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Session Topic: Capital Asset Pricing Models in an International Context

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References

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1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*2,451 cited
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1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows1,025 cited
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1973A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL563 cited

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1974WORLD, NATIONAL, AND INDUSTRY FACTORS IN EQUITY RETURNS303 cited
1989The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control302 cited
2001Selecting macroeconomic variables as explanatory factors of emerging stock market returns

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279 cited

1989Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market273 cited

1983International Arbitrage Pricing Theory264 cited

1986International Arbitrage Pricing Theory: An Empirical Investigation255 cited

1988Some tests of international equity integration214 cited

1995Chapter 37 Puzzles in international financial markets213 cited

1989Capital Controls and International Capital Market Segmentation: The Evidence from the Japanese and American Stock Markets212 cited

1990International Investment Restrictions and Closed‐End Country Fund Prices206 cited

1996Exchange rate variability and the riskiness of U.S. multinational firms: Evidence from the breakdown of the Bretton Woods system206 cited

2003International equity market comovements: Economic fundamentals or contagion?201 cited

2007Unravelling financial market linkages during crises195 cited

1996Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies194 cited