44
, pp. 849-869
-
-
Gultekin, M.1
Gultekin, N.2
Penati, A.3
-
34
-
-
0006215408
-
When does internationalization enhance the development of domestic stock markets?
-
Hargis K., and Ramanlal P. When does internationalization enhance the development of domestic stock markets?. Journal of Financial Intermediation 7 (1998) 263-292
-
(1998)
Journal of Financial Intermediation
, vol.7
, pp. 263-292
-
-
Hargis, K.1
Ramanlal, P.2
-
35
-
-
84977722638
-
The world price of covariance risk
-
Harvey C.R. The world price of covariance risk. Journal of Finance 46 (1991) 111-157
-
(1991)
Journal of Finance
, vol.46
, pp. 111-157
-
-
Harvey, C.R.1
-
36
-
-
21844487168
-
Predictable risk and returns in emerging markets
-
Harvey C. Predictable risk and returns in emerging markets. Review of Financial Studies 8 (1995) 773-816
-
(1995)
Review of Financial Studies
, vol.8
, pp. 773-816
-
-
Harvey, C.1
-
37
-
-
0008919779
-
Stock market liberalization, economic reform, and emerging market equity prices
-
Henry P.B. Stock market liberalization, economic reform, and emerging market equity prices. Journal of Finance 55 (2000) 529-564
-
(2000)
Journal of Finance
, vol.55
, pp. 529-564
-
-
Henry, P.B.1
-
38
-
-
0000323668
-
Do stock market liberalization cause investment booms?
-
Henry P.B. Do stock market liberalization cause investment booms?. Journal of Financial Economics 58 (2000) 301-334
-
(2000)
Journal of Financial Economics
, vol.58
, pp. 301-334
-
-
Henry, P.B.1
-
40
-
-
33748421535
-
-
Ji, S., 2003. Does the investor base influence stock co-movement? Arizona State University Working Paper.
-
-
-
-
41
-
-
0011010273
-
Barriers to international investing and market segmentation: evidence from Indian GDR market
-
Jithendranathan T., Nirmalanandan T., and Kishore T. Barriers to international investing and market segmentation: evidence from Indian GDR market. Pacific-Basin Finance Journal 8 (2000) 399-417
-
(2000)
Pacific-Basin Finance Journal
, vol.8
, pp. 399-417
-
-
Jithendranathan, T.1
Nirmalanandan, T.2
Kishore, T.3
-
42
-
-
84944832612
-
Integration vs. segmentation in the Canadian stock market
-
Jorion P., and Schwartz E. Integration vs. segmentation in the Canadian stock market. Journal of Finance 41 (1986) 603-616
-
(1986)
Journal of Finance
, vol.41
, pp. 603-616
-
-
Jorion, P.1
Schwartz, E.2
-
43
-
-
33748416638
-
-
Kaminsky, G., Schmukler, S., 2001. Short- and long-run integration: do capital controls matter? George Washington University and World Bank Working Paper.
-
-
-
-
44
-
-
0003365819
-
Why do companies list shares abroad? A survey of the evidence and its managerial implications
-
Karolyi G.A. Why do companies list shares abroad? A survey of the evidence and its managerial implications. Financial Markets, Institutions & Instruments 7 (1998) 1-60
-
(1998)
Financial Markets, Institutions & Instruments
, vol.7
, pp. 1-60
-
-
Karolyi, G.A.1
-
45
-
-
33748416506
-
-
Karolyi, G.A., 2003. The role of ADRs in the development and integration of emerging equity markets. Ohio State University Working Paper.
-
-
-
-
46
-
-
0041029369
-
Stock market openings: experience of emerging economies
-
Kim E.H., and Singal V. Stock market openings: experience of emerging economies. Journal of Business 73 (2000) 25-66
-
(2000)
Journal of Business
, vol.73
, pp. 25-66
-
-
Kim, E.H.1
Singal, V.2
-
47
-
-
1842588200
-
The role of multinational firms in the integration of segmented capital markets
-
Lee W.Y., and Sachdeva K.S. The role of multinational firms in the integration of segmented capital markets. Journal of Finance 32 (1977) 479-492
-
(1977)
Journal of Finance
, vol.32
, pp. 479-492
-
-
Lee, W.Y.1
Sachdeva, K.S.2
-
48
-
-
84993915044
-
Additional evidence on integration in the Canadian stock market
-
Mittoo U.R. Additional evidence on integration in the Canadian stock market. Journal of Finance 47 (1992) 2035-2054
-
(1992)
Journal of Finance
, vol.47
, pp. 2035-2054
-
-
Mittoo, U.R.1
-
49
-
-
33748413510
-
-
Muzere, M.L., 2001. Optimal portfolio choice with irreversible investment. Washington University in St. Louis Working Paper.
-
-
-
-
50
-
-
0141604763
-
Theories of the determinants of direct foreign investments
-
Ragazzi G. Theories of the determinants of direct foreign investments. IMF Staff Papers 20 (1973) 471-498
-
(1973)
IMF Staff Papers
, vol.20
, pp. 471-498
-
-
Ragazzi, G.1
-
51
-
-
0002823941
-
A generalization of the international asset pricing model
-
Sercu P. A generalization of the international asset pricing model. Revue de l'Association Francaise de Finance 1 (1980) 91-135
-
(1980)
Revue de l'Association Francaise de Finance
, vol.1
, pp. 91-135
-
-
Sercu, P.1
-
52
-
-
49549151896
-
An equilibrium model of the international capital markets
-
Solnik B. An equilibrium model of the international capital markets. Journal of Economic Theory 8 (1974) 500-524
-
(1974)
Journal of Economic Theory
, vol.8
, pp. 500-524
-
-
Solnik, B.1
-
53
-
-
34249011954
-
A model of international asset pricing
-
Stulz R. A model of international asset pricing. Journal of Financial Economics 9 (1981) 383-406
-
(1981)
Journal of Financial Economics
, vol.9
, pp. 383-406
-
-
Stulz, R.1
-
54
-
-
0037404245
-
Long-horizon regressions: theoretical results and applications
-
Valkanov R. Long-horizon regressions: theoretical results and applications. Journal of Financial Economics 68 (2003) 201-232
-
(2003)
Journal of Financial Economics
, vol.68
, pp. 201-232
-
-
Valkanov, R.1
|