INTERNATIONAL LISTINGS, THE SECURITY MARKET LINE AND CAPITAL MARKET INTEGRATION: THE CASE OF US LISTINGS ON THE LONDON STOCK EXCHANGE

Using daily stock returns

1985 • 6,463 citations

Principles of Econometrics

1973 • 3,349 citations

Principles of Econometrics.

1972 • 2,215 citations

International Asset Pricing under Mild Segmentation: Theory and Test

1985 • 956 citations

On the Effects of Barriers to International Investment

1981 • 662 citations

International capital market equilibrium with investment barriers

1974 • 570 citations

A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach

1984 • 430 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

International Listings and Stock Returns: Some Empirical Evidence

1988 • 347 citations

Asset Pricing and Dual Listing on Foreign Capital Markets: A Note

1987 • 321 citations

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

1977 • 276 citations

MARKET IMPERFECTIONS, CAPITAL MARKET EQUILIBRIUM AND CORPORATION FINANCE

1977 • 257 citations

A Comparison of Alternative Testing Methodologies Used in Capital Market Research

1984 • 234 citations

Some tests of international equity integration

1988 • 225 citations

Market Imperfections, Capital Market Equilibrium and Corporation Finance

1977 • 193 citations

Consumption risk and international equity returns: some empirical evidence

1990 • 87 citations

Studies On Current Econometric Issues In Accounting Research - Editors Preface

1984 • 1 citations