The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the U.S.

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

The Impact of Merger-Related Regulations on the Shareholders of Acquiring Firms

1983 • 583 citations

Measuring Fund Strategy and Performance in Changing Economic Conditions

1996 • 538 citations

Time-Varying World Market Integration

1994 • 295 citations

The World Price of Foreign Exchange Risk

1995 • 289 citations

Industrial Structure and the Comparative Behavior of International Stock Market Indices

1992 • 264 citations

Market Imperfections, Capital Market Equilibrium and Corporation Finance

1977 • 193 citations

Stock Exchange Listings, Firm Value, and Security Market Efficiency: The Impact of NASDAQ

1986 • 186 citations

On the Effects of Barriers to International Investment

1981 • 176 citations

Additional Evidence on Integration in the Canadian Stock Market

1992 • 166 citations

The Long-Run Negative Drift of Post-Listing Stock Returns

1995 • 72 citations

Financial Disclosure Levels and Foreign Stock Exchange Listing Decisions

1992 • 47 citations

Chapter 6 International portfolio choice and asset pricing: An integrative survey

1995 • 39 citations

Why do foreign firms list in the United States? : an empirical analysis of the depositary receipt market

1996 • 18 citations

Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market

1995 • 13 citations

Conditional Methods in Event-Studies and an Equilibrium Justification for Standard Event-Study Procedures

1997 • 7 citations

General Issues in International Investment

1975 • 2 citations