The Internationalization of Equity Markets

A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

1977 • 3,099 citations

International Transmission of Stock Market Movements

1989 • 1,471 citations

An equilibrium model of the international capital market

1974 • 1,180 citations

A model of international asset pricing

1981 • 846 citations

The Risk and Predictability of International Equity Returns

1993 • 662 citations

Sharing rules and equilibrium in an international capital market under uncertainty

1976 • 401 citations

International Asset Pricing under Mild Segmentation: Theory and Test

1985 • 372 citations

The World Price of Covariance Risk

1991 • 344 citations

In search of the exchange risk premium: A six-currency test assuming mean-variance optimization

1982 • 313 citations

International Stock Price Movements: Links and Messages

1989 • 267 citations

A Capital-Asset Pricing Model with Time-varying Covariances

1995 • 215 citations

International Investment Restrictions and Closed‐End Country Fund Prices

1990 • 214 citations

On the Effects of Barriers to International Investment

1981 • 176 citations

Time-Varying Conditional Covariances in Tests of Asset Pricing Models

1989 • 158 citations

Tests of international CAPM with time‐varying covariances

1989 • 156 citations

Exchange Rates and the International Adjustment Process

1978 • 103 citations

Pricing Capital Assets in an International Setting: An Introduction

1984 • 77 citations

The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets

1989 • 70 citations

The world price of exchange rate risk

1992 • 67 citations

ON THE INTERNATIONALIZATION OF PORTFOLIOS *

1992 • 49 citations

Exchange risk and the macroeconomics of exchange rate determination

1980 • 47 citations

International Portfolio Choice and Corporation Finance: A Survey

1982 • 41 citations

Partial-Equilibrium vs General-Equilibrium Models of International Capital Market Equilibrium

1992 • 23 citations

Tests of CAPM on an International Portfolio of Bonds and Stocks

1993 • 22 citations

TESTS OF MEAN-VARIANCE EFFICIENCY OF INTERNATIONAL EQUITY MARKETS

1993 • 22 citations

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

1992 • 13 citations

Estimation of Portfolio-Balance Functions that are Mean-Variance Optimizing: The Mark and the Dollar

1981 • 10 citations

International diversification of social and private risk: the U.S. and Japan

1994 • 8 citations

International Capital Mobility in the 1990s

2021 • 2 citations