Market Integration and Investment Barriers in Emerging Equity Markets

International Portfolio Choice and Corporation Finance: A Synthesis

1983 • 1,374 citations

The World Price of Covariance Risk

1991 • 1,115 citations

International Asset Pricing under Mild Segmentation: Theory and Test

1985 • 956 citations

The Risk and Predictability of International Equity Returns

1993 • 940 citations

What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

1993 • 935 citations

Does industrial structure explain the benefits of international diversification?

1994 • 792 citations

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

1994 • 718 citations

On the Effects of Barriers to International Investment

1981 • 662 citations

Industrial Structure and the Comparative Behavior of International Stock Market Indices

1992 • 603 citations

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

1992 • 534 citations

Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration

1992 • 521 citations

A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership

1986 • 350 citations

An investigation of risk and return in forward foreign exchange

1984 • 332 citations

Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market

1989 • 266 citations

The Risk Exposure of Emerging Equity Markets

1995 • 237 citations

Some tests of international equity integration

1988 • 225 citations

Emerging Markets

1992 • 221 citations

Diversification, Integration and Emerging Market Closed-End Funds

1996 • 136 citations

Costs to crossborder investment and international equity market equilibrium

1986 • 123 citations

Emerging Stock Markets and International Asset Pricing

1995 • 105 citations

Global Diversification in a Shrinking World

1992 • 86 citations

The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets

1995 • 82 citations

Recent Developments in Corporate Finance

1986 • 71 citations

Taming Frontier Markets

1992 • 44 citations

Time-Varying World Market Integration

1994 • 32 citations

Investigating the correlation of unobserved expectations

1992 • 25 citations

The GT guide to world equity markets

1987 • 14 citations

The pricing of country funds and their role in capital mobilization for emerging economies

1992 • 13 citations

Morgan Stanley Capital International perspective

1986 • 8 citations

Barriers to portfolio investments in emerging stock markets

1992 • 7 citations