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International stock market interdependence: Are developing markets the same as developed markets?
16 references·3 citing·27 second hop
International stock market interdependence: Are developing markets the same as developed markets? (2013)International stock market interdependenc…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…Information Diffusion Effects in Individual Investors' Common Stock Purchases: Covet Thy Neighbors' Investment Choices (2007)Information Diffusion Effects…How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)How to do Xtabond2: An Introd…Rational Inattention: Beyond the Linear-Quadratic Case (2006)Rational Inattention: Beyond …What matters for financial development? Capital controls, institutions, and interactions (2005)What matters for financial de…What Matters for Financial Development? Capital Controls, Institutions, and Interactions (2005)What Matters for Financial De…Dynamic stock market integration driven by the European Monetary Union: An empirical analysis (2005)Dynamic stock market integrat…The determinants of cross-border equity flows (2004)The determinants of cross-bor…A Decomposition of Global Linkages in Financial Markets Over Time (2004)A Decomposition of Global Lin…Economic determinants of emerging stock market interdependence (2002)Economic determinants of emer…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)Industrial Structure and the …Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…International trade network and stock market connectedness: Evidence from eleven major economies (2024)International trade network a…The influence of cultural distance on the volatility of the international stock market (2018)The influence of cultural dis…Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets (2018)Institutions, economic openne…Econometric Models for Count Data with an Application to the Patents-R&D Relationship (1984)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Econometric Analysis of Cross Section and Panel Data (2001)Introductory Econometrics for Finance (2008)Risk, Return, and Equilibrium: Empirical Tests (1973)Stock returns and the weekend effect (1980)Generalized autoregressive conditional heteroskedasticity (1986)Market Integration and Investment Barriers in Emerging Equity Markets (1995)Striking oil: Another puzzle? (2008)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Specification Tests in Econometrics (1978)Legal Determinants of External Finance (1997)Law and Finance (1998)Financial intermediation and growth: Causality and causes (2000)Financial Globalization: A Reappraisal (2006)A New Measure of Financial Openness (2008)The macroeconomic consequences of disasters (2008)Foundations of International Macroeconomics (1997)Trying to Explain Home Bias in Equities and Consumption (1999)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)Cultural Biases in Economic Exchange? * (2009)Strong boards, CEO power and bank risk-taking (2009)TOTAL FACTOR PRODUCTIVITY ESTIMATION: A PRACTICAL REVIEW (2010)Deriving the Pricing Power of Product Features by Mining Consumer Reviews (2011)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)
this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 2021Econometric Analysis of Panel Data15,089 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 1981Biases in Dynamic Models with Fixed Effects8,724 cited
  • 2005What matters for financial development? Capital controls, institutions, and interactions2,650 cited
  • 2007How to do Xtabond2: An Introduction to Difference and System GMM in Stata2,637 cited
  • 2004The determinants of cross-border equity flows1,722 cited
  • 1992Industrial Structure and the Comparative Behavior of International Stock Market Indices662 cited
  • 2005What Matters for Financial Development? Capital Controls, Institutions, and Interactions658 cited
  • 2004A Decomposition of Global Linkages in Financial Markets Over Time413 cited
  • 2006Rational Inattention: Beyond the Linear-Quadratic Case404 cited
  • 2005Dynamic stock market integration driven by the European Monetary Union: An empirical analysis346 cited

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2007
Information Diffusion Effects in Individual Investors' Common Stock Purchases: Covet Thy Neighbors' Investment Choices
326 cited
  • 2002Economic determinants of emerging stock market interdependence213 cited
  • Cited by

    • 2018The influence of cultural distance on the volatility of the international stock market31 cited
    • 2018Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets23 cited
    • 2024International trade network and stock market connectedness: Evidence from eleven major economies19 cited