International Investment Restrictions and Closed‐End Country Fund Prices

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis

1980 • 1,082 citations

International Asset Pricing under Mild Segmentation: Theory and Test

1985 • 956 citations

A model of international asset pricing

1981 • 846 citations

On the Effects of Barriers to International Investment

1981 • 662 citations

International capital market equilibrium with investment barriers

1974 • 570 citations

Integration vs. Segmentation in the Canadian Stock Market

1986 • 436 citations

Session Topic: Capital Asset Pricing Models in an International Context

1974 • 391 citations

The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure

1974 • 360 citations

A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership

1986 • 350 citations

International Listings and Stock Returns: Some Empirical Evidence

1988 • 347 citations

THE VALUATION OF CLOSED‐END INVESTMENT‐COMPANY SHARES

1977 • 334 citations

AN EMPIRICAL TEST OF THE ALTERNATIVE HYPOTHESES OF NATIONAL AND INTERNATIONAL PRICING OF RISKY ASSETS

1977 • 276 citations

Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market

1989 • 266 citations

International Arbitrage Pricing Theory: An Empirical Investigation

1986 • 249 citations

Some tests of international equity integration

1988 • 225 citations

Capital Controls and International Capital Market Segmentation: The Evidence from the Japanese and American Stock Markets

1989 • 217 citations

The information content of discounts and premiums on closed-end fund shares

1978 • 215 citations

Benefits of international diversification

1990 • 173 citations

Lifting the Lid on Closed-End Investment Companies: A Case of Abnormal Returns

1985 • 147 citations

‘Open-ending’ closed-end funds

1984 • 135 citations

Investor Sentiment and the Closed-End Fund Puzzle

1990 • 124 citations

Return Seasonality in Stocks and Their Underlying Assets: Tax-Loss Selling Versus Information Explanations

1990 • 73 citations

Fiscal policies and the world economy

1994 • 37 citations

Capital Market Equilibria

1986 • 24 citations

Asset Pricing in a Small Economy: A Test of the Omitted Assets Model

1986 • 9 citations