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

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Economic Forces and the Stock Market

1986 • 5,321 citations

Principles of Econometrics

1973 • 3,349 citations

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

Principles of Econometrics.

1972 • 2,215 citations

International Portfolio Choice and Corporation Finance: A Synthesis

1983 • 1,374 citations

An equilibrium model of the international capital market

1974 • 1,180 citations

An Empirical Investigation of the Arbitrage Pricing Theory

1980 • 1,152 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 citations

International Asset Pricing under Mild Segmentation: Theory and Test

1985 • 956 citations

A model of international asset pricing

1981 • 846 citations

On the Effects of Barriers to International Investment

1981 • 662 citations

Multivariate tests of the zero-beta CAPM

1985 • 460 citations

Integration vs. Segmentation in the Canadian Stock Market

1986 • 436 citations

Sharing rules and equilibrium in an international capital market under uncertainty

1976 • 401 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

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

1986 • 350 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

A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory

1984 • 290 citations

An empirical examination of the Arbitrage Pricing Theory

1988 • 287 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

International Arbitrage Pricing Theory: An Empirical Investigation

1986 • 249 citations

Some tests of international equity integration

1988 • 225 citations

An Empirical Investigation of International Asset Pricing

1989 • 214 citations

TESTING INTERNATIONAL ASSET PRICING: SOME PESSIMISTIC VIEWS

1977 • 134 citations

International Equity and Bond Returns

1982 • 76 citations

How Integrated are World Capital Markets? Some New Tests

1986 • 74 citations

Nonsynchronous Data and the Covariance‐Factor Structure of Returns

1987 • 70 citations

Capital Controls and Interest Rate Parity: The Japanese Experience, 1978-81 (Regulation des capitaux et niveau des taux d'interet: le cas du Japon, 1978-81) (Control de capitales y paridad de los tipos de interes: la experiencia de Japon, 1978-81)

1981 • 60 citations

CAPITAL CONTROLS AND COVERED INTEREST PARITY BETWEEN THE YEN AND THE DOLLAR

1983 • 31 citations

International financial management

1986 • 25 citations

Financial reform in Japan

1983 • 13 citations

Capital Controls and Covered Interest Parity between the Yen and the Dollar

1986 • 8 citations