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Some tests of international equity integration · Study

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ArticleSome tests of international equity integration

Simon M. Wheatley1988

Article1988

Some tests of international equity integration

Simon M. Wheatley

214 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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References

1973An Intertemporal Capital Asset Pricing Model 1985The equity premium: A puzzle 1978Asset Prices in an Exchange Economy 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory 1963Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities 1976The Valuation of Uncertain Income Streams and the Pricing of Options

Cited by

1989Capital Controls and International Capital Market Segmentation: The Evidence from the Japanese and American Stock Markets 1990International Investment Restrictions and Closed‐End Country Fund Prices 1995Measurement of Market Integration and Arbitrage 1996Measuring International Economic Linkages with Stock Market Data 1993A New Approach to International Arbitrage Pricing

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1995Chapter 37 Puzzles in international financial marketschapter · 15 shared references 1995Chapter 5 Theory and empirical testing of asset pricing modelschapter · 14 shared references 2011Global Asset Pricingreview · 13 shared references 2007International asset pricing under segmentation and PPP deviationsarticle · 13 shared references 1992Tests of integration, mild segmentation and segmentation hypothesesarticle · 11 shared references 19961 Econometric evaluation of asset pricing modelschapter · 11 shared references

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Year1988

Typearticle

Published1988-09-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations214

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0304-405x(88)90060-8

openalex_workW2072590103

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1994

International Portfolio Choice and Asset Pricing: An Integrative Survey

1992Tests of integration, mild segmentation and segmentation hypotheses

2007Market integration and contagion: Evidence from Asian emerging stock and foreign exchange markets