Evaluating the Diversification Benefits of the New Country Funds

The American Economic Review

2013 • 15,972 citations

Correlations in Price Changes and Volatility across International Stock Markets

1990 • 1,910 citations

Stock return variances

1986 • 1,878 citations

International Transmission of Stock Market Movements

1989 • 1,471 citations

Investor Sentiment and the Closed-End Fund Puzzle

1991 • 1,422 citations

International Diversification of Investment Portfolios

1970 • 1,168 citations

Private Information, Trading Volume, and Stock-Return Variances

1990 • 363 citations

Journal of international money and finance

1991 • 293 citations

Benefits of international diversification

1990 • 173 citations

International Portfolio Diversification: A Multivariate Analysis for a Group of Latin American Countries

1973 • 77 citations

The market for japanese stock index futures: Some preliminary evidence

1989 • 56 citations

US money supply announcements and Pacific Rim stock markets: evidence and implications

1990 • 42 citations

Explaining intra-day and overnight price behavior

1989 • 38 citations