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Size matters: The impact of financial liberalization on individual firms
16 references·5 citing·35 second hop
Size matters: The impact of financial liberalization on individual firms (2006)Size matters: The impact of financial lib…Does financial liberalization spur growth? (2005)Does financial liberalization…Extreme Correlation of International Equity Markets (2001)Extreme Correlation of Intern…Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Stock Market Liberalization, …Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…Trying to Explain Home Bias in Equities and Consumption (1999)Trying to Explain Home Bias i…GOLBALIZATION, CORPORATE FINANCE, AND THE COST OF CAPITAL (1999)GOLBALIZATION, CORPORATE FINA…Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Why is there a home bias? An …Emerging equity market volatility (1997)Emerging equity market volati…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Investor Diversification and International Equity Markets (1991)Investor Diversification and …Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Expected stock returns and volatility (1987)Expected stock returns and vo…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Do Demand Curves for Stocks Slope Down? (1986)Do Demand Curves for Stocks S…Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil (2017)Stock market integration, cos…Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets (2015)Does PIN measure information?…Studies of Equity Returns in Emerging Markets: A Literature Review (2014)Studies of Equity Returns in …The effect of financial liberalization on stock-return volatility in GCC markets (2011)The effect of financial liber…European Union enlargement and equity markets in accession countries (2006)European Union enlargement an…Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Illiquidity and stock returns: cross-section and time-series effects (2002)Multivariate GARCH models: a surveyConditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)International Asset Allocation With Regime Shifts (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Extreme Values, Regular Variation and Point Processes (1987)Modelling Extremal Events (1997)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)ARCH modeling in finance (1992)On the mechanics of economic development (1988)Legal Determinants of External Finance (1997)Law and Finance (1998)Financial Globalization: A Reappraisal (2006)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)On the Impossibility of Informationally Efficient Markets (1980)Familiarity Breeds Investment (2001)The determinants of cross-border equity flows (2004)Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric correlations of equity portfolios (2002)Individualism and Momentum around the World (2010)
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References

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  • 1987Expected stock returns and volatility4,147 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 2001Extreme Correlation of International Equity Markets2,608 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 2005Does financial liberalization spur growth?2,011 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
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  • 1997Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan1,542 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 2000Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices1,385 cited
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  • 1999GOLBALIZATION, CORPORATE FINANCE, AND THE COST OF CAPITAL1,264 cited
  • 1989

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Why Does Stock Market Volatility Change Over Time?
1,209 cited

Cited by

  • 2006European Union enlargement and equity markets in accession countries42 cited
  • 2017Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil28 cited
  • 2014Studies of Equity Returns in Emerging Markets: A Literature Review28 cited
  • 2011The effect of financial liberalization on stock-return volatility in GCC markets26 cited
  • 2015Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets24 cited