Comovements Of Major International Equity Markets

International Diversification of Investment Portfolios

1970 • 1,168 citations

Internationally Diversified Portfolios: Welfare Gains and Capital Flows

1968 • 1,034 citations

Why Not Diversify Internationally Rather Than Domestically?

1974 • 900 citations

Distribution-Free Statistical Tests

1969 • 489 citations

INTERNATIONAL PORTFOLIO DIVERSIFICATION: A MULTIVARIATE ANALYSIS FOR A GROUP OF LATIN AMERICAN COUNTRIES

1973 • 283 citations

THE RELATIONS AMONG EQUITY MARKETS: A STUDY OF SHARE PRICE CO‐MOVEMENTS IN THE UNITED STATES, UNITED KINGDOM, GERMANY AND JAPAN

1972 • 274 citations

THE INTERDEPENDENCE OF INTERNATIONAL EQUITY MARKETS

1971 • 233 citations

Risk-Return Classes of New York Stock Exchange Common Stocks, 1931–1967

1972 • 178 citations

NEW LISTINGS AND THEIR PRICE BEHAVIOR

1970 • 90 citations

Country Risk: The Significance of the Country Factor for Share-Price Movements in the United Kingdom, Germany, and Japan

1973 • 53 citations

THE RELATIONSHIP AMONG EQUITY MARKETS: COMMENT

1974 • 21 citations

EVIDENCE REGARDING A SEGMENTED STOCK MARKET*

1972 • 11 citations