Back to search

Stock Market Openings: Experience of Emerging Economies

Data up to Jan 2025

Published2000
Citations525
References51

Total Citations Per Year

Abstract

References (51)

Generalized autoregressive conditional heteroskedasticity

1986 • 21,376 citations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

American economic review

1992 • 16,670 citations

American Economic Review

2019 • 12,528 citations

Financial Dependence and Growth

1998 • 7,081 citations

ARCH modeling in finance

1992 • 4,478 citations

Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

1988 • 3,715 citations

Why Does Stock Market Volatility Change Over Time?

1989 • 3,555 citations

Measuring security price performance

1980 • 3,397 citations

Stock Markets, Banks, and Economic Growth

1998 • 3,397 citations

Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1

1998 • 2,437 citations

Time‐Varying World Market Integration

1995 • 2,163 citations

Emerging equity market volatility

1997 • 1,707 citations

Stock Market Development and Long-Run Growth

1996 • 1,096 citations

Risk-Taking, Global Diversification, and Growth

1994 • 1,094 citations

Predictable Risk and Returns in Emerging Markets

1995 • 954 citations

Why Does Stock Market Volatility Change Over Time?

1989 • 848 citations

Stock Returns and Volatility

1990 • 760 citations

Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium

1994 • 718 citations

Market Integration and Investment Barriers in Emerging Equity Markets

1995 • 640 citations

Time-Varying World Market Integration

1995 • 598 citations

The size and power of the variance ratio test in finite samples

1989 • 523 citations

An evaluation of volatility forecasting techniques

1996 • 493 citations

Stock returns and volatility in emerging financial markets

1997 • 474 citations

International Portfolio Flows and Security Markets

1999 • 298 citations

Portfolio return autocorrelation

1993 • 293 citations

Options markets and stock return volatility

1989 • 289 citations

Return Behavior in Emerging Stock Markets

1995 • 268 citations

Volatility increases subsequent to stock splits: An empirical aberration

1985 • 267 citations

Financial Markets and Economic Growth

1998 • 265 citations

A Variance‐Ratio Test of Random Walks in Foreign Exchange Rates

1991 • 261 citations

Foreign Speculators and Emerging Equity Markets

2000 • 228 citations

The Coevolution of the Real and Financial Sectors in the Growth Process

1996 • 189 citations

A Measure of Stock Market Integration for Developed and Emerging Markets

1996 • 164 citations

Emerging Stock Markets and International Asset Pricing

1995 • 105 citations

A Variance-Ratio Test of Random Walks in Foreign Exchange Rates

1991 • 77 citations

World currency yearbook

1985 • 72 citations

The Capital Inflows Problem Revisited: A Stylized Model of Southern Cone Disinflation

1985 • 69 citations

Emerging stock markets

1993 • 67 citations

Foreign Speculators and Emerging Equity Markets

1997 • 63 citations

International Diversification and Firm Value

1998 • 63 citations

Volatility in Emerging Stock Markets

1997 • 58 citations

Dating the Integration of World Equity Markets

1998 • 48 citations

A variance ratio test of random walks in exchange rates: Evidence from Pacific Basin economies

1996 • 29 citations

GLOBALIZATION OF CAPITAL MARKETS AND THE ASIAN FINANCIAL CRISIS

1998 • 26 citations

Managed Float: An Evaluation of Alternative Rules in the Presence of Speculative Capital Flows

1981 • 20 citations

The World's emerging stock markets: structure, developments, regulations & opportunities

1993 • 16 citations

An evaluation of alternative models for predicting stock volatility: Evidence from a small market

1995 • 9 citations

Capital Flows and the Behavior of Emerging Market Equity Returns

1998 • 6 citations

Liquidity Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market

1996 • 4 citations

A World Guide to Exchange Control Regulations 1986/1987

1987 • 3 citations

Cited By (0)

Loading...