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Re-Emerging Markets
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Re-Emerging Markets (1997)Re-Emerging MarketsDisaster Risk and Its Implications for Asset Pricing (2015)Disaster Risk and Its Implica…Stock market integration between new EU member states and the Euro-zone (2009)Stock market integration betw…Policy as Myth and Ceremony? The Global Spread of Stock Exchanges, 1980–2005 (2009)Policy as Myth and Ceremony? …Long‐run relationship between Islamic stock returns and macroeconomic variables (2009)Long‐run relationship between…Why Do Price Limits Exist in Stock Markets? A Manipulation‐Based Explanation (2008)Why Do Price Limits Exist in …Price limit performance: evidence from transactions data and the limit order book (2005)Price limit performance: evid…Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets (2005)Modeling equity market integr…Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan (2005)Dynamic Linkages Between the …How Private Creditors Fared in Emerging Debt Markets, 1970-2000 (2004)How Private Creditors Fared i…With a Bang, not a Whimper: Pricking Germany's “Stock Market Bubble” in 1927 and the Slide into Depression (2003)With a Bang, not a Whimper: P…The Peso problem hypothesis and stock market returns (2003)The Peso problem hypothesis a…Country risk and stock market volatility, predictability, and diversification in the Middle East and Africa (2003)Country risk and stock market…The performance of professional market timers: daily evidence from executed strategies (2001)The performance of profession…Estimation of Copula Models for Time Series of Possibly Different Lengths (2001)Estimation of Copula Models f…Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters (1999)Performance Evaluation with T…Performance Characteristics of Emerging Capital Markets (1998)Performance Characteristics o…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asset Pricing with Countercyclical Household Consumption Risk (2016)Parameter Learning in General Equilibrium: The Asset Pricing Implications (2016)Disaster Resilience and Asset Prices (2020)Power arch modelling of the volatility of emerging equity markets (2007)Dynamic linkages among equity markets in the Middle East and North African countries (2008)The Econometrics of Financial Markets (2012)Institutional quality and environmental pollution: MENA countries versus the rest of the world (2013)Stock return variances (1986)Inferring Trade Direction from Intraday Data (1991)Emerging equity market volatility (1997)What Makes Circuit Breakers Attractive to Financial Markets? 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  • 2009Policy as Myth and Ceremony? The Global Spread of Stock Exchanges, 1980–2005179 cited
  • 1999Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters121 cited
  • 2003The Peso problem hypothesis and stock market returns119 cited
  • 2001The performance of professional market timers: daily evidence from executed strategies118 cited
  • 2005Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets117 cited
  • 2005Price limit performance: evidence from transactions data and the limit order book115 cited
  • 2015Disaster Risk and Its Implications for Asset Pricing109 cited
  • 2005Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan87 cited
  • 2003Country risk and stock market volatility, predictability, and diversification in the Middle East and Africa86 cited
  • 2009Stock market integration between new EU member states and the Euro-zone78 cited
  • 2008Why Do Price Limits Exist in Stock Markets? A Manipulation‐Based Explanation75 cited
  • 1998Performance Characteristics of Emerging Capital Markets74 cited
  • 2009Long‐run relationship between Islamic stock returns and macroeconomic variables70 cited

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2003
With a Bang, not a Whimper: Pricking Germany's “Stock Market Bubble” in 1927 and the Slide into Depression
68 cited
  • 2004How Private Creditors Fared in Emerging Debt Markets, 1970-200068 cited
  • 2001Estimation of Copula Models for Time Series of Possibly Different Lengths66 cited