-
1
-
-
0002727182
-
The Rise of Sector Effects in Major Equity Markets
-
Baca, S.; B. Garbe; and R. Weiss. "The Rise of Sector Effects in Major Equity Markets." Financial Analysts Journal, 56 (2000), 34-40.
-
(2000)
Financial Analysts Journal
, vol.56
, pp. 34-40
-
-
Baca, S.1
Garbe, B.2
Weiss, R.3
-
2
-
-
34248190280
-
Efficiency and the Bear: Short Sales and Markets around the World
-
Bris, A.; W. Goetzmann; and N. Zhu. "Efficiency and the Bear: Short Sales and Markets around the World." Journal of Finance, 62 (2007), 1029-1079.
-
(2007)
Journal of Finance
, vol.62
, pp. 1029-1079
-
-
Bris, A.1
Goetzmann, W.2
Zhu, N.3
-
3
-
-
14844284694
-
The Rise in Comovement across National Stock Markets: Market Integration or IT Bubble?
-
Brooks, R., and M. Del Negro. "The Rise in Comovement across National Stock Markets: Market Integration or IT Bubble?" Journal of Empirical Finance, 11 (2004), 659-680.
-
(2004)
Journal of Empirical Finance
, vol.11
, pp. 659-680
-
-
Brooks, R.1
Del Negro, M.2
-
4
-
-
32144454404
-
Firm Level Evidence on International Stock Market Comovement
-
Brooks, R. and M. Del Negro. "Firm Level Evidence on International Stock Market Comovement." Review of Finance, 10 (2006), 69-98.
-
(2006)
Review of Finance
, vol.10
, pp. 69-98
-
-
Brooks, R.1
Del Negro, M.2
-
6
-
-
1842763582
-
International Evidence on Institutional Trading Behavior and Price Impact
-
Chiyachantana, C.; P. Jain; C. Jiang; and R. Wood. "International Evidence on Institutional Trading Behavior and Price Impact." Journal of Finance, 59 (2004), 869-898.
-
(2004)
Journal of Finance
, vol.59
, pp. 869-898
-
-
Chiyachantana, C.1
Jain, P.2
Jiang, C.3
Wood, R.4
-
7
-
-
0001350910
-
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
-
Davidson, R., and J. Duclos. "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality." Econometrica, 68 (2000), 1435-1464.
-
(2000)
Econometrica
, vol.68
, pp. 1435-1464
-
-
Davidson, R.1
Duclos, J.2
-
8
-
-
0011733543
-
Testing for Mean-Variance Spanning: A Survey
-
de Roon, F., and T. Nijman. "Testing for Mean-Variance Spanning: A Survey." Journal of Empirical Finance, 8 (2001), 111-155.
-
(2001)
Journal of Empirical Finance
, vol.8
, pp. 111-155
-
-
de Roon, F.1
Nijman, T.2
-
9
-
-
0037290333
-
Currency Hedging for International Stock Portfolios: The Usefulness of Mean-Variance Analysis
-
de Roon, F.; T. Nijman; and B. Werker. "Currency Hedging for International Stock Portfolios: The Usefulness of Mean-Variance Analysis." Journal of Banking & Finance, 27 (2003), 327-349.
-
(2003)
Journal of Banking & Finance
, vol.27
, pp. 327-349
-
-
de Roon, F.1
Nijman, T.2
Werker, B.3
-
10
-
-
84977737676
-
The Cross-Section of Expected Stock Returns
-
Fama, E., and K. French. "The Cross-Section of Expected Stock Returns." Journal of Finance, 47 (1992), 427-465.
-
(1992)
Journal of Finance
, vol.47
, pp. 427-465
-
-
Fama, E.1
French, K.2
-
12
-
-
0002357241
-
The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States
-
Foerster, S., and G. Karolyi. "The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States." Journal of Finance, 54 (1999), 981-1013.
-
(1999)
Journal of Finance
, vol.54
, pp. 981-1013
-
-
Foerster, S.1
Karolyi, G.2
-
13
-
-
84993869036
-
Currency Hedging for International Portfolios
-
Glen, J., and P. Jorion. "Currency Hedging for International Portfolios." Journal of Finance, 48 (1993), 1865-1886.
-
(1993)
Journal of Finance
, vol.48
, pp. 1865-1886
-
-
Glen, J.1
Jorion, P.2
-
15
-
-
0036296822
-
Are the Fama and French Factors Global or Country Specific?
-
Griffin, J. "Are the Fama and French Factors Global or Country Specific?" Review of Financial Studies, 15 (2002), 783-803.
-
(2002)
Review of Financial Studies
, vol.15
, pp. 783-803
-
-
Griffin, J.1
-
16
-
-
0000660071
-
Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies
-
Griffin, J., and G. Karolyi. "Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies." Journal of Financial Economics, 50 (1998), 351-373.
-
(1998)
Journal of Financial Economics
, vol.50
, pp. 351-373
-
-
Griffin, J.1
Karolyi, G.2
-
17
-
-
0000822996
-
Internationally Diversified Portfolios: Welfare Gains and Capital Flows
-
Grubel, H. "Internationally Diversified Portfolios: Welfare Gains and Capital Flows." American Economic Review, 58 (1968), 1299-1314.
-
(1968)
American Economic Review
, vol.58
, pp. 1299-1314
-
-
Grubel, H.1
-
18
-
-
84934563125
-
Implications of Security Market Data for Models of Dynamic Economies
-
Hansen, L., and R. Jagannathan. "Implications of Security Market Data for Models of Dynamic Economies." Journal of Political Economy, 99 (1991), 225-262.
-
(1991)
Journal of Political Economy
, vol.99
, pp. 225-262
-
-
Hansen, L.1
Jagannathan, R.2
-
19
-
-
0000089498
-
The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
-
Hansen, L., and S. Richard. "The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models." Econometrica, 55 (1987), 587-613.
-
(1987)
Econometrica
, vol.55
, pp. 587-613
-
-
Hansen, L.1
Richard, S.2
-
20
-
-
84977722638
-
The World Price of Covariance Risk
-
Harvey, C. "The World Price of Covariance Risk." Journal of Finance, 46 (1991), 111-157.
-
(1991)
Journal of Finance
, vol.46
, pp. 111-157
-
-
Harvey, C.1
-
21
-
-
0002268752
-
Does Industrial Structure Explain the Benefits of International Diversification?
-
Heston, S., and K. Rouwenhorst. "Does Industrial Structure Explain the Benefits of International Diversification?" Journal of Financial Economics, 36 (1994), 3-27.
-
(1994)
Journal of Financial Economics
, vol.36
, pp. 3-27
-
-
Heston, S.1
Rouwenhorst, K.2
-
22
-
-
0035595262
-
Familiarity Breeds Investment
-
Huberman, G. "Familiarity Breeds Investment." Review of Financial Studies, 14 (2001), 659-680.
-
(2001)
Review of Financial Studies
, vol.14
, pp. 659-680
-
-
Huberman, G.1
-
24
-
-
33750479532
-
Individual Equity Return Data from Thomson Datastream: Handle with Care!
-
Ince, O., and R. Porter. "Individual Equity Return Data from Thomson Datastream: Handle with Care!" Journal of Financial Research, 29 (2006), 463-479.
-
(2006)
Journal of Financial Research
, vol.29
, pp. 463-479
-
-
Ince, O.1
Porter, R.2
-
26
-
-
0031256734
-
Why is There a Home Bias? An Analysis of Foreign Portfolio Equity Ownership in Japan
-
Kang, J., and R. Stulz. "Why is There a Home Bias? An Analysis of Foreign Portfolio Equity Ownership in Japan." Journal of Financial Economics, 46 (1997), 3-28.
-
(1997)
Journal of Financial Economics
, vol.46
, pp. 3-28
-
-
Kang, J.1
Stulz, R.2
-
27
-
-
34548271213
-
-
Working Paper, Ohio State University
-
Kho, B.; R. Stulz; and F. E. Warnock. "Financial Globalization, Governance, and the Evolution of the Home Bias." Working Paper, Ohio State University (2006).
-
(2006)
Financial Globalization, Governance, and the Evolution of the Home Bias
-
-
Kho, B.1
Stulz, R.2
Warnock, F.E.3
-
28
-
-
0000867768
-
International Diversification of Investment Portfolios
-
Levy, H., and M. Sarnat. "International Diversification of Investment Portfolios." American Economic Review, 60 (1970), 668-675.
-
(1970)
American Economic Review
, vol.60
, pp. 668-675
-
-
Levy, H.1
Sarnat, M.2
-
29
-
-
0002525307
-
Is the Correlation in International Equity Returns Constant: 1960-1990?
-
Longin, F., and B. Solnik. "Is the Correlation in International Equity Returns Constant: 1960-1990?" Journal of International Money and Finance, 14 (1995), 3-26.
-
(1995)
Journal of International Money and Finance
, vol.14
, pp. 3-26
-
-
Longin, F.1
Solnik, B.2
-
30
-
-
0007740284
-
Multifactor Models Do Not Explain Deviations from the CAPM
-
MacKinlay, A. "Multifactor Models Do Not Explain Deviations from the CAPM." Journal of Financial Economics, 38 (1995), 3-28.
-
(1995)
Journal of Financial Economics
, vol.38
, pp. 3-28
-
-
MacKinlay, A.1
-
31
-
-
0002610771
-
Why Not Diversify Internationally Rather Than Domestically?
-
Solnik, B. "Why Not Diversify Internationally Rather Than Domestically?" Financial Analysts Journal, 30 (1974), 48-54.
-
(1974)
Financial Analysts Journal
, vol.30
, pp. 48-54
-
-
Solnik, B.1
-
32
-
-
84977410476
-
On the Effects of Barriers to International Investment
-
Stulz, R. "On the Effects of Barriers to International Investment." Journal of Finance, 36 (1981), 923-934.
-
(1981)
Journal of Finance
, vol.36
, pp. 923-934
-
-
Stulz, R.1
|