Foreign Speculators and Emerging Equity Markets
Data up to Jan 2025
Total Citations Per Year
Abstract
References (52)
Generalized autoregressive conditional heteroskedasticity
1986 • 21,376 citations
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
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On the impossibility of informationally efficient markets
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1988 • 3,689 citations
Why Does Stock Market Volatility Change Over Time?
1989 • 3,555 citations
Time‐Varying World Market Integration
1995 • 2,163 citations
Emerging equity market volatility
1997 • 1,707 citations
Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan
1997 • 1,625 citations
Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices
2000 • 1,343 citations
Home bias and high turnover
1995 • 1,318 citations
The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States
1999 • 1,130 citations
The World Price of Covariance Risk
1991 • 1,115 citations
Risk-Taking, Global Diversification, and Growth
1994 • 1,094 citations
Information and Volatility: The No‐Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
1989 • 996 citations
Predictable Risk and Returns in Emerging Markets
1995 • 954 citations
Do stock market liberalizations cause investment booms?
2000 • 832 citations
The market reaction to international cross-listings: evidence from Depositary Receipts
1999 • 780 citations
Volatility in Emerging Stock Markets
1999 • 725 citations
Market Integration and Investment Barriers in Emerging Equity Markets
1995 • 640 citations
Radio Spectrum Allocation: Role of the Market
2016 • 618 citations
Political Risk, Economic Risk, and Financial Risk
1996 • 566 citations
Stock Market Openings: Experience of Emerging Economies
2000 • 525 citations
Explaining the Variance of Price–Dividend Ratios
1992 • 519 citations
Variance Bounds Tests and Stock Price Valuation Models
1986 • 497 citations
Stock returns and volatility in emerging financial markets
1997 • 474 citations
Testing For and Dating Common Breaks in Multivariate Time Series
1998 • 457 citations
Understanding Unit Rooters: A Helicopter Tour
1991 • 447 citations
An Equilibrium Model with Restricted Stock Market Participation
1998 • 444 citations
Diversification, Integration and Emerging Market Closed‐End Funds
1996 • 358 citations
Expected Returns and Volatility in 135 Countries
1996 • 329 citations
Market Segmentation and Stock Prices: Evidence from an Emerging Market
1997 • 316 citations
International Portfolio Flows and Security Markets
1999 • 298 citations
Business cycles, financial crises, and stock volatility
1989 • 281 citations
A Measure of Stock Market Integration for Developed and Emerging Markets
1996 • 164 citations
U.S. Equity Investment in Emerging Stock Markets
1995 • 158 citations
Discounting Under Uncertainty
1996 • 109 citations
Dynamic Asset Allocation and the Informational Efficiency of Markets
1995 • 107 citations
Evaluating the Diversification Benefits of the New Country Funds
1992 • 103 citations
7 International Capital Flows
1998 • 95 citations
Living with the “enemy”: an analysis of foreign investment in the Japanese equity market
2001 • 87 citations
On the optimality of international capital market integration
1975 • 77 citations
Business Cycles, Financial Crises, and Stock Volatility
1988 • 76 citations
The Pricing of Country Funds from Emerging Markets: Theory and Evidence
1998 • 69 citations
When Do Futures Destabilize Spot Prices?
1987 • 61 citations
Privatization, Political Risk and Stock Market Development in Emerging Economies
1999 • 57 citations
An Intertemporal Model of International Capital Market Segmentation
1996 • 56 citations
Stock and Bond Pricing in an Affine Economy
2002 • 56 citations
What Happens to Stocks that List Shares Abroad? A Survey of the Evidence and its Managerial Implications
1997 • 52 citations
Dating the Integration of World Equity Markets
1998 • 48 citations
Financial Market Efficiency Tests
1992 • 42 citations
External financing in emerging markets: an analysis of market responses
1998 • 7 citations