References

• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
• 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
• 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
• 2000Financial markets and the allocation of capital1,972 cited
• 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
• 1997Emerging equity market volatility1,743 cited
• 2005Market Frictions, Price Delay, and the Cross-Section of Expected Returns1,088 cited
• 1990The Stock Market and Investment: Is the Market a Sideshow?737 cited
• 2012Short Selling and the Price Discovery Process737 cited
• 2002Are the Fama and French Factors Global or Country Specific?717 cited
• 1997Stock Market Efficiency and Economic Efficiency: Is There a Connection?634 cited
• 2002Dating the integration of world equity markets602 cited
• 1986A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership349 cited
• 2012Do foreigners facilitate information transmission in emerging markets?316 cited
• 2003Stock market integration and financial crises: the case of Asia