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Emerging stock markets
11 references·16 citing·39 second hop
Emerging stock markets (1993)Emerging stock marketsHow to Rate Management of Investment Funds (2012)How to Rate Management of Inv…Security analysis and portfolio management (1990)Security analysis and portfol…Pacific-basin capital markets research (1990)Pacific-basin capital markets…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Optimal international asset allocation (1982)Optimal international asset a…Gains from Portfolio Diversification into Less Developed Countries' Securities (1977)Gains from Portfolio Diversif…World, Country, and Industry Relationships in Equity Returns: Implications for Risk Reduction through International Diversification (1976)World, Country, and Industry …Why Not Diversify Internationally Rather Than Domestically? (1974)Why Not Diversify Internation…RISK, THE PRICING OF CAPITAL ASSETS, AND THE EVALUATION OF INVESTMENT PORTFOLIOS* (1969)RISK, THE PRICING OF CAPITAL …Risk, the Pricing of Capital Assets, and the Evaluation of Investment Portfolios (1969)Risk, the Pricing of Capital …Mutual Fund Performance (1966)Mutual Fund PerformanceThe Causal Relationship between Exchange Rates and Stock Prices in Kenya (2012)The Causal Relationship betwe…Black Economic Empowerment Transactions in South Africa: Understanding When Corporate Social Responsibility May Create or Destroy Value (2011)Black Economic Empowerment Tr…Stock Returns and Volatility: Evidence from Select Emerging Markets (2009)Stock Returns and Volatility:…Random walk tests for the Lisbon stock market (2009)Random walk tests for the Lis…The Determinants of Stock Market Development in Emerging Economies (2008)The Determinants of Stock Mar…Share Prices and Macroeconomic Variables in India: An Approach to Investigate the Relationship Between Stock Markets and Economic Growth (2008)Share Prices and Macroeconomi…On the duration of the financial system stability under liberalization (2006)On the duration of the financ…Emerging stock markets: a more realistic assessment of the gains from diversification (2002)Emerging stock markets: a mor…Short-term and long-term linkages among the Colombian capital market indexes (2001)Short-term and long-term link…Emerging Market Makers: The Power of Institutional Investors (2001)Emerging Market Makers: The P…Using a portfolio management game (Finesse) to teach finance (2000)Using a portfolio management …The performance of initial public offerings in the Mexican stock market, 1987–1993 (2000)The performance of initial pu…The integration of the Pakistani equity market with international equity markets: an investigation (2000)The integration of the Pakist…Long run underperformance of initial public offerings: an explanation; (2000)Long run underperformance of …Price effects of stock market liberalization in Taiwan (1997)Price effects of stock market…Cross‐Country Listing and Trading Volume: Evidence from the Toronto and Vancouver Stock Exchanges (1997)Cross‐Country Listing and Tra…Liquidity Preference as Behavior Towards Risk (1958)Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)The Transmission of U.S. Election Cycles to International Stock Returns (1997)Client-Following and Market-Seeking Strategies in the Internationalization of Service Firms (1998)Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets (2019)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Econometric Models and Economic Forecasts (1990)The valuation accuracy of equity valuation using a combination of multiples (2006)Are candlestick technical trading strategies profitable in the Japanese equity market? (2007)Why finance theory fails to survive contact with the real world: A fund manager perspective (2013)Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)International Diversification of Investment Portfolios (1970)Does industrial structure explain the benefits of international diversification? (1994)Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)An Engine, Not a Camera (2006)Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (1985)Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (1987)The Financial Performance of a Socially Responsible Investment Over Time and a Possible Link with Corporate Social Responsibility (2005)Massaging Mean-Variance Inputs: Returns from Alternative Global Investment Strategies in the 1980s (1993)International Portfolio Investment: Theory, Evidence, and Institutional Framework (2001)Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit? (2005)Assessing international diversification of West German corporations (1987)International Listings of Stocks: The Case of Canada and the U.S. (1993)Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle (2000)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)Gaussian Estimation of Single-Factor Continuous Time Models of The Term Structure of Interest Rates (1997)Book-to-market, firm size, and the turn-of-the-year effect: Evidence from Pacific-Basin emerging markets (1998)The effect of alliance experience and intellectual capital on the value creation of international strategic alliances (2006)
this work references cited by second hop

References

  • 1986Economic Forces and the Stock Market5,258 cited
  • 1966Mutual Fund Performance3,932 cited
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 1974Why Not Diversify Internationally Rather Than Domestically?899 cited
  • 1976World, Country, and Industry Relationships in Equity Returns: Implications for Risk Reduction through International Diversification294 cited
  • 1990Pacific-basin capital markets research232 cited
  • 1969Risk, the Pricing of Capital Assets, and the Evaluation of Investment Portfolios151 cited
  • 1977Gains from Portfolio Diversification into Less Developed Countries' Securities127 cited
  • 1982Optimal international asset allocation76 cited
  • 1990Security analysis and portfolio management64 cited
  • 1969RISK, THE PRICING OF CAPITAL ASSETS, AND THE EVALUATION OF INVESTMENT PORTFOLIOS*55 cited

Cited by

  • 2012The Causal Relationship between Exchange Rates and Stock Prices in Kenya50 cited
  • 2001Emerging Market Makers: The Power of Institutional Investors40 cited
  • 2009Random walk tests for the Lisbon stock market39 cited
  • 2001Short-term and long-term linkages among the Colombian capital market indexes

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38 cited
  • 2000Using a portfolio management game (Finesse) to teach finance32 cited
  • 2000Long run underperformance of initial public offerings: an explanation;31 cited
  • 1997Cross‐Country Listing and Trading Volume: Evidence from the Toronto and Vancouver Stock Exchanges29 cited
  • 1997Price effects of stock market liberalization in Taiwan27 cited
  • 2011Black Economic Empowerment Transactions in South Africa: Understanding When Corporate Social Responsibility May Create or Destroy Value26 cited
  • 2008Share Prices and Macroeconomic Variables in India: An Approach to Investigate the Relationship Between Stock Markets and Economic Growth25 cited
  • 2006On the duration of the financial system stability under liberalization25 cited
  • 2009Stock Returns and Volatility: Evidence from Select Emerging Markets22 cited
  • 2000The performance of initial public offerings in the Mexican stock market, 1987–199322 cited
  • 2000The integration of the Pakistani equity market with international equity markets: an investigation21 cited
  • 2008The Determinants of Stock Market Development in Emerging Economies20 cited
  • 2002Emerging stock markets: a more realistic assessment of the gains from diversification18 cited