Japanese and U.S. cross-border common stock investments
Data up to Jan 2025
Total Citations Per Year
Abstract
References (21)
The equity premium: A puzzle
1985 • 5,686 citations
On estimating the expected return on the market
1980 • 2,932 citations
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns
1983 • 1,611 citations
International Diversification of Investment Portfolios
1970 • 1,168 citations
Mean Reversion in Stock Prices
1996 • 1,111 citations
THE DEMAND FOR RISKY ASSETS
1977 • 977 citations
International Portfolio Diversification with Estimation Risk
1985 • 705 citations
International capital market equilibrium with investment barriers
1974 • 570 citations
Recent Advances in Corporate Finance.
1986 • 410 citations
Private Information, Trading Volume, and Stock-Return Variances
1990 • 363 citations
Habit persistence and durability in aggregate consumption
1991 • 350 citations
Were Japanese stock prices too high?
1991 • 291 citations
Capital Controls and International Capital Market Segmentation: The Evidence from the Japanese and American Stock Markets
1989 • 217 citations
International Capital Markets.
1976 • 203 citations
Multinationals are Poor Tools for Diversification
1978 • 191 citations
Costs to crossborder investment and international equity market equilibrium
1986 • 123 citations
Asset allocation with hedged and unhedged foreign stocks and bonds
1989 • 108 citations
Optimal international asset allocation
1982 • 75 citations
Capital Controls and International Capital Market Segmentation: The Evidence from the Japanese and American Stock Markets
1989 • 75 citations
International Investment Position of the United States
2015 • 35 citations
Japanese capital outflows
1990 • 22 citations