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Measuring international economic linkages with stock market data. (1993). Mei, Jianping ; Ammer, John.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:449.

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Cited: 2

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Cites: 29

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Cocites: 50

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Citations

Citations received by this document

  1. Strategic returns to international diversification: an application to the equity markets of Europe, Japan, and North America. (1995). Mei, Jianping ; Ammer, John.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:502.

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  2. Strategic returns to international diversification: An application to the equity markets of Europe, Japan and North America. (1995). Mei, Jianping ; Ammer, John.
    In: European Financial Management.
    RePEc:bla:eufman:v:1:y:1995:i:1:p:49-59.

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References

References cited by this document

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  23. Lo, Andrew W. and A. Craig MacKinlay, 1988, Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test, Review of Financial Studies, 1:41-66.

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  26. Sims, Christopher A., 1980, Vector Autoregressions and Reality, Econoinetrica, 48, 1-48.
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  29. WheatLey, Simon. 1988, Some Tests Of International Equity Integration, Journal of Financial Economics, 21:177-212.

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