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• 1994Does industrial structure explain the benefits of international diversification?746 cited
• 1993International stock market linkages: Evidence from the pre- and post-October 1987 period561 cited
• 2003The Finite Moment Log Stable Process and Option Pricing517 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.1444 cited
• 2005Financial Integration and the Wealth Effect of Exchange Rate Fluctuations64 cited
• 1999Macroeconomic determinants of long-term stock market comovements among major EMS countries63 cited
• 2000International acquisitions and shareholder wealth Evidence from the Netherlands53 cited
• 1997Co-movements of major European community stock markets: A vector autoregression analysis46 cited
• 1993Multinationals in a Changing World Economy: Whither the Nation-State?46 cited