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The impact of international listings on risk
14 references·12 citing·43 second hop
The impact of international listings on risk (1990)The impact of international listings on r…Corporate Control, Insider Trading, and Rates of Return (2016)Corporate Control, Insider Tr…International Listings and Stock Returns: Some Empirical Evidence (1988)International Listings and St…The Stock Price Impacts of Overseas Listings (1987)The Stock Price Impacts of Ov…Asset Pricing and Dual Listing on Foreign Capital Markets: A Note (1987)Asset Pricing and Dual Listin…International Arbitrage Pricing Theory: An Empirical Investigation (1986)International Arbitrage Prici…Integration vs. Segmentation in the Canadian Stock Market (1986)Integration vs. Segmentation …Economic Forces and the Stock Market (1986)Economic Forces and the Stock…International Asset Pricing under Mild Segmentation: Theory and Test (1985)International Asset Pricing u…International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Choic…On the Effects of Barriers to International Investment (1981)On the Effects of Barriers to…Multinationals are Poor Tools for Diversification (1978)Multinationals are Poor Tools…Market Imperfections, Capital Market Equilibrium and Corporation Finance (1977)Market Imperfections, Capital…MARKET IMPERFECTIONS, CAPITAL MARKET EQUILIBRIUM AND CORPORATION FINANCE (1977)MARKET IMPERFECTIONS, CAPITAL…THE RELATIONS AMONG EQUITY MARKETS: A STUDY OF SHARE PRICE CO‐MOVEMENTS IN THE UNITED STATES, UNITED KINGDOM, GERMANY AND JAPAN (1972)THE RELATIONS AMONG EQUITY MA…The effect of financial liberalization on stock-return volatility in GCC markets (2011)The effect of financial liber…Do International Cross-Listings Still Matter? (2010)Do International Cross-Listin…Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection (2004)Are There Permanent Valuation…Returns on ADRs and arbitrage in emerging markets (2003)Returns on ADRs and arbitrage…Return and volatility behavior of dually-traded stocks: the case of Hong Kong (2002)Return and volatility behavio…Return behavior and pricing of American depositary receipts (2000)Return behavior and pricing o…The impact of listing Latin American ADRs on the risks and returns of the underlying shares (1999)The impact of listing Latin A…Valuation effects of foreign divestitures (1998)Valuation effects of foreign …What Happens to Stocks that List Shares Abroad? A Survey of the Evidence and its Managerial Implications (1997)What Happens to Stocks that L…A survey of evidence on domestic and international stock exchange listings with implications for markets and managers (1996)A survey of evidence on domes…International listings and risk (1993)International listings and ri…Valuation effects of international listings (1992)Valuation effects of internat…TAXES, MARKET VALUATION AND CORPORATE FINANCIAL POLICY (1970)International capital market equilibrium with investment barriers (1974)The effects of dividend yield and dividend policy on common stock prices and returns (1974)Multimarket trading and liquidity: a transaction data analysis of Canada–US interlistings (1998)The Long-Run Performance of Global Equity Offerings (2000)The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom (2004)Capital Market Equilibrium with Restricted Borrowing (1972)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)An Information Based Explanation of the Domestic Bias in International Equity Investment (1993)International Cross‐Listing and Order Flow Migration: Evidence from an Emerging Market (1998)Common and fundamental factors in stock returns of Canadian oil and gas companies (2006)An Intertemporal Capital Asset Pricing Model (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)International Corporate Diversification, Market Valuation, and Size- Adjusted Evidence (1984)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Time‐Varying World Market Integration (1995)Value versus Growth: The International Evidence (1998)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)The cost of capital, corporation finance and the theory of investment (2008)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Measuring security price performance (1980)Information Effects on the Bid-Ask Spread (1983)Market Segmentation and the Cost of Capital in International Equity Markets (2000)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)An Empirical Investigation of International Asset Pricing (1989)Capital Controls and International Capital Market Segmentation: The Evidence from the Japanese and American Stock Markets (1989)Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle (2000)An equilibrium model of the international capital market (1974)Foundations of Finance. (1977)The market reaction to international cross-listings: evidence from Depositary Receipts (1999)Emerging markets finance (2003)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)Portfolio Selection: Efficient Diversification of Investments (1959)Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Assessing international diversification of West German corporations (1987)Evolution in dynamic linkages across daily national stock indexes (1991)Common Volatility in International Equity Markets (1993)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)
this work references cited by second hop

References

  • 1986Economic Forces and the Stock Market5,258 cited
  • 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
  • 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
  • 1981On the Effects of Barriers to International Investment699 cited
  • 1986Integration vs. Segmentation in the Canadian Stock Market439 cited
  • 1987Asset Pricing and Dual Listing on Foreign Capital Markets: A Note325 cited
  • 1988International Listings and Stock Returns: Some Empirical Evidence323 cited
  • 1972THE RELATIONS AMONG EQUITY MARKETS: A STUDY OF SHARE PRICE CO‐MOVEMENTS IN THE UNITED STATES, UNITED KINGDOM, GERMANY AND JAPAN291 cited
  • 1986International Arbitrage Pricing Theory: An Empirical Investigation255 cited
  • 1977MARKET IMPERFECTIONS, CAPITAL MARKET EQUILIBRIUM AND CORPORATION FINANCE239 cited
  • 1977Market Imperfections, Capital Market Equilibrium and Corporation Finance199 cited
  • 2016Corporate Control, Insider Trading, and Rates of Return189 cited
  • 1978Multinationals are Poor Tools for Diversification184 cited
  • 1987The Stock Price Impacts of Overseas Listings98 cited

Cited by

  • 2002Return and volatility behavior of dually-traded stocks: the case of Hong Kong

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69 cited
  • 2000Return behavior and pricing of American depositary receipts60 cited
  • 2003Returns on ADRs and arbitrage in emerging markets57 cited
  • 1997What Happens to Stocks that List Shares Abroad? A Survey of the Evidence and its Managerial Implications49 cited
  • 2004Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection37 cited
  • 1993International listings and risk36 cited
  • 1999The impact of listing Latin American ADRs on the risks and returns of the underlying shares34 cited
  • 2010Do International Cross-Listings Still Matter?31 cited
  • 1998Valuation effects of foreign divestitures30 cited
  • 1996A survey of evidence on domestic and international stock exchange listings with implications for markets and managers29 cited
  • 1992Valuation effects of international listings26 cited
  • 2011The effect of financial liberalization on stock-return volatility in GCC markets26 cited