References

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• 1987Expected stock returns and volatility4,147 cited
• 1993Measuring and Testing the Impact of News on Volatility3,692 cited
• 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
• 1980On estimating the expected return on the market2,818 cited
• 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
• 1997Emerging equity market volatility1,703 cited
• 1996Goods Prices and Exchange Rates: What Have We Learned?1,495 cited
• 2002Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?1,142 cited
• 1994Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility874 cited
• 1996Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements867 cited
• 2002Macroeconomic Factors Do Influence Aggregate Stock Returns826 cited
• 1997International Asset Pricing and Portfolio Diversification with Time-Varying Risk812 cited
• 1988Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market786 cited
• 2005Volatility Spillover Effects in European Equity Markets