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The Rise in Comovement Across National Stock Markets: Market Integration or it Bubble?

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1994Does industrial structure explain the benefits of international diversification?746 cited
2002Dating the integration of world equity markets561 cited
2000The Increasing Importance of Industry Factors457 cited
1998Another look at the role of the industrial structure of markets for international diversification strategies1We are especially grateful to Pat Casey and Virge Cavalli at Dow Jones for providing the Dow Jones World Stock Index data and for their assistance with numerous queries. We gratefully acknowledge the comments of Geert Bekaert, William Brigham, Shane Corwin, Steve Foerster, Jeff Harris, Steve Heston, Ajay Khorana, David Mayers, John Persons, René Stulz, and particularly, the referee (Geert Rouwenhorst) and editor (John Long). We also thank participants at the University of Alberta, University of Toronto and Ohio State University, the 1996 UBC Global Investment Conference (Whistler), 1996 International Finance Conference (Georgia Tech), 1996 Western Finance Association Conference, and 1996 Financial Management Association Conference for helpful suggestions. Karolyi thanks the Dice Center for Financial Economics and the Social Sciences and Humanities Research Council of Canada for financial support.1377 cited
2000The Rise of Sector Effects in Major Equity Markets310 cited
2002Capital Account Liberalization and Economic Performance: Survey and Synthesis269 cited
1995Industry and Country Effects in International Stock Returns225 cited
1996Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies194 cited
1995The structure of international stock returns and the integration of capital markets135 cited
2000Country and industry factors in returns: evidence from emerging markets’ stocks119 cited

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