WORLD, NATIONAL, AND INDUSTRY FACTORS IN EQUITY RETURNS

International Diversification of Investment Portfolios

1970 • 1,168 citations

Market and Industry Factors in Stock Price Behavior

1966 • 866 citations

ON THE ASSESSMENT OF RISK

1971 • 736 citations

Session Topic: Capital Asset Pricing Models in an International Context

1974 • 391 citations

RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS

1968 • 373 citations

The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure

1974 • 360 citations

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

1973 • 283 citations

ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES —IMPLICATIONS FOR PORTFOLIO SELECTION

1973 • 247 citations

THE INTERDEPENDENCE OF INTERNATIONAL EQUITY MARKETS

1971 • 233 citations

A RE‐EXAMINATION OF MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR

1973 • 143 citations

Estimating the Dependence Structure of Share Prices--Implications for Portfolio Selection

1973 • 101 citations

FRENCH MUTUAL FUND PERFORMANCE: EVALUATION OF INTERNATIONALLY‐DIVERSIFIED PORTFOLIOS

1973 • 58 citations

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

1973 • 53 citations

European Capital Markets

2000 • 49 citations

IMPERFECTIONS IN INTERNATIONAL FINANCIAL MARKETS: IMPLICATIONS FOR RISK PREMIA AND THE COST OF CAPITAL TO FIRMS

1973 • 38 citations

THE RELATIONSHIP AMONG EQUITY MARKETS: COMMENT

1974 • 21 citations

French Mutual Fund Performance: Evaluation of Internationally-Diversified Portfolios

1973 • 20 citations

The Relationship Among Equity Markets: Comment

1974 • 13 citations