World country and industry relationships in equity returns

International Diversification of Investment Portfolios

1970 • 1,168 citations

WORLD, NATIONAL, AND INDUSTRY FACTORS IN EQUITY RETURNS

1974 • 289 citations

ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES —IMPLICATIONS FOR PORTFOLIO SELECTION

1973 • 247 citations

THE INTERDEPENDENCE OF INTERNATIONAL EQUITY MARKETS

1971 • 233 citations

Systematic Elements in the Linkage of National Stock Market Indices

1973 • 221 citations

Germany and Japan

1958 • 149 citations

FRENCH MUTUAL FUND PERFORMANCE: EVALUATION OF INTERNATIONALLY‐DIVERSIFIED PORTFOLIOS

1973 • 58 citations

THE RELATIONSHIP AMONG EQUITY MARKETS: COMMENT

1974 • 21 citations