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The precise form of financial integration: Empirical evidence for selected Asian countries
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The precise form of financial integration: Empirical evidence for selected Asian countries (2014)The precise form of financial integration…Estimation of Nonstationary Heterogeneous Panels (2007)Estimation of Nonstationary H…The Value Premium and the CAPM (2006)The Value Premium and the CAPMThe Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)The Trilemma in History: Trad…The Capital Asset Pricing Model: Theory and Evidence (2004)The Capital Asset Pricing Mod…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Forward and spot exchange rates (1984)Forward and spot exchange rat…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…The Appropriate Use of Monetary and Fiscal Policy for Internal and External Stability (1962)The Appropriate Use of Moneta…Política financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes (1962)Política financiera interna b…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)Domestic Financial Policies U…Domestic Financial Policies under Fixed and under Floating Exchange Rates (Politiques finacierieures interieures avec un systeme de taux de change fixe et avec un systeme de taux de change fluctuant) (Politica financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes) (1962)Domestic Financial Policies u…Book Reviews: Statistical Methods for Meta-Analysis Larry V. Hedges and Ingram Olkin New York: Academic Press, 1985. xxii + 369 pp (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors (2013)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Sharing rules and equilibrium in an international capital market under uncertainty (1976)Asset Prices in an Exchange Economy (1978)Information, futures prices, and stabilizing speculation (1978)Empirical exchange rate models of the seventies (1983)Dividend yields and expected stock returns (1988)Contrarian Investment, Extrapolation, and Risk (1994)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Common risk factors in the returns on stocks and bonds (1993)Capital Account Liberalization: Theory, Evidence, and Speculation (2007)Political connections and the cost of equity capital (2012)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Expectations and Exchange Rate Dynamics (1976)Exchange Rate Dynamics Redux (1995)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)
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References

  • 2003Testing for unit roots in heterogeneous panels15,744 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties13,211 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,941 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,585 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 2004The Capital Asset Pricing Model: Theory and Evidence2,277 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1962Domestic Financial Policies Under Fixed and Under Floating Exchange Rates1,426 cited
  • 1962Domestic Financial Policies under Fixed and under Floating Exchange Rates (Politiques finacierieures interieures avec un systeme de taux de change fixe et avec un systeme de taux de change fluctuant) (Politica financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes)1,040 cited
  • 2004The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility935 cited
  • 2007Estimation of Nonstationary Heterogeneous Panels822 cited
  • 1962The Appropriate Use of Monetary and Fiscal Policy for Internal and External Stability

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675 cited
  • 1962Política financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes544 cited
  • 2006The Value Premium and the CAPM519 cited
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