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Correlations, trades and stock returns of the Pacific-Basin markets
11 references·16 citing·36 second hop
Correlations, trades and stock returns of the Pacific-Basin markets (1997)Correlations, trades and stock returns of…Emerging equity market volatility (1997)Emerging equity market volati…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Predictable Risk and Returns in Emerging Markets (1995)Predictable Risk and Returns …Predictable Risk and Returns in Emerging Markets (1994)Predictable Risk and Returns …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…The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns (1991)The Effect of Volatility Chan…Financial Investment Opportunities and the Macroeconomy (1991)Financial Investment Opportun…Financial Investment Opportunities and the Macroeconomy (1991)Financial Investment Opportun…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach (2019)Stock Market Integration of P…Globalization and Asset Returns (2016)Globalization and Asset Retur…Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia (2016)Economic integration and stoc…The transmission of market shocks and bilateral linkages: Evidence from emerging economies (2015)The transmission of market sh…Correlation Dynamics and Determinants in International Securitized Real Estate Markets (2015)Correlation Dynamics and Dete…An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries (2015)An analysis of returns and vo…Emerging Equity Market Comovements: Trends and Macroeconomic Fundamentals (2014)Emerging Equity Market Comove…Stock Market Comovements and Industrial Structure (2013)Stock Market Comovements and …The impact of China's stock market reforms on its international stock market linkages (2012)The impact of China's stock m…Time-varying integration, interdependence and contagion (2010)Time-varying integration, int…Does trade matter for stock market integration? (2010)Does trade matter for stock m…Home Bias Revisited (2009)Home Bias RevisitedIntra- and inter-regional spillovers between emerging capital markets around the world (2006)Intra- and inter-regional spi…Equity market integration in Latin America: A time-varying integration score analysis (2004)Equity market integration in …Market Integration and Contagion (2002)Market Integration and Contag…Stock Prices and Exchange Rate Dynamics (2000)Stock Prices and Exchange Rat…MONEY, INCOME, AND CAUSALITY (1972)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Risk, Return, and Equilibrium: Empirical Tests (1973)Stock returns and the weekend effect (1980)Generalized autoregressive conditional heteroskedasticity (1986)Market Integration and Investment Barriers in Emerging Equity Markets (1995)Striking oil: Another puzzle? (2008)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Industry costs of equity (1997)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)The Risk and Predictability of International Equity Returns (1993)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Common Risk Factors in Currency Markets (2011)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric correlations of equity portfolios (2002)Individualism and Momentum around the World (2010)What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Oil prices and the stock prices of alternative energy companies (2007)Local Return Factors and Turnover in Emerging Stock Markets (1999)A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)Political connections and the cost of equity capital (2012)Time-Varying Expected Small Firm Returns and Closed-End Fund Discounts (1996)Stock prices and domestic and international macroeconomic activity: a cointegration approach (2000)The effect of macroeconomic news on stock returns: New evidence from newspaper coverage (2011)
this work references cited by second hop

References

  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1997Emerging equity market volatility1,703 cited
  • 1991The World Price of Covariance Risk1,139 cited
  • 1994Predictable Risk and Returns in Emerging Markets1,042 cited
  • 1995Predictable Risk and Returns in Emerging Markets982 cited
  • 1991Financial Investment Opportunities and the Macroeconomy844 cited
  • 1992Industrial Structure and the Comparative Behavior of International Stock Market Indices662 cited
  • 1991Financial Investment Opportunities and the Macroeconomy225 cited
  • 1991The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns169 cited

Cited by

  • 2010Time-varying integration, interdependence and contagion95 cited
  • 2006Intra- and inter-regional spillovers between emerging capital markets around the world93 cited
  • 2002Market Integration and Contagion93 cited
  • 2016Globalization and Asset Returns87 cited

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2015
An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries
82 cited
  • 2000Stock Prices and Exchange Rate Dynamics74 cited
  • 2009Home Bias Revisited71 cited
  • 2004Equity market integration in Latin America: A time-varying integration score analysis62 cited
  • 2016Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia54 cited
  • 2014Emerging Equity Market Comovements: Trends and Macroeconomic Fundamentals54 cited
  • 2019Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach52 cited
  • 2010Does trade matter for stock market integration?49 cited
  • 2012The impact of China's stock market reforms on its international stock market linkages40 cited
  • 2013Stock Market Comovements and Industrial Structure38 cited
  • 2015The transmission of market shocks and bilateral linkages: Evidence from emerging economies35 cited
  • 2015Correlation Dynamics and Determinants in International Securitized Real Estate Markets30 cited