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Global Pricing of Equity

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1995Time‐Varying World Market Integration2,152 cited
1990The Exchange-Rate Exposure of U.S. Multinationals1,149 cited
1960The financial analysts journal1,043 cited
1997International Asset Pricing and Portfolio Diversification with Time-Varying Risk812 cited
1995The World Price of Foreign Exchange Risk765 cited
1994Does industrial structure explain the benefits of international diversification?746 cited
1999How are stock prices affected by the location of trade?550 cited
2000The Increasing Importance of Industry Factors457 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
2001International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns363 cited
1997International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns

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