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Portfolio Investment diversification at Global stock market: A Cointegration Analysis of Emerging BRICS(P) Group
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Portfolio Investment diversification at Global stock market: A Cointegration Analysis of Emerging BRICS(P) Group (2020)Portfolio Investment diversification at G…Exploring market overreaction, investors’ sentiments and investment decisions in an emerging stock market (2020)Exploring market overreaction…Foreign direct investment and stock market development (2018)Foreign direct investment and…An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits (2014)An analysis of South-Eastern …International comovement of stock market returns: A wavelet analysis (2009)International comovement of s…Co‐movement of Bangladesh stock market with other markets (2007)Co‐movement of Bangladesh sto…Stock market crises and portfolio diversification in Central and Eastern Europe (2006)Stock market crises and portf…Savings behaviour in Fiji: an empirical assessment using the ARDL approach to cointegration (2006)Savings behaviour in Fiji: an…Financial Reform and Economic Development in China (2003)Financial Reform and Economic…Diversification benefits of emerging markets subject to portfolio constraints (2003)Diversification benefits of e…Political Risk and the Benefits of International Portfolio Diversification (1995)Political Risk and the Benefi…Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…DIVERSIFICATION, PORTFOLIO ANALYSIS AND THE UNEASY CASE FOR CONGLOMERATE MERGERS (1970)DIVERSIFICATION, PORTFOLIO AN…The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets: A Reply (1969)The Valuation of Risk Assets …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Testing for unit roots in heterogeneous panels (2003)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)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)Dividend Policy, Growth, and the Valuation of Shares (1961)Strategy and Structure in the Multiproduct Firm (1987)Wealth creation versus wealth redistributions in pure stock-for-stock mergers1We are grateful to Tom Arnold, Sanjai Bhagat, James Bicksler, David Blackwell, Ekkehart Boehmer, Ted Bos, Robert Brokaw, Bill Carleton, Bob Comment, Chris Cornwell, Mary Dehner, Bob Eisenbeis, Jimmy Hilliard, Randy Howard, Steve Jones, Ed Kane, Josef Lakonishok, Larry Lang, Bill Lewellen, Marc Lipson, Paul Malatesta, Jeff Netter, Cathy Niden, Volker Pollmann, Annette Poulsen, Jay Ritter, Richard Ruback, Louis Scott, Joe Sinkey, Bill Schwert (the editor), Ralph Walkling (the referee), Ron Warren, J. Fred Weston, Karen Wruck, and seminar participants at the University of Arizona, the University of Delaware, the University of Illinois, the University of Georgia, the University of Miami, Seattle University, the 1995 European Finance Association, the 1996 Financial Management Association, and the 1996 American Finance Association meetings for their helpful comments and recommendations. We also gratefully acknowledge the financial support provided for this project by the University of Georgia Research Foundation. Finally, Steve Henry, Rick McKinney, David Quillian, and Ryan Vaughn provided vital assistance with data collection and assisted with data input.1 (1998)Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions (2017)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis (2011)Multifractal analysis of financial markets: a review (2019)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Modern Portfolio Theory and Investment Analysis. (1982)Investor Diversification and International Equity Markets (1991)International Portfolio Investment: Theory, Evidence, and Institutional Framework (2001)Terrorism and international business: A research agenda (2010)Does politician turnover affect foreign subsidiary performance? Evidence in China (2019)Judgment under Uncertainty: Heuristics and Biases (1974)A power primer. (1992)A new criterion for assessing discriminant validity in variance-based structural equation modeling (2014)Mediating Role of Risk Perception Between Behavioral Biases and Investor’s Investment Decisions (2022)Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war (2022)Overconfidence bias and investment performance: A mediating effect of risk propensity (2022)Common risk factors in the returns on stocks and bonds (1993)A Shrinkage Approach to Model Uncertainty and Asset Allocation (2005)Emerging markets research: Trends, issues and future directions (2012)Portfolio concentration and performance of institutional investors worldwide (2016)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The relationship between disaggregate energy consumption and industrial production in the United States: An ARDL approach (2007)Does urbanization cause increasing energy demand in Pakistan? Empirical evidence from STIRPAT model (2017)Nuclear energy, renewable energy and economic growth in Pakistan: Evidence from non-linear autoregressive distributed lag model (2019)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 2009International comovement of stock market returns: A wavelet analysis843 cited
  • 2003Financial Reform and Economic Development in China267 cited
  • 1970DIVERSIFICATION, PORTFOLIO ANALYSIS AND THE UNEASY CASE FOR CONGLOMERATE MERGERS257 cited
  • 2003Diversification benefits of emerging markets subject to portfolio constraints230 cited
  • 2020Exploring market overreaction, investors’ sentiments and investment decisions in an emerging stock market141 cited
  • 1995Political Risk and the Benefits of International Portfolio Diversification107 cited
  • 1969The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets: A Reply106 cited
  • 2006Savings behaviour in Fiji: an empirical assessment using the ARDL approach to cointegration96 cited
  • 2014An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits80 cited
  • 2018Foreign direct investment and stock market development54 cited

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  • 2006Stock market crises and portfolio diversification in Central and Eastern Europe50 cited
  • 2007Co‐movement of Bangladesh stock market with other markets49 cited
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