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MARKET SEGMENTATION AND INTERNATIONAL ASSET PRICES: EVIDENCE FROM THE LISTING OF WORLD EQUITY BENCHMARK SHARES
15 references·3 citing·47 second hop
MARKET SEGMENTATION AND INTERNATIONAL ASSET PRICES: EVIDENCE FROM THE LISTING OF WORLD EQUITY BENCHMARK SHARES (2001)MARKET SEGMENTATION AND INTERNATIONAL ASS…Stock Market Openings: Experience of Emerging Economies (2000)Stock Market Openings: Experi…The market reaction to international cross-listings: evidence from Depositary Receipts (1999)The market reaction to intern…The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States (1999)The Effects of Market Segment…The Pricing of Country Funds from Emerging Markets: Theory and Evidence (1998)The Pricing of Country Funds …Costly Arbitrage: Evidence from Closed-End Funds (1996)Costly Arbitrage: Evidence fr…Closed-end Country Funds and U.S. Market Sentiment (1995)Closed-end Country Funds and …Foreign ownership restrictions and stock prices in the Thai capital market (1994)Foreign ownership restriction…The Risk and Predictability of International Equity Returns (1993)The Risk and Predictability o…Investor Sentiment and the Closed‐End Fund Puzzle (1991)Investor Sentiment and the Cl…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Intertemporal asset pricing (1990)Intertemporal asset pricingInternational Investment Restrictions and Closed‐End Country Fund Prices (1990)International Investment Rest…Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market (1989)Asset Pricing in Partially Se…A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership (1986)A Model of International Asse…Measuring security price performance (1980)Measuring security price perf…On the dynamics of tracking indices by exchange traded funds in the presence of high volatility (2012)On the dynamics of tracking i…The comparative role of iShares and country funds in internationally diversified portfolios (2009)The comparative role of iShar…Impact of ETF inception on the valuation and trading of component stocks (2008)Impact of ETF inception on th…An Intertemporal Capital Asset Pricing Model (1973)Expected stock returns and volatility (1987)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Industry costs of equity (1997)Capital markets research in accounting (2001)Liquidity Risk and Expected Stock Returns (2003)Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Using daily stock returns (1985)Foreign Speculators and Emerging Equity Markets (2000)Does financial liberalization spur growth? (2005)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Financial Globalization: A Reappraisal (2006)American Economic Review (2019)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Noise Trader Risk in Financial Markets (1990)A model of investor sentiment / (1997)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The General Theory of Employment, Interest and Money. (1936)The Limits of Arbitrage (1995)The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data (1996)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Risk, Return, and Equilibrium: Empirical Tests (1973)Event Studies in Economics and Finance (1997)Introductory Econometrics for Finance (2008)Risk measurement when shares are subject to infrequent trading (1979)Investor Psychology and Asset Pricing (2001)Chapter 18 A survey of behavioral finance (2003)Retail Investor Sentiment and Return Comovements (2006)Asset pricing and the bid-ask spread (1986)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The New Issues Puzzle (1995)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Theory of the Term Structure of Interest Rates (1985)Time-Varying World Market Integration (1995)The Conditional CAPM and the Cross-Section of Expected Returns (1996)Value versus Growth: The International Evidence (1998)The Equity Share in New Issues and Aggregate Stock Returns (2000)Sports Sentiment and Stock Returns (2007)Individual Investor Trading and Stock Returns (2008)
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References

  • 1980Measuring security price performance3,370 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle2,004 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 1993The Risk and Predictability of International Equity Returns1,065 cited
  • 1999The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States1,055 cited
  • 1996Costly Arbitrage: Evidence from Closed-End Funds801 cited
  • 1999The market reaction to international cross-listings: evidence from Depositary Receipts720 cited
  • 1990Intertemporal asset pricing598 cited
  • 2000Stock Market Openings: Experience of Emerging Economies557 cited
  • 1995Closed-end Country Funds and U.S. Market Sentiment358 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
  • 1994Foreign ownership restrictions and stock prices in the Thai capital market265 cited
  • 1990International Investment Restrictions and Closed‐End Country Fund Prices206 cited
  • 1998The Pricing of Country Funds from Emerging Markets: Theory and Evidence

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Cited by

  • 2012On the dynamics of tracking indices by exchange traded funds in the presence of high volatility27 cited
  • 2009The comparative role of iShares and country funds in internationally diversified portfolios26 cited
  • 2008Impact of ETF inception on the valuation and trading of component stocks26 cited