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Routes to equity market integration — the interplay between politicians, investors and managers
16 references·3 citing·49 second hop
Routes to equity market integration — the interplay between politicians, investors and managers (2001)Routes to equity market integration — the…Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Home bias and high turnover (1995)Home bias and high turnoverVolatility and Links between National Stock Markets (1994)Volatility and Links between …Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)Home Bias in Equity Portfolio…Forecasting International Equity Correlations (1994)Forecasting International Equ…Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Do Bulls and Bears Move Acros…International stock market linkages: Evidence from the pre- and post-October 1987 period (1993)International stock market li…The World Price of Covariance Risk (1991)The World Price of Covariance…Investor Diversification and International Equity Markets (1991)Investor Diversification and …Volatiltiy and Links Between National Stock Markets (1990)Volatiltiy and Links Between …Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…International Transmission of Stock Market Movements (1989)International Transmission of…International Portfolio Diversification with Estimation Risk (1985)International Portfolio Diver…International Asset Pricing under Mild Segmentation: Theory and Test (1985)International Asset Pricing u…A model of international asset pricing (1981)A model of international asse…International capital market equilibrium with investment barriers (1974)International capital market …Globalization, transparency and economic growth: The vulnerability of Chinese firms to macroeconomic shocks (2009)Globalization, transparency a…Corporate Governance as a source of competitiveness for Nordic firms (2009)Corporate Governance as a sou…The Effects of Internationalization on CEO Compensation (2004)The Effects of Internationali…Multivariate GARCH models: a surveyConditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Emerging equity market volatility (1997)International Asset Allocation With Regime Shifts (2002)A Theory of Intraday Patterns: Volume and Price Variability (1988)Noise Trader Risk in Financial Markets (1990)ARCH modeling in finance (1992)Chapter 49 Arch models (1994)Why Do Markets Move Together? 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this work references cited by second hop

References

  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 1989International Transmission of Stock Market Movements1,412 cited
  • 1995Home bias and high turnover1,245 cited
  • 1991The World Price of Covariance Risk1,139 cited
  • 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
  • 1994Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility874 cited
  • 1981A model of international asset pricing807 cited
  • 1990Volatiltiy and Links Between National Stock Markets709 cited
  • 1994Volatility and Links between National Stock Markets679 cited
  • 1985International Portfolio Diversification with Estimation Risk672 cited
  • 1994Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium671 cited
  • 1993International stock market linkages: Evidence from the pre- and post-October 1987 period561 cited
  • 1974International capital market equilibrium with investment barriers

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551 cited
  • 1994Forecasting International Equity Correlations521 cited
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    • 2009Corporate Governance as a source of competitiveness for Nordic firms18 cited
    • 2009Globalization, transparency and economic growth: The vulnerability of Chinese firms to macroeconomic shocks16 cited
    • 2004The Effects of Internationalization on CEO Compensation16 cited