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Capital Market Integration and Industrial Structure: The Case of Australia, Canada and the United States
16 references·1 citing·38 second hopsampled
Capital Market Integration and Industrial Structure: The Case of Australia, Canada and the United States (2003)Capital Market Integration and Industrial…The determinants of cross-border equity flows (2004)The determinants of cross-bor…The portfolio flows of international investors (2001)The portfolio flows of intern…Familiarity Breeds Investment (2001)Familiarity Breeds InvestmentHome Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…International Portfolio Investment Flows (1997)International Portfolio Inves…Time-Varying World Market Integration (1995)Time-Varying World Market Int…Time-Varying World Market Integration (1995)Time-Varying World Market Int…Home bias and high turnover (1995)Home bias and high turnoverHome Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)Home Bias in Equity Portfolio…Does industrial structure explain the benefits of international diversification? (1994)Does industrial structure exp…Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)Industrial Structure and the …The World Price of Covariance Risk (1991)The World Price of Covariance…Investor Diversification and International Equity Markets (1991)Investor Diversification and …A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…International Asset Pricing under Mild Segmentation: Theory and Test (1985)International Asset Pricing u…The relationship between return and market value of common stocks (1981)The relationship between retu…Cost of equity for Canadian and U.S. sectors (2007)Cost of equity for Canadian a…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)International Portfolio Choice and Corporation Finance: A Synthesis (1983)OVERCOMING THE LIABILITY OF FOREIGNNESS. (1995)Investor Psychology and Asset Pricing (2001)The Geography of Investment: Informed Trading and Asset Prices (2001)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Capital Market Equilibrium with Restricted Borrowing (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)THE INDIVIDUAL INVESTOR: ATTRIBUTES AND ATTITUDES (1974)International Investment Restrictions and Closed‐End Country Fund Prices (1990)Preference and belief: Ambiguity and competence in choice under uncertainty (1991)Financial Dependence and Growth (1996)Household Finance (2006)Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Information and the Cost of Capital (2004)Increasing Returns and Economic Geography (1990)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2016)Domestic Saving and International Capital Flows (1980)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Foreign Speculators and Emerging Equity Markets (2000)Does financial liberalization spur growth? (2005)Foundations of International Macroeconomics (1997)Legal Determinants of External Finance (1997)Distance, Lending Relationships, and Competition (2005)Cultural Biases in Economic Exchange? * (2009)Gravity Equations: Workhorse,Toolkit, and Cookbook (2014)Econometric Analysis of Panel Data (2021)
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References

  • 1981The relationship between return and market value of common stocks5,999 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1995Time-Varying World Market Integration2,307 cited
  • 2001Familiarity Breeds Investment1,920 cited
  • 2004The determinants of cross-border equity flows1,793 cited
  • 1997International Portfolio Investment Flows1,305 cited
  • 1995Home bias and high turnover1,245 cited
  • 1991The World Price of Covariance Risk1,139 cited
  • 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
  • 2001The portfolio flows of international investors956 cited
  • 1994Does industrial structure explain the benefits of international diversification?746 cited
  • 1994Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium671 cited
  • 1992Industrial Structure and the Comparative Behavior of International Stock Market Indices662 cited

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1995
Time-Varying World Market Integration
594 cited

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  • 2007Cost of equity for Canadian and U.S. sectors16 cited