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Measuring the effects of geographical distance on stock market correlation
13 references·4 citing·33 second hop
Measuring the effects of geographical distance on stock market correlation (2010)Measuring the effects of geographical dis…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Does Corporate Headquarters Location Matter for Stock Returns? (2006)Does Corporate Headquarters L…Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2005)Local Does as Local Is: Infor…The Geography of Investment: Informed Trading and Asset Prices (2001)The Geography of Investment: …How Distance, Language, and Culture Influence Stockholdings and Trades (2001)How Distance, Language, and C…Familiarity Breeds Investment (2001)Familiarity Breeds InvestmentTrading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Industry costs of equity (1997)Industry costs of equityStatistics for Spatial Data. (1993)Statistics for Spatial Data.Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…STATISTICS FOR SPATIAL DATA (1992)STATISTICS FOR SPATIAL DATAPreference and belief: Ambiguity and competence in choice under uncertainty (1991)Preference and belief: Ambigu…Network log-ARCH models for forecasting stock market volatility (2024)Network log-ARCH models for f…Methods for calculating walking distances (2019)Methods for calculating walki…Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period (2014)Financial liberalisation and …Modeling different kinds of spatial dependence in stock returns (2011)Modeling different kinds of s…The Cross-Section of Expected Stock Returns (1992)The determinants of cross-border equity flows (2004)Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Risk, Ambiguity, and the Savage Axioms (1961)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Individual differences in reasoning: Implications for the rationality debate? (2000)Heuristics and Biases: The Psychology of Intuitive Judgment (2004)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Investor Psychology and Asset Pricing (2001)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Domestic Saving and International Capital Flows (1980)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)In Search of Attention (2011)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)Local Indicators of Spatial Association—LISA (1995)Methods to account for spatial autocorrelation in the analysis of species distributional data: a review (2007)Cross‐validation strategies for data with temporal, spatial, hierarchical, or phylogenetic structure (2016)An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (2011)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992STATISTICS FOR SPATIAL DATA9,140 cited
  • 1997Industry costs of equity5,793 cited
  • 1993Statistics for Spatial Data.5,101 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2001The Geography of Investment: Informed Trading and Asset Prices2,004 cited
  • 2001Familiarity Breeds Investment1,920 cited
  • 1991Preference and belief: Ambiguity and competence in choice under uncertainty1,705 cited
  • 2001How Distance, Language, and Culture Influence Stockholdings and Trades1,694 cited
  • 2005Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments1,315 cited
  • 2006Does Corporate Headquarters Location Matter for Stock Returns?830 cited

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  • 2011Modeling different kinds of spatial dependence in stock returns48 cited
  • 2024Network log-ARCH models for forecasting stock market volatility

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40 cited
  • 2014Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period38 cited
  • 2019Methods for calculating walking distances6 cited