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Determinants of cross-sectional stock return variations in emerging markets
16 references·0 citing·42 second hop
Determinants of cross-sectional stock return variations in emerging markets (2010)Determinants of cross-sectional stock ret…Private credit in 129 countries☆ (2007)Private credit in 129 countri…What matters for financial development? Capital controls, institutions, and interactions (2005)What matters for financial de…The great reversals: the politics of financial development in the twentieth century (2003)The great reversals: the poli…Courts (2003)CourtsInvestor Protection and Corporate Valuation (2002)Investor Protection and Corpo…Comparing financial systems (2001)Comparing financial systemsA New Database on Financial Development and Structure (1999)A New Database on Financial D…Liquidity and stock returns: An alternative test (1998)Liquidity and stock returns: …Law, Finance, and Firm Growth (1998)Law, Finance, and Firm GrowthLaw and Finance (1998)Law and FinanceLegal Determinants of External Finance (1997)Legal Determinants of Externa…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…The Relation Between Price Changes and Trading Volume: A Survey (1987)The Relation Between Price Ch…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981)STOCK PRICES, REAL ACTIVITY, …Expectations and the neutrality of money (1972)MONEY, INCOME, AND CAUSALITY (1972)Asset returns and inflation (1977)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)What Do We Know about Capital Structure? Some Evidence from International Data (1995)A Survey of Corporate Governance (1997)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Illiquidity and stock returns: cross-section and time-series effects (2002)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Credit Rationing in Markets with Imperfect Information (1981)The Economic Consequences of Legal Origins (2008)The Origins of State Capacity: Property Rights, Taxation, and Politics (2009)Financial development and innovation: Cross-country evidence (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Two new Later Stone Age sites from the Final Pleistocene in the Falémé Valley, eastern Senegal (2024)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Logic of Collective Action. (1966)Does Trade Cause Growth? (1999)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)Politically Connected Firms (2006)The Colonial Origins of Comparative Development: An Empirical Investigation: Reply (2012)Financial intermediation and growth: Causality and causes (2000)A New Measure of Financial Openness (2008)The Real Exchange Rate and Economic Growth (2008)The KOF Globalisation Index – revisited (2019)Disentangling the Incentive and Entrenchment Effects of Large Shareholdings (2002)The ultimate ownership of Western European corporations (2002)Law, Finance, and Economic Growth in China (2003)
this work references cited by second hop

References

  • 1998Law and Finance17,902 cited
  • 1992The Cross-Section of Expected Stock Returns17,320 cited
  • 1997Legal Determinants of External Finance9,776 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 2002Investor Protection and Corporate Valuation4,055 cited
  • 2003The great reversals: the politics of financial development in the twentieth century3,327 cited
  • 2007Private credit in 129 countries☆2,798 cited
  • 2005What matters for financial development? Capital controls, institutions, and interactions2,685 cited
  • 1981STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY2,632 cited
  • 1998Law, Finance, and Firm Growth2,452 cited
  • 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
  • 2001Comparing financial systems1,591 cited
  • 1998Liquidity and stock returns: An alternative test1,318 cited
  • 1999A New Database on Financial Development and Structure1,295 cited
  • 2003Courts1,224 cited

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