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The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control
11 references·16 citing·38 second hop
The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control (1989)The Internationalisation of Stock Markets…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Asymptotic Properties of Leas…Integration vs. Segmentation in the Canadian Stock Market (1986)Integration vs. Segmentation …EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE* (1986)EXPLORING EQUILIBRIUM RELATIO…International Asset Pricing under Mild Segmentation: Theory and Test (1985)International Asset Pricing u…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…WORLD, NATIONAL, AND INDUSTRY FACTORS IN EQUITY RETURNS (1974)WORLD, NATIONAL, AND INDUSTRY…Session Topic: Capital Asset Pricing Models in an International Context (1974)Session Topic: Capital Asset …International Diversification of Investment Portfolios (1970)International Diversification…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…The global financial crisis: An analysis of the spillover effects on African stock markets (2014)The global financial crisis: …U.S. and Latin American stock market linkages (2011)U.S. and Latin American stock…International stock market indices comovements: a new look (2011)International stock market in…International stock market linkages: Evidence from Latin America (2009)International stock market li…Stock prices and exchange rate dynamics (2005)Stock prices and exchange rat…Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets (2005)Modeling equity market integr…The Relationship Between Stock Markets Of Major Developed Countries And Asian Emerging Markets (2004)The Relationship Between Stoc…Stock market linkages in emerging markets: implications for international portfolio diversification (2004)Stock market linkages in emer…Stock Market and Foreign Exchange Market in India: Are they Related? (2004)Stock Market and Foreign Exch…International portfolio diversification to Central European stock markets (2004)International portfolio diver…Short-term and long-term price linkages between the equity markets of Australia and its major trading partners (1999)Short-term and long-term pric…Volatility spillovers across equity markets: European evidence (1998)Volatility spillovers across …Linkages between the US and European equity markets: further evidence from cointegration tests (1998)Linkages between the US and E…Testing for food market integration revisited (1997)Testing for food market integ…On market integration and liberalisation: Method and application to Ethiopia (1995)On market integration and lib…Comovements in national stock market returns: Evidence of predictability, but not cointegration (1995)Comovements in national stock…Liquidity Preference as Behavior Towards Risk (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)Why Not Diversify Internationally Rather Than Domestically? (1974)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)International comovement of stock market returns: A wavelet analysis (2009)Portfolio Selection: Efficient Diversification of Investments (1959)Does industrial structure explain the benefits of international diversification? (1994)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Trends and random walks in macroeconmic time series (1982)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)International R&D spillovers (1995)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)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Dealing with Structural Breaks (2005)Testing for Error Correction in Panel Data* (2007)Relationships among carbon emissions, economic growth, energy consumption and population growth: Testing Environmental Kuznets Curve hypothesis for Brazil, China, India and Indonesia (2016)An equilibrium model of the international capital market (1974)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Foundations of Finance. (1977)The market reaction to international cross-listings: evidence from Depositary Receipts (1999)Emerging markets finance (2003)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach (2011)Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries (2013)Downside and upside risk spillovers between exchange rates and stock prices (2015)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
  • 1970International Diversification of Investment Portfolios1,130 cited
  • 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows1,025 cited
  • 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
  • 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited
  • 1986Integration vs. Segmentation in the Canadian Stock Market439 cited
  • 1974Session Topic: Capital Asset Pricing Models in an International Context366 cited
  • 1974WORLD, NATIONAL, AND INDUSTRY FACTORS IN EQUITY RETURNS303 cited

Cited by

  • 2005Stock prices and exchange rate dynamics459 cited
  • 1995Comovements in national stock market returns: Evidence of predictability, but not cointegration265 cited
  • 2004Stock market linkages in emerging markets: implications for international portfolio diversification

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216 cited
  • 1995On market integration and liberalisation: Method and application to Ethiopia186 cited
  • 1998Volatility spillovers across equity markets: European evidence181 cited
  • 1998Linkages between the US and European equity markets: further evidence from cointegration tests180 cited
  • 2011International stock market indices comovements: a new look159 cited
  • 2004Stock Market and Foreign Exchange Market in India: Are they Related?147 cited
  • 2014The global financial crisis: An analysis of the spillover effects on African stock markets124 cited
  • 2005Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets117 cited
  • 1997Testing for food market integration revisited116 cited
  • 2004International portfolio diversification to Central European stock markets114 cited
  • 2011U.S. and Latin American stock market linkages113 cited
  • 2004The Relationship Between Stock Markets Of Major Developed Countries And Asian Emerging Markets109 cited
  • 1999Short-term and long-term price linkages between the equity markets of Australia and its major trading partners104 cited
  • 2009International stock market linkages: Evidence from Latin America103 cited