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Financial integration and asset returns
16 references·16 citing·53 second hopsampled
Financial integration and asset returns (2000)Financial integration and asset returnsEMU and European Stock Market Integration* (2006)EMU and European Stock Market…The determinants of cross-border equity flows (2004)The determinants of cross-bor…The market reaction to international cross-listings: evidence from Depositary Receipts (1999)The market reaction to intern…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…Globalization of Equity Markets and the Cost of Capital (1999)Globalization of Equity Marke…Transaction Costs and Asset Prices: A Dynamic Equilibrium model (1998)Transaction Costs and Asset P…The emergence of the euro as an international currency (1998)The emergence of the euro as …Was Prometheus Unbound by Chance? Risk, Diversification, and Growth (1997)Was Prometheus Unbound by Cha…International Portfolio Investment Flows (1997)International Portfolio Inves…Financial Innovation and Risk Sharing. (1995)Financial Innovation and Risk…Increasing Returns and Economic Geography (1990)Increasing Returns and Econom…Trading Volume and Asset Liquidity (1989)Trading Volume and Asset Liqu…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures (1986)Price and Volume Effects Asso…Do Demand Curves for Stocks Slope Down? (1986)Do Demand Curves for Stocks S…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets (2017)Shanghai-Hong Kong Stock Conn…International capital flows, returns and world financial integration (2013)International capital flows, …Noneconomic Engagement and International Exchange: The Case of Environmental Treaties (2009)Noneconomic Engagement and In…Controlling Capital? Legal Restrictions and the Asset Composition of International Financial Flows (2009)Controlling Capital? Legal Re…The international equity holdings of euro area investors (2007)The international equity hold…Europe and global imbalances (2007)Europe and global imbalancesWhere Do Australians Invest? (2006)Where Do Australians Invest?The International Equity Holdings of Euro Area Investors (2006)The International Equity Hold…Global Bond Portfolios and Emu (2006)Global Bond Portfolios and EmuInternational Investment Patterns (2005)International Investment Patt…International Capital Flows, Returns and World Financial Integration (2005)International Capital Flows, …International Capital Flows, Returns and World Financial Integration (2005)International Capital Flows, …Trade Intensity and Business Cycle Synchronization: Are Developing Countries any Different? (2003)Trade Intensity and Business …International Financial Integration (2003)International Financial Integ…Technological Development and Concentration of Stock Exchanges in Europe (2002)Technological Development and…The Determinants of Cross-Border Equity Flows: The Geography of Information (2000)The Determinants of Cross-Bor…Increasing Returns and Long-Run Growth (1986)On the mechanics of economic development (1988)Competing Technologies, Increasing Returns, and Lock-In by Historical Events (1989)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Related Variety, Unrelated Variety and Regional Economic Growth (2007)The Growth of Low-Skill Service Jobs and the Polarization of the US Labor Market (2013)Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Using daily stock returns (1985)Volatility spillover effects from Japan and the US to the Pacific–Basin (2000)Dating the integration of world equity markets (2002)The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)The Cross‐Section of Volatility and Expected Returns (2006)The Adjustment of Stock Prices to New Information (1969)Principles of Corporate Finance. (1981)Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift? (1995)The Adjustment of Stock Prices to New Information (2003)Comovement (2004)Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? (2004)The Visible Hand: The Managerial Revolution in American Business (1978)Finance and Growth: Schumpeter Might Be Right (1993)A Theory of Political Transitions (2001)Chapter 6 Institutions as a Fundamental Cause of Long-Run Growth (2005)Economic Origins of Dictatorship and Democracy (2005)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Liquidity Risk and Expected Stock Returns (2003)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The market for corporate control (1983)Noise (1986)An Engine, Not a Camera (2006)The cost of capital, corporation finance and the theory of investment (2008)Investor Diversification and International Equity Markets (1991)Time‐Varying World Market Integration (1995)Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Trying to Explain Home Bias in Equities and Consumption (1999)The portfolio flows of international investors (2001)A Rational Expectations Model of Financial Contagion (2002)The New Issues Puzzle (1995)Advertising, Breadth of Ownership, and Liquidity (2003)Liquidity of emerging markets (2005)Market Frictions, Price Delay, and the Cross-Section of Expected Returns (2005)Foundations of International Macroeconomics (1997)Legal Determinants of External Finance (1997)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)Cultural Biases in Economic Exchange? * (2009)Econometric Analysis of Panel Data (2021)
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References

  • 1990Increasing Returns and Economic Geography12,326 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 2004The determinants of cross-border equity flows1,722 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 1997Was Prometheus Unbound by Chance? Risk, Diversification, and Growth1,482 cited
  • 1997International Portfolio Investment Flows1,284 cited
  • 1999The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States1,051 cited
  • 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures1,023 cited
  • 1999The market reaction to international cross-listings: evidence from Depositary Receipts720 cited
  • 1989Trading Volume and Asset Liquidity628 cited
  • 1998Transaction Costs and Asset Prices: A Dynamic Equilibrium model440 cited
  • 1999Globalization of Equity Markets and the Cost of Capital439 cited
  • 1995Financial Innovation and Risk Sharing.390 cited
  • 2006EMU and European Stock Market Integration*

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379 cited
  • 1998The emergence of the euro as an international currency327 cited
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    • 2005International Investment Patterns93 cited
    • 2000The Determinants of Cross-Border Equity Flows: The Geography of Information84 cited
    • 2007Europe and global imbalances81 cited
    • 2013International capital flows, returns and world financial integration78 cited
    • 2017Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets73 cited
    • 2003International Financial Integration70 cited
    • 2005International Capital Flows, Returns and World Financial Integration70 cited
    • 2009Controlling Capital? Legal Restrictions and the Asset Composition of International Financial Flows69 cited
    • 2007The international equity holdings of euro area investors64 cited
    • 2006Where Do Australians Invest?62 cited
    • 2002Technological Development and Concentration of Stock Exchanges in Europe59 cited
    • 2006Global Bond Portfolios and Emu55 cited
    • 2009Noneconomic Engagement and International Exchange: The Case of Environmental Treaties50 cited
    • 2005International Capital Flows, Returns and World Financial Integration48 cited
    • 2006The International Equity Holdings of Euro Area Investors46 cited
    • 2003Trade Intensity and Business Cycle Synchronization: Are Developing Countries any Different?45 cited