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What Explains the Benefits of International Portfolio Diversification?
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What Explains the Benefits of International Portfolio Diversification? (2021)What Explains the Benefits of Internation…The law and economics of self-dealing (2008)The law and economics of self…Private credit in 129 countries☆ (2007)Private credit in 129 countri…Familiarity Breeds Investment (2001)Familiarity Breeds InvestmentExtreme Correlation of International Equity Markets (2001)Extreme Correlation of Intern…Law and Finance (1998)Law and FinanceLegal Determinants of External Finance (1997)Legal Determinants of Externa…A Survey of Corporate Governance (1997)A Survey of Corporate Governa…Financial Dependence and Growth (1996)Financial Dependence and Grow…Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Tobin's q, Corporate Diversification, and Firm Performance (1994)Tobin's q, Corporate Diversif…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)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*What Do We Know about Capital Structure? Some Evidence from International Data (1995)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional 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)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Credit Rationing in Markets with Imperfect Information (1981)A Contribution to the Empirics of Economic Growth (1992)Financial intermediation and growth: Causality and causes (2000)Finance and Growth: Theory and Evidence (2004)Law, finance, and economic growth in China (2005)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)The Nature of the Firm (1937)Separation of Ownership and Control (1983)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)The Pricing of Options and Corporate Liabilities (1973)Common risk factors in the returns on stocks and bonds (1993)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)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1998Law and Finance17,902 cited
  • 1997A Survey of Corporate Governance16,237 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1997Legal Determinants of External Finance9,776 cited
  • 1996Financial Dependence and Growth8,055 cited
  • 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets7,600 cited
  • 2008The law and economics of self-dealing3,514 cited
  • 2007Private credit in 129 countries☆2,798 cited
  • 2001Extreme Correlation of International Equity Markets2,608 cited
  • 1994Tobin's q, Corporate Diversification, and Firm Performance2,437 cited
  • 2001Familiarity Breeds Investment1,920 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?

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