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Industrial Structure and the Comparative Behavior of International Stock Market Indices

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2004A Decomposition of Global Linkages in Financial Markets Over Time413 cited

1994Hourly volatility spillovers between international equity markets389 cited

1998Another look at the role of the industrial structure of markets for international diversification strategies1We are especially grateful to Pat Casey and Virge Cavalli at Dow Jones for providing the Dow Jones World Stock Index data and for their assistance with numerous queries. We gratefully acknowledge the comments of Geert Bekaert, William Brigham, Shane Corwin, Steve Foerster, Jeff Harris, Steve Heston, Ajay Khorana, David Mayers, John Persons, René Stulz, and particularly, the referee (Geert Rouwenhorst) and editor (John Long). We also thank participants at the University of Alberta, University of Toronto and Ohio State University, the 1996 UBC Global Investment Conference (Whistler), 1996 International Finance Conference (Georgia Tech), 1996 Western Finance Association Conference, and 1996 Financial Management Association Conference for helpful suggestions. Karolyi thanks the Dice Center for Financial Economics and the Social Sciences and Humanities Research Council of Canada for financial support.1377 cited

1996The Impact of Industry Classifications on Financial Research377 cited

2001International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns363 cited

2003Chapter 16 Are financial assets priced locally or globally?321 cited