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Global integration and emerging stock market excess returns
16 references·1 citing·52 second hopsampled
Global integration and emerging stock market excess returns (2013)Global integration and emerging stock mar…Global market integration: An alternative measure and its application☆ (2009)Global market integration: An…Characterizing World Market Integration through Time (2007)Characterizing World Market I…International Stock Return Comovements (2005)International Stock Return Co…‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion (2005)‘Some contagion, some interde…A simple measure of the intensity of capital controls (2003)A simple measure of the inten…Research in emerging markets finance: looking to the future (2002)Research in emerging markets …Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Stock Market Liberalization, …Do stock market liberalizations cause investment booms? (2000)Do stock market liberalizatio…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Emerging equity market volatility (1997)Emerging equity market volati…Stock Market Development and Long-Run Growth (1996)Stock Market Development and …Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…Time-Varying World Market Integration (1995)Time-Varying World Market Int…Predictable Risk and Returns in Emerging Markets (1995)Predictable Risk and Returns …Market Integration and Investment Barriers in Emerging Equity Markets (1995)Market Integration and Invest…Predictable Risk and Returns in Emerging Markets (1994)Predictable Risk and Returns …On the linkages between Africa’s emerging equity markets and global markets: Evidence from fractional integration and cointegration (2018)On the linkages between Afric…A Contribution to the Theory of Economic Growth (1956)Asset pricing and the bid-ask spread (1986)Stock Markets, Banks, and Economic Growth (1996)Absorptive capacity and the effects of foreign direct investment and equity foreign portfolio investment on economic growth (2002)Emerging markets finance (2003)Chapter 8 Growth Econometrics (2005)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. 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(2005)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)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)On the mechanics of economic development (1988)Finance and Growth: Schumpeter Might Be Right (1993)FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH: ASSESSING THE EVIDENCE* (1997)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)The Theory of Economic Development (2003)Risk, Return, and Equilibrium: Empirical Tests (1973)
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References

  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 1997Emerging equity market volatility1,703 cited
  • 2000Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices1,385 cited
  • 1996Stock Market Development and Long-Run Growth1,108 cited
  • 1994Predictable Risk and Returns in Emerging Markets1,042 cited
  • 1995Predictable Risk and Returns in Emerging Markets982 cited
  • 2000Do stock market liberalizations cause investment booms?864 cited
  • 2005International Stock Return Comovements860 cited
  • 2005‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion791 cited
  • 2009Global market integration: An alternative measure and its application☆621 cited
  • 1995Market Integration and Investment Barriers in Emerging Equity Markets600 cited
  • 1995Time-Varying World Market Integration594 cited
  • 2007Characterizing World Market Integration through Time531 cited
  • 2003A simple measure of the intensity of capital controls459 cited
  • 2002

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Research in emerging markets finance: looking to the future
453 cited

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  • 2018On the linkages between Africa’s emerging equity markets and global markets: Evidence from fractional integration and cointegration22 cited