Foreign ownership restrictions and stock prices in the Thai capital market

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

1987 • 15,268 citations

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Economic Forces and the Stock Market

1986 • 5,321 citations

A Simple Model of Capital Market Equilibrium with Incomplete Information

1987 • 5,293 citations

Asset pricing and the bid-ask spread

1986 • 5,250 citations

Econometric Issues in the Analysis of Regressions with Generated Regressors

1984 • 2,277 citations

Predicting returns in the stock and bond markets

1986 • 1,825 citations

The Variation of Economic Risk Premiums

1991 • 1,745 citations

On the Estimation of Beta-Pricing Models

1992 • 1,685 citations

Do Demand Curves for Stocks Slope Down?

1986 • 1,451 citations

Investor Sentiment and the Closed-End Fund Puzzle

1991 • 1,422 citations

International Portfolio Choice and Corporation Finance: A Synthesis

1983 • 1,374 citations

Estimation and Inference in Two-Step Econometric Models

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A Simple Model of Capital Market Equilibrium with Incomplete Information

1987 • 1,247 citations

Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures

1986 • 1,047 citations

International Asset Pricing under Mild Segmentation: Theory and Test

1985 • 956 citations

The Risk and Predictability of International Equity Returns

1993 • 940 citations

Financial Investment Opportunities and the Macroeconomy

1991 • 875 citations

The Risk and Predictability of International Equity Returns

1993 • 662 citations

An exploratory investigation of the firm size effect

1985 • 531 citations

Estimation and Inference in Two-Step Econometric Models

1985 • 448 citations

International Portfolio Choice and Corporation Finance: A Synthesis

1983 • 425 citations

International Asset Pricing under Mild Segmentation: Theory and Test

1985 • 372 citations

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

1986 • 350 citations

Residual Risk, Trading Costs, and Commodity Futures Risk Premia:

1988 • 337 citations

Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures

1986 • 303 citations

Do Demand Curves for Stocks Slope Down?

1986 • 299 citations

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

1989 • 266 citations

Risk measurement when shares are subject to infrequent trading

1983 • 248 citations

Predictable Risk and Returns in Emerging Markets

1994 • 237 citations

Financial Investment Opportunities and the Macroeconomy

1991 • 233 citations

Risk and return on China's new stock markets: Some preliminary evidence

1994 • 232 citations

International Investment Restrictions and Closed‐End Country Fund Prices

1990 • 214 citations

Capital Flow Controls, International Asset Pricing, and Investors' Welfare: A Multi‐Country Framework

1989 • 159 citations

Evaluating the Diversification Benefits of the New Country Funds

1992 • 103 citations

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

1989 • 97 citations

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

1986 • 95 citations

International Investment Restrictions and Closed-End Country Fund Prices

1990 • 92 citations

Risk premia in Pacific-Basin capital markets

1993 • 55 citations

Capital Flow Controls, International Asset Pricing, and Investors' Welfare: A Multi-Country Framework

1989 • 32 citations

Canada's Dual Class Shares: Further Evidence on the Market Value of Cash Dividends

1988 • 31 citations

ASSET PRICING WITH IN‐ AND OUTFLOW CONSTRAINTS: THEORY AND EMPIRICAL EVIDENCE FROM SWEDEN

1993 • 28 citations

A note on capital market segmentation: new tests and evidence

1993 • 24 citations

Limited Market Participation and Volatility of Asset Prices

1991 • 8 citations

Canada's Dual Class Shares: Further Evidence on the Market Value of Cash Dividends

1988 • 8 citations

Singapore Airlines: Price Effects of Restriction on Foreign Ownership

1990 • 5 citations