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An Intertemporal Model of International Capital Market Segmentation
16 references·6 citing·49 second hop
An Intertemporal Model of International Capital Market Segmentation (1996)An Intertemporal Model of International C…Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence (1995)Foreign Equity Investment Res…International Risk Sharing and Economic Growth (1994)International Risk Sharing an…Learning by Doing and the Dynamic Effects of International Trade (1991)Learning by Doing and the Dyn…Human Capital, Product Quality, and Growth (1991)Human Capital, Product Qualit…Commodity trade and international risk sharing (1991)Commodity trade and internati…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Commodity Trade and International Risk Sharing: How Much Do Financial Markets Matter? (1989)Commodity Trade and Internati…Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market (1989)Asset Pricing in Partially Se…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership (1986)A Model of International Asse…International Asset Pricing under Mild Segmentation: Theory and Test (1985)International Asset Pricing u…On the Effects of Barriers to International Investment (1981)On the Effects of Barriers to…Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Temporal Resolution of Uncert…A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis (1978)A New Representation of Prefe…On the optimality of equilibrium when the market structure is incomplete (1975)On the optimality of equilibr…International capital market equilibrium with investment barriers (1974)International capital market …Time varying international financial integration for GCC stock markets (2016)Time varying international fi…Why High Leverage is Optimal for Banks (2013)Why High Leverage is Optimal …International Capital Asset Pricing: Evidence from Options (2006)International Capital Asset P…Home bias and international capital asset pricing model with human capital (2001)Home bias and international c…Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods (1999)Global Diversification, Growt…Information Asymmetry, Market Segmentation, and the Pricing of Cross-Listed Shares: Theory and Evidence from Chinese a and B Shares (1998)Information Asymmetry, Market…A New Approach to Consumer Theory (1976)On the mechanics of economic development (1988)Threshold Externalities in Economic Development (1990)Learning by Doing and the Choice of Technology (1996)Slow Convergence? 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References

  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory1,822 cited
  • 1991Learning by Doing and the Dynamic Effects of International Trade1,336 cited
  • 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
  • 1975On the optimality of equilibrium when the market structure is incomplete746 cited
  • 1981On the Effects of Barriers to International Investment699 cited
  • 1989Commodity Trade and International Risk Sharing: How Much Do Financial Markets Matter?648 cited
  • 1974International capital market equilibrium with investment barriers551 cited
  • 1991Human Capital, Product Quality, and Growth494 cited
  • 1991Commodity trade and international risk sharing476 cited
  • 1994International Risk Sharing and Economic Growth383 cited
  • 1986A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership349 cited
  • 1989Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market273 cited
  • 1995Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence

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254 cited
  • 1978A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis217 cited
  • Cited by

    • 1999Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods45 cited
    • 1998Information Asymmetry, Market Segmentation, and the Pricing of Cross-Listed Shares: Theory and Evidence from Chinese a and B Shares45 cited
    • 2016Time varying international financial integration for GCC stock markets43 cited
    • 2001Home bias and international capital asset pricing model with human capital33 cited
    • 2013Why High Leverage is Optimal for Banks30 cited
    • 2006International Capital Asset Pricing: Evidence from Options29 cited