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Emerging Equity Markets in a Globalizing World
16 references·8 citing·50 second hopsampled
Emerging Equity Markets in a Globalizing World (2013)Emerging Equity Markets in a Globalizing …Capital Control Measures: A New Dataset (2016)Capital Control Measures: A N…The Global Crisis and Equity Market Contagion (2014)The Global Crisis and Equity …Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach (2012)Is the Potential for Internat…Global market integration: An alternative measure and its application☆ (2009)Global market integration: An…Trade Liberalization and Growth: New Evidence (2008)Trade Liberalization and Grow…Financing patterns around the world: Are small firms different?☆ (2008)Financing patterns around the…Does Capital Account Liberalization Lead to Growth? (2008)Does Capital Account Liberali…Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Optimal Versus Naive Diversif…Market Integration and Contagion (2005)Market Integration and Contag…Dating the integration of world equity markets (2002)Dating the integration of wor…Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Stock Market Liberalization, …Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…Distributional Characteristics of Emerging Market Returns and Asset Allocation (1998)Distributional Characteristic…Political Risk, Economic Risk, and Financial Risk (1996)Political Risk, Economic Risk…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…Extreme risk spillovers across financial markets under different crises (2022)Extreme risk spillovers acros…Risk aversion connectedness in developed and emerging equity markets before and after the COVID-19 pandemic (2020)Risk aversion connectedness i…Model‐Free International Stochastic Discount Factors (2020)Model‐Free International Stoc…Economic Integration and the Currency and Equity Markets Nexus (2019)Economic Integration and the …African stock markets in the midst of the global financial crisis: Recoupling or decoupling? (2018)African stock markets in the …Model-Free International Stochastic Discount Factors (2017)Model-Free International Stoc…Volatility Spillover from the Fear Index to Developed and Emerging Markets (2016)Volatility Spillover from the…Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains (2016)Co-movement of Africa’s equit…Value versus Growth: The International Evidence (1998)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)What Segments Equity Markets? (2011)Asset Fire Sales and Purchases and the International Transmission of Funding Shocks (2012)How does competition affect bank systemic risk? (2013)Limited-dependent and qualitative variables in econometrics (1983)Corporate financing and investment decisions when firms have information that investors do not have (1984)Law and Finance (1998)A more complete conceptual framework for SME finance (2006)Small and medium-size enterprises: Access to finance as a growth constraint (2006)Financial Reporting Quality and Investment Efficiency of Private Firms in Emerging Markets (2011)Economic Reform and the Process of Global Integration (1995)The New Issues Puzzle (1995)Event Studies in Economics and Finance (1997)The World Price of Insider Trading (2002)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Emerging equity markets and economic development (2001)Global Capital and National Governments (2001)PORTFOLIO SELECTION* (1952)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Robust performance hypothesis testing with the Sharpe ratio (2008)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Market Liquidity and Funding Liquidity (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the International Spillovers of US Quantitative Easing (2016)Flights to Safety (2019)Banking sector performance during the COVID-19 crisis (2021)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Emerging markets finance (2003)International Stock Return Comovements (2005)Capital flows, push versus pull factors and the global financial crisis (2012)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)International Asset Allocation With Regime Shifts (2002)Does financial liberalization spur growth? (2005)On the Impossibility of Informationally Efficient Markets (1980)Generalized autoregressive conditional heteroskedasticity (1986)Asymmetric correlations of equity portfolios (2002)Outward-Oriented Developing Economies Really Do Grow More Rapidly: Evidence from 95 LDCs, 1976-1985 (1992)Does Trade Cause Growth? (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)Tax Revenue and (or?) Trade Liberalization (2005)Openness can be good for growth: The role of policy complementarities (2008)What makes growth sustained? (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?3,193 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited
  • 2000Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices1,385 cited
  • 2008Financing patterns around the world: Are small firms different?☆1,371 cited
  • 2008Trade Liberalization and Growth: New Evidence1,360 cited
  • 2005Market Integration and Contagion1,061 cited
  • 2014The Global Crisis and Equity Market Contagion708 cited
  • 2009Global market integration: An alternative measure and its application☆621 cited
  • 1996Political Risk, Economic Risk, and Financial Risk619 cited
  • 2002Dating the integration of world equity markets561 cited
  • 2016Capital Control Measures: A New Dataset552 cited
  • 2008Does Capital Account Liberalization Lead to Growth?519 cited
  • 2000Foreign Speculators and Emerging Equity Markets481 cited
  • 2012Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach436 cited
  • 1998

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Distributional Characteristics of Emerging Market Returns and Asset Allocation
397 cited

Cited by

  • 2016Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains66 cited
  • 2020Model‐Free International Stochastic Discount Factors55 cited
  • 2016Volatility Spillover from the Fear Index to Developed and Emerging Markets52 cited
  • 2022Extreme risk spillovers across financial markets under different crises47 cited
  • 2020Risk aversion connectedness in developed and emerging equity markets before and after the COVID-19 pandemic41 cited
  • 2018African stock markets in the midst of the global financial crisis: Recoupling or decoupling?35 cited
  • 2017Model-Free International Stochastic Discount Factors35 cited
  • 2019Economic Integration and the Currency and Equity Markets Nexus27 cited