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International Arbitrage Pricing Theory

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1995The Risk Exposure of Emerging Equity Markets214 cited
1995Chapter 37 Puzzles in international financial markets213 cited
1989An Empirical Investigation of International Asset Pricing

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1989Capital Controls and International Capital Market Segmentation: The Evidence from the Japanese and American Stock Markets212 cited

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1994International Portfolio Choice and Asset Pricing: An Integrative Survey170 cited

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1992Additional Evidence on Integration in the Canadian Stock Market158 cited

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2016Home Bias, an Academic Puzzle109 cited

1994What Determines Expected International Asset Returns?108 cited