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Sources of firms' industry and country effects in emerging markets

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2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
1995Time‐Varying World Market Integration2,152 cited
2000Foreign Speculators and Emerging Equity Markets1,868 cited
1997Emerging equity market volatility1,703 cited
1999The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States1,051 cited
2001Long-Term Global Market Correlations783 cited
1994Does industrial structure explain the benefits of international diversification?746 cited
1995Market Integration and Investment Barriers in Emerging Equity Markets600 cited
1995Time-Varying World Market Integration594 cited
1998Why Do Companies List Shares Abroad?: A Survey of the Evidence and Its Managerial Implications561 cited
2006The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom561 cited
2002Dating the integration of world equity markets561 cited
2000The Increasing Importance of Industry Factors457 cited
1998Another look at the role of the industrial structure of markets for international diversification strategies1We are especially grateful to Pat Casey and Virge Cavalli at Dow Jones for providing the Dow Jones World Stock Index data and for their assistance with numerous queries. We gratefully acknowledge the comments of Geert Bekaert, William Brigham, Shane Corwin, Steve Foerster, Jeff Harris, Steve Heston, Ajay Khorana, David Mayers, John Persons, René Stulz, and particularly, the referee (Geert Rouwenhorst) and editor (John Long). We also thank participants at the University of Alberta, University of Toronto and Ohio State University, the 1996 UBC Global Investment Conference (Whistler), 1996 International Finance Conference (Georgia Tech), 1996 Western Finance Association Conference, and 1996 Financial Management Association Conference for helpful suggestions. Karolyi thanks the Dice Center for Financial Economics and the Social Sciences and Humanities Research Council of Canada for financial support.1

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