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Stock Market Openings: Experience of Emerging Economies
16 references·16 citing·36 second hopsampled
Stock Market Openings: Experience of Emerging Economies (2000)Stock Market Openings: Experience of Emer…American Economic Review (2019)American Economic ReviewStock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Stock Market Liberalization, …Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …Emerging equity market volatility (1997)Emerging equity market volati…Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Eco…Stock Market Development and Long-Run Growth (1996)Stock Market Development and …Financial Dependence and Growth (1996)Financial Dependence and Grow…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…ARCH modeling in finance (1992)ARCH modeling in financeInvestor 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…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Measuring security price performance (1980)Measuring security price perf…THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)THE EVOLUTION OF STOCK MARKET…Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010)Do Market Efficiency Measures…Financial Globalization, Governance, and the Evolution of the Home Bias (2009)Financial Globalization, Gove…Financial crisis and stock market efficiency: Empirical evidence from Asian countries (2007)Financial crisis and stock ma…Capital Account Liberalization: Theory, Evidence, and Speculation (2007)Capital Account Liberalizatio…Stock market liberalization and operating performance at the firm level (2006)Stock market liberalization a…Risk Sharing and Asset Prices: Evidence from a Natural Experiment (2004)Risk Sharing and Asset Prices…Equity Market Liberalization in Emerging Markets (2003)Equity Market Liberalization …Capital-Account Liberalization, the Cost of Capital, and Economic Growth (2003)Capital-Account Liberalizatio…A simple measure of the intensity of capital controls (2003)A simple measure of the inten…The dynamics of emerging market equity flows (2002)The dynamics of emerging mark…Research in emerging markets finance: looking to the future (2002)Research in emerging markets …Dating the integration of world equity markets (2002)Dating the integration of wor…Market Segmentation and the Cost of Capital in International Equity Markets (2000)Market Segmentation and the C…Globalization of Equity Markets and the Cost of Capital (1999)Globalization of Equity Marke…Market Segmentation and the Cost of Capital in International Equity Markets (1998)Market Segmentation and the C…The Pricing of Options and Corporate Liabilities (1973)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Credit Rationing in Markets with Imperfect Information (1981)A Contribution to the Empirics of Economic Growth (1992)Financial intermediation and growth: Causality and causes (2000)Finance and Growth: Theory and Evidence (2004)Law, finance, and economic growth in China (2005)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Risk, Return, and Equilibrium: Empirical Tests (1973)Using daily stock returns (1985)Event Studies in Economics and Finance (1997)Introductory Econometrics for Finance (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Expected stock returns and volatility (1987)The Cross‐Section of Volatility and Expected Returns (2006)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Specification Tests in Econometrics (1978)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Upper Echelons: The Organization as a Reflection of Its Top Managers (1984)The Relational View: Cooperative Strategy and Sources of Interorganizational Competitive Advantage (1998)The Promise of Entrepreneurship as a Field of Research (2000)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2019American Economic Review10,902 cited
  • 1996Financial Dependence and Growth8,055 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1996Stock Markets, Banks, and Economic Growth3,889 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 1980Measuring security price performance3,330 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 1997Emerging equity market volatility1,703 cited
  • 2000Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices1,385 cited

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  • 1989Why Does Stock Market Volatility Change Over Time?1,209 cited
  • 1996Stock Market Development and Long-Run Growth1,108 cited
  • Cited by

    • 2002Dating the integration of world equity markets561 cited
    • 2010Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets555 cited
    • 2007Capital Account Liberalization: Theory, Evidence, and Speculation552 cited
    • 2003A simple measure of the intensity of capital controls459 cited
    • 2002Research in emerging markets finance: looking to the future453 cited
    • 1999Globalization of Equity Markets and the Cost of Capital439 cited
    • 2010THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE408 cited
    • 1998Market Segmentation and the Cost of Capital in International Equity Markets373 cited
    • 2003Capital-Account Liberalization, the Cost of Capital, and Economic Growth353 cited
    • 2004Risk Sharing and Asset Prices: Evidence from a Natural Experiment344 cited
    • 2002The dynamics of emerging market equity flows341 cited
    • 2000Market Segmentation and the Cost of Capital in International Equity Markets318 cited
    • 2006Stock market liberalization and operating performance at the firm level278 cited
    • 2003Equity Market Liberalization in Emerging Markets261 cited
    • 2007Financial crisis and stock market efficiency: Empirical evidence from Asian countries255 cited
    • 2009Financial Globalization, Governance, and the Evolution of the Home Bias248 cited