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A STUDY OF POSSIBLE GAINS FROM INTERNATIONAL INVESTMENT
9 references·3 citing·35 second hop
A STUDY OF POSSIBLE GAINS FROM INTERNATIONAL INVESTMENT (1978)A STUDY OF POSSIBLE GAINS FROM INTERNATIO…European Capital Markets: Towards a General Theory of International Investment. (1974)European Capital Markets: Tow…An Analysis of the Interrelationships Among the Major World Stock Exchanges (1974)An Analysis of the Interrelat…INTERNATIONAL PORTFOLIO DIVERSIFICATION: A MULTIVARIATE ANALYSIS FOR A GROUP OF LATIN AMERICAN COUNTRIES (1973)INTERNATIONAL PORTFOLIO DIVER…Country Risk: The Significance of the Country Factor for Share-Price Movements in the United Kingdom, Germany, and Japan (1973)Country Risk: The Significanc…A RE‐EXAMINATION OF MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR (1973)A RE‐EXAMINATION OF MARKET AN…International Diversification of Investment Portfolios (1970)International Diversification…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…Portfolio Selection (1952)Portfolio SelectionVolatility Decomposition and Correlation in International Securitized Real Estate Markets (2008)Volatility Decomposition and …Stochastic Trends and Stock Prices in Emerging Markets: The Case of Middle East and North Africa Region (2001)Stochastic Trends and Stock P…Istanbul Stock Exchange (1994)Istanbul Stock ExchangeCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)International Transmission of Stock Market Movements (1989)Is the correlation in international equity returns constant: 1960–1990? (1995)Familiarity Breeds Investment (2001)Portfolio Selection: Efficient Diversification of Investments (1959)An equilibrium model of the international capital market (1974)Foundations of Behavioral Research (1965)The Behavior of Stock-Market Prices (1965)The Inter-Temporal Stability of International Stock Market Relationships: Another View (1983)An Empirical Analysis of Stock Prices in Major Asian Markets and the United States (1992)Volatility and cross correlation across major stock markets (1998)Market and Industry Factors in Stock Price Behavior (1966)International Asset Pricing under Mild Segmentation: Theory and Test (1985)Exchange Interdependence and Interfirm Interaction: Research in a Simulated Channel Setting (1994)Composition of the Top Management Team and Firm International Diversification (2000)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Did Financial Market Integration Really Happen in MENA Region? - an Analysis (2013)How Homogeneous are the Stock Markets of the Middle East and North Africa (2016)Internalization as a general theory of foreign direct investment: A re-appraisal of the literature (1980)The impact of financial crises on international diversification (2002)The multi-faceted role of experience dealing with policy risk: The impact of intensity and diversity of experiences (2017)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)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)The arbitrage theory of capital asset pricing (1976)An Empirical Investigation of the Arbitrage Pricing Theory (1980)Chapter 4 Forecast Combinations (2006)WORLD, NATIONAL, AND INDUSTRY FACTORS IN EQUITY RETURNS (1974)World, Country, and Industry Relationships in Equity Returns: Implications for Risk Reduction through International Diversification (1976)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)
this work references cited by second hop

References

  • 1952Portfolio Selection4,609 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,990 cited
  • 1970International Diversification of Investment Portfolios1,130 cited
  • 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows1,025 cited
  • 1973INTERNATIONAL PORTFOLIO DIVERSIFICATION: A MULTIVARIATE ANALYSIS FOR A GROUP OF LATIN AMERICAN COUNTRIES285 cited
  • 1973A RE‐EXAMINATION OF MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR143 cited
  • 1974An Analysis of the Interrelationships Among the Major World Stock Exchanges90 cited
  • 1973Country Risk: The Significance of the Country Factor for Share-Price Movements in the United Kingdom, Germany, and Japan50 cited
  • 1974European Capital Markets: Towards a General Theory of International Investment.41 cited

Cited by

  • 2001Stochastic Trends and Stock Prices in Emerging Markets: The Case of Middle East and North Africa Region21 cited
  • 2008Volatility Decomposition and Correlation in International Securitized Real Estate Markets18 cited
  • 1994Istanbul Stock Exchange18 cited

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