Additional Evidence on Integration in the Canadian Stock Market

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Economic Forces and the Stock Market

1986 • 5,321 citations

International Portfolio Choice and Corporation Finance: A Synthesis

1983 • 1,374 citations

Multivariate tests of the zero-beta CAPM

1985 • 460 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

International Listings and Stock Returns: Some Empirical Evidence

1988 • 347 citations

A unified beta pricing theory

1984 • 333 citations

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

1977 • 276 citations

International Arbitrage Pricing Theory

1983 • 255 citations

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

1989 • 217 citations

An Empirical Investigation of International Asset Pricing

1989 • 214 citations

The Turn‐of‐the‐Year in Canada

1984 • 166 citations

The Ex-Dividend Day Behavior of Canadian Stock Prices: Tax Changes and Clientele Effects

1984 • 142 citations

Pricing Capital Assets in an International Setting: An Introduction

1984 • 77 citations

General Factor Models and the Structure of Security Returns

1983 • 66 citations

International financial management

1986 • 25 citations

Canadian Stocks, Bonds, Bills, and Inflation: 1950-1987

1988 • 22 citations

A Test of the Arbitrage Pricing Theory Using Canadian Security Returns

1984 • 21 citations

A Test of the apt in Pricing Canadian Stocks

1987 • 9 citations

Integration vs. Segmentation in the Canadian Stock Market: Discussion

1986 • 5 citations

DISCUSSION

1986 • 1 citations