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World country and industry relationships in equity returns
7 references·16 citing·48 second hop
World country and industry relationships in equity returns (1975)World country and industry relationships …WORLD, NATIONAL, AND INDUSTRY FACTORS IN EQUITY RETURNS (1974)WORLD, NATIONAL, AND INDUSTRY…Systematic Elements in the Linkage of National Stock Market Indices (1973)Systematic Elements in the Li…FRENCH MUTUAL FUND PERFORMANCE: EVALUATION OF INTERNATIONALLY‐DIVERSIFIED PORTFOLIOS (1973)FRENCH MUTUAL FUND PERFORMANC…ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES —IMPLICATIONS FOR PORTFOLIO SELECTION (1973)ESTIMATING THE DEPENDENCE STR…THE INTERDEPENDENCE OF INTERNATIONAL EQUITY MARKETS (1971)THE INTERDEPENDENCE OF INTERN…International Diversification of Investment Portfolios (1970)International Diversification…Germany and Japan (1958)Germany and JapanNaive Uncertainty and the Principle of Indifference (2019)Naive Uncertainty and the Pri…The Origin of Diversification: An Evolutionary Theory (2017)The Origin of Diversification…Naive Diversification Preferences and their Representation (2016)Naive Diversification Prefere…Semivariance decomposition of country-level returns (2011)Semivariance decomposition of…Differences of Opinion and International Equity Markets (2011)Differences of Opinion and In…Differences of Opinion and International Equity Markets (2011)Differences of Opinion and In…Differences of Opinion and International Equity Markets (2011)Differences of Opinion and In…The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market (2007)The cross-sectional relations…Information transmission between the NASDAQ and Asian second board markets (2004)Information transmission betw…The contribution of emerging markets in international diversification strategies (1998)The contribution of emerging …Volatility Spillovers Across the Tasman (1996)Volatility Spillovers Across …The Internationalisation of the Pakistani Stock Market: An Empirical Investigation (1993)The Internationalisation of t…International investment diversification before and after the October 19, 1987 stock market crisis (1991)International investment dive…A Model of Firm Valuation With Exchange Exposure (1986)A Model of Firm Valuation Wit…Exchange Rate Systems and International Capital Market Integration (1980)Exchange Rate Systems and Int…The integration of National financial markets: A review of theory and findings (1978)The integration of National f…Liquidity Preference as Behavior Towards Risk (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)Why Not Diversify Internationally Rather Than Domestically? (1974)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)International comovement of stock market returns: A wavelet analysis (2009)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)International Portfolio Investment: Theory, Evidence, and Institutional Framework (2001)Are the China-related stock markets segmented with both world and regional stock markets? (2006)The 101 Ways to Measure Portfolio Performance (2009)Portfolio Selection (1952)The Behavior of Stock-Market Prices (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model (1999)Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection (2009)Islamic equity market integration and volatility spillover between emerging and US stock markets (2014)An equilibrium model of the international capital market (1974)Stock Returns, Real Activity, Inflation, and Money (1981)International Portfolio Choice and Corporation Finance: A Synthesis (1983)Market segmentation and the valuation of closed-end country funds: An empirical analysis (1996)How knowledge and uncertainty affect strategic international business investment decisions: Implications for cross-border mergers and acquisitions (2021)Internationalization through foreign listing: A review and future research agenda (2021)Market and Industry Factors in Stock Price Behavior (1966)ON THE ASSESSMENT OF RISK (1971)Corporate International Diversification and Market Assigned Measures of Risk and Diversification (1975)The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control (1989)International Listings of Stocks: The Case of Canada and the U.S. (1993)Expected stock returns and volatility (1987)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Identifying the Source of Mean and Volatility Spillovers in Irish Equities: A Multivariate GARCH Analysis* (1998)Stock Market Linkages in Emerging Asia-Pacific Markets (2013)Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach (2021)Macroeconomics and Reality (1980)Continuous Auctions and Insider Trading (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Portfolio implications of systemic crises (2005)Volatility Transmission Models: A Survey (2005)The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies (2020)Comovement of International Equity Markets: A Taxonomic Approach (1976)The Intertemporal Relation Between the U. S. and Japanese Stock Markets (1990)Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle (2000)The international transmission of stock market fluctuation between the developed markets and the Asian—Pacific markets (1992)Common trends and convergence? South East Asian equity markets, 1988–1999 (2002)A World Culture of Schooling? (2003)Structural Equivalence and International Conflict (2006)“Mathematical knowledge for teaching”: adapting U.S. measures for use in Ireland (2008)
this work references cited by second hop

References

  • 1970International Diversification of Investment Portfolios1,130 cited
  • 1974WORLD, NATIONAL, AND INDUSTRY FACTORS IN EQUITY RETURNS303 cited
  • 1973ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES —IMPLICATIONS FOR PORTFOLIO SELECTION280 cited
  • 1971THE INTERDEPENDENCE OF INTERNATIONAL EQUITY MARKETS228 cited
  • 1973Systematic Elements in the Linkage of National Stock Market Indices216 cited
  • 1958Germany and Japan147 cited
  • 1973FRENCH MUTUAL FUND PERFORMANCE: EVALUATION OF INTERNATIONALLY‐DIVERSIFIED PORTFOLIOS71 cited

Cited by

  • 2004Information transmission between the NASDAQ and Asian second board markets55 cited
  • 1986A Model of Firm Valuation With Exchange Exposure55 cited
  • 1996Volatility Spillovers Across the Tasman44 cited
  • 2011Differences of Opinion and International Equity Markets31 cited
  • 1978The integration of National financial markets: A review of theory and findings27 cited
  • 2011Differences of Opinion and International Equity Markets26 cited
  • 1991International investment diversification before and after the October 19, 1987 stock market crisis22 cited
  • 1998The contribution of emerging markets in international diversification strategies

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21 cited
  • 1980Exchange Rate Systems and International Capital Market Integration20 cited
  • 2007The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market19 cited
  • 1993The Internationalisation of the Pakistani Stock Market: An Empirical Investigation18 cited
  • 2011Differences of Opinion and International Equity Markets18 cited
  • 2011Semivariance decomposition of country-level returns17 cited
  • 2017The Origin of Diversification: An Evolutionary Theory1 cited
  • 2016Naive Diversification Preferences and their Representation0 cited
  • 2019Naive Uncertainty and the Principle of Indifference0 cited