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International Portfolio Choice and Corporation Finance: A Synthesis
3 references·16 citing·35 second hop
International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Choice and Corpor…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…… and the Cross-Section of Expected Returns (2015)… and the Cross-Section of Ex…Size, value, and momentum in international stock returns (2012)Size, value, and momentum in …Common Risk Factors in Currency Markets (2011)Common Risk Factors in Curren…The Limits of Financial Globalization (2005)The Limits of Financial Globa…International Asset Allocation With Regime Shifts (2002)International Asset Allocatio…Trying to Explain Home Bias in Equities and Consumption (1999)Trying to Explain Home Bias i…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…Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…Value versus Growth: The International Evidence (1998)Value versus Growth: The Inte…International Portfolio Investment Flows (1997)International Portfolio Inves…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…Predictable Risk and Returns in Emerging Markets (1995)Predictable Risk and Returns …Home bias and high turnover (1995)Home bias and high turnoverPredictable Risk and Returns in Emerging Markets (1994)Predictable Risk and Returns …The Risk and Predictability of International Equity Returns (1993)The Risk and Predictability o…The World Price of Covariance Risk (1991)The World Price of Covariance…The equity premium: A puzzle (1985)Investor Diversification and International Equity Markets (1991)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)Strategic Asset Allocation (2002)Winter Blues: A SAD Stock Market Cycle (2003)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Optimum consumption and portfolio rules in a continuous-time model (1971)A Theory of the Term Structure of Interest Rates (1985)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to Measuring Financial Contagion (2003)Market Integration and Contagion (2005)How Sovereign Is Sovereign Credit Risk? (2011)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Law and Finance (1998)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Value and Momentum Everywhere (2013)Choosing factors (2018)Climate risks and market efficiency (2018)Increasing Returns and Economic Geography (1990)Investor Psychology and Asset Pricing (2001)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)Information and the Cost of Capital (2004)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Foreign Speculators and Emerging Equity Markets (2000)Does financial liberalization spur growth? (2005)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Replicating Anomalies (2018)Empirical Asset Pricing via Machine Learning (2020)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited

Cited by

  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 1998Value versus Growth: The International Evidence2,233 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 2015… and the Cross-Section of Expected Returns2,112 cited
  • 2012Size, value, and momentum in international stock returns1,822 cited
  • 2002International Asset Allocation With Regime Shifts1,779 cited
  • 1999Trying to Explain Home Bias in Equities and Consumption1,364 cited
  • 1997International Portfolio Investment Flows1,284 cited
  • 1995Home bias and high turnover1,245 cited
  • 1991The World Price of Covariance Risk1,139 cited
  • 2011Common Risk Factors in Currency Markets1,079 cited
  • 1993The Risk and Predictability of International Equity Returns1,065 cited

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1999
The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States
1,051 cited
  • 1994Predictable Risk and Returns in Emerging Markets1,042 cited
  • 2005The Limits of Financial Globalization1,039 cited
  • 1995Predictable Risk and Returns in Emerging Markets982 cited