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Industrial Structure and the Comparative Behavior of International Stock Market Indices.. (1992). Roll, Richard.
In: Journal of Finance.
RePEc:bla:jfinan:v:47:y:1992:i:1:p:3-41.

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  90. Do securitized real estate markets jump? International evidence. (2015). Li, Guangzhong ; Zhou, Yinggang .
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  91. Country and industry concentration and the performance of international mutual funds. (2015). Hiraki, Takato ; Wang, Xue ; Liu, Ming.
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    RePEc:eee:jbfina:v:59:y:2015:i:c:p:297-310.

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  92. Stock return predictability in South Africa: The role of major developed markets. (2015). Roca, Eduardo ; Li, Bin ; Lin, Philip T ; Wen, Yi-Chieh .
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  93. Time-varying regional and global integration and contagion: Evidence from style portfolios. (2015). Hyde, Stuart ; Nguyen, Ngoc ; Cho, Sungjun .
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  94. Why stay-at-home investing makes sense. (2015). Berrill, Jenny ; O'Hagan-Luff, Martha .
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  95. An Analysis of Industry Regimes Synchronization in the Eurozone. (2015). Ramos, Sofia ; Dias, Jose G..
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  96. Currency Exposure in China under the New Exchange Rate Regime: National Level Evidence. (2015). zhang, zhuang ; Zhou, Si ; Nie, Jing .
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  97. Industry and Size Effects in Corporate Performance: An Empirical Research on Selected EU Countries. (2014). Koralun-Berenicka, Julia.
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  98. Country ETFs, currencies and international diversification. (2014). Williams, Owen S.
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  99. “Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis”. (2014). Chuliá, Helena ; Valls, Natalia .
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  100. Predicting and Capitalizing on Stock Market Bears in the U.S.. (2014). Candelon, Bertrand ; Ahmed, Jameel ; Straetmans, Stefan.
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  101. Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty. (2014). Donadelli, Michael ; Persha, Lauren .
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  102. The interactions between China and US stock markets: New perspectives. (2014). Ye, George L..
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    RePEc:eee:intfin:v:31:y:2014:i:c:p:331-342.

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  103. An analysis of firm and market volatility. (2014). Sharma, Susan ; Narayan, Paresh ; Zheng, Xinwei.
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  104. Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey. (2014). Sobaci, Cihat ; Sensoy, Ahmet ; Åžensoy, Ahmet.
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  105. Stock Market Integration in West African Monetary Zone: A Linear and Nonlinear Cointegration Approach. (2014). Agyapong, Daniel.
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  106. Stock Market Comovements and Industrial Structure. (2013). Mihov, Ilian ; Dutt, Pushan.
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  107. Volatility links between US industries. (2013). Ben Sita, Bernard.
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  108. Return, Volatility and Risk Spillover from Oil Prices and the US Dollar Exchange Rate to the Indian Industrial Sectors. (2013). Kumar, Dilip.
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  109. Determinants of cost of equity: The case of Shariah-compliant Malaysian firms. (2013). Masih, Abul ; shafaai, Shafizal .
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  110. On the Dynamics of Industrial Stock Market Excess Returns. (2013). Donadelli, Michael.
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  111. Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries. (2013). Çevik, Emrah ; Cevik, Emrah Ismail ; KOSEOGLU, Sinem Derindere .
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  112. Volatility and return spillovers in Canadian and U.S. industry ETFs. (2013). Krause, Timothy ; Tse, Yiuman.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:25:y:2013:i:c:p:244-259.

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  113. Can US economic variables predict the Chinese stock market?. (2013). Tu, Jun ; Jiang, Fuwei ; Wang, Yuchen ; Goh, Jeremy C..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:22:y:2013:i:c:p:69-87.

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  114. The cross section of conditional mutual fund performance in European stock markets. (2013). Timmermann, Allan ; Wermers, Russ ; Gillen, Ben ; Banegas, Ayelen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:3:p:699-726.

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  115. Information immobility, industry concentration, and institutional investors’ performance. (2013). Skiba, Hilla ; Shafer, Sherrill ; Fedenia, Mark .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:6:p:2140-2159.

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  116. The role of country and industry factors during volatile times. (2013). Miralles Quirós, Jose ; Martins, Jose Luis ; Quiros, Jose Luis Miralles, ; Marcelo, Jose Luis Miralles, .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:26:y:2013:i:c:p:273-290.

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  117. International stock market interdependence: Are developing markets the same as developed markets?. (2013). Liu, Lu.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:26:y:2013:i:c:p:226-238.

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  118. Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates. (2013). lucey, brian ; Gurdgiev, Constantin ; Ciner, Cetin .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:29:y:2013:i:c:p:202-211.

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  119. Dynamic relationships between industry returns and stock market returns. (2013). Lee, Chien-Chiang ; Chang, Chi-Hung ; Chen, Mei-Ping.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:119-144.

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  120. Monetary shocks and asymmetric effects in an emerging stock market: The case of China. (2013). Jiang, Mingming ; Guo, Feng ; Hu, Jinyan .
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    RePEc:eee:ecmode:v:32:y:2013:i:c:p:532-538.

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  121. Time-Varying Spillover Effects on Sectoral Equity Returns. (2013). Balli, Hatice ; Louis, Rosmy Jean.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:13:y:2013:i:1:p:67-91.

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  122. Common Factors in Default Risk Across Countries and Industries. (2013). Aretz, Kevin ; Pope, Peter F.
    In: European Financial Management.
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  123. Emerging Stock Premia: Some Evidence From Industrial Stock Market Data. (2013). Lucchetta, Marcella ; Donadelli, Michael.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2013:p:398-422.

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  124. The cross-section of conditional mutual fund performance in European stock markets. (2012). Timmermann, Allan ; Wermers, Russ ; Gillen, Ben ; Banegas, Ayelen.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0903r.

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  125. Emerging Stock Premia: Do Industries Matter?. (2012). Lucchetta, Marcella ; Donadelli, Michael.
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  126. Predicting and Capitalizing on Stock Market Bears in the U.S.. (2012). Straetmans, Stefan ; Candelon, Bertrand ; Ahmed, Jameel ; Stefan, Straetmans .
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  127. Incorporating Weekend Information in Stock Prices: Evidence from Israeli Stock Market. (2012). Kudryavtsev, Andrey ; cohen, gil ; Pavlodsky, Julia .
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  128. The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt. (2012). Ezzat, Hassan .
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  129. Do macro-economic variables explain stock-market returns? Evidence using a semi-parametric approach. (2012). Singh, Harminder ; Mishra, Sagarika.
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  130. Information immobility, industry concentration, and institutional investors performance. (2012). Shaffer, Sherrill ; Skiba, Hilla ; Fedenia, Mark .
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  131. International portfolio diversification: Currency, industry and country effects revisited. (2012). Gerard, Bruno ; Hillion, Pierre ; de Roon, Frans A. ; Eiling, Esther .
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  132. Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. (2012). Gupta, Rakesh ; Guidi, Francesco.
    In: International Review of Financial Analysis.
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  133. Industry and country factors in emerging market returns: Did the Asian crisis make a difference?. (2012). Leger, Lawrence ; Green, Christopher ; Bai, YE.
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  134. Is the Potential for International Diversi?cation Disappearing? A Dynamic Copula Approach. (2012). Christoffersen, Peter ; Errunza, Vihang ; Jacobs, Kris ; Langlois, Hugues.
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  135. Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models. (2011). Idier, Julien.
    In: The European Journal of Finance.
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  136. Dynamic linkages among equity markets: local versus basket currencies. (2011). Maung, Thein ; Bessler, David ; Kolari, James W..
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    RePEc:taf:applec:v:43:y:2011:i:14:p:1703-1719.

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  137. Determinants of cross-sectional stock return variations in emerging markets. (2011). Green, Christopher ; Bai, YE.
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  138. The Going Public Decision and the Structure of Equity Markets. (2011). Castaneda, Pablo ; Astudillo, Alfonso ; Braun, Matias.
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  139. Country and industry factors as determinants of corporate financial liquidity in the European Union countries. (2011). Koralun-Berenicka, Julia.
    In: Bank i Kredyt.
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  140. Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul. (2011). Ülkü, Numan ; lku, Numan .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:61:y:2011:i:3:p:277-304.

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  141. Time-varying Diversification Benefits: The Impact of Capital Market Integration on European Portfolio Holdings. (2011). Horobet, Alexandra ; Dumitrescu, Sorin .
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  142. The Economic Crisis and European Integration. (2011). .
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  143. Asset growth and stock returns: Evidence from Asian financial markets. (2011). Chen, Shaw ; Yu, Tong ; Yao, Tong ; Zhang, Ting.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:19:y:2011:i:1:p:115-139.

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  144. Financial liberalization, exchange rates and stock prices: Exogenous shocks in four Latin America countries. (2011). Drakos, Anastassios A. ; Diamandis, Panayiotis F..
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:33:y:2011:i:3:p:381-394.

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  145. The going public decision and the structure of equity markets. (2011). Castaneda, Pablo ; Astudillo, Alfonso ; Castaeda, Pablo ; Braun, Matas .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:7:p:1451-1470.

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  146. Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?. (2011). Balli, Hatice.
    In: Journal of Economics and Business.
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  147. Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?. (2011). Balli, Hatice.
    In: Journal of Economics and Business.
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  148. Country effect on firm performance: A multilevel approach. (2011). Brito, Luiz Artur Ledur, ; Goldszmidt, Rafael G. Burstein, ; de Vasconcelos, Flavio Carvalho .
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  149. Country versus sector factors in equity returns: The roles of non-unit exposures. (2011). De Moor, Lieven ; Sercu, Piet.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:1:p:64-77.

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  150. Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach. (2011). Fry, John ; Chkili, Walid ; Aloui, Chaker ; Chaker, Aloui ; Masood, Omar ; Walid, Chkili .
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  151. Portfolio Risk Analysis. (2010). Connor, Gregory ; Korajczyk, Robert A ; Goldberg, Lisa R.
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  152. Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns. (2010). Nagayasu, Jun.
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  153. Free Flows, Limited Diversification: Openness and the Fall and Rise of Stock Market Correlations, 1890-2001. (2010). Quinn, Dennis ; Voth, Hans-Joachim.
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  154. Country v sector effects in equity returns and the roles of geographical and firm-size coverage. (2010). De Moor, Lieven ; Sercu, Piet.
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  155. International Diversification with Factor Funds. (2010). Eun, Cheol S. ; Zhang, Zhe ; Lai, Sandy ; de Roon, Frans A..
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  156. Time-varying integration, interdependence and contagion. (2010). Inghelbrecht, Koen ; Baele, Lieven.
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  157. International diversification strategies: Revisited from the risk perspective. (2010). Green, Christopher ; Bai, YE.
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  158. The dark side of global integration: Increasing tail dependence. (2010). Vermeulen, Robert ; Cosma, Antonio ; Beine, Michel.
    In: Journal of Banking & Finance.
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  159. How Important Are Foreign Ownership Linkages for International Stock Returns?. (2010). Bartram, Söhnke ; Ng, David ; Griffin, John .
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  160. STOCK MARKET COMO VEMENT IN THE EUROPEAN UNION AND TRANSITION COUNTRIES. (2009). Moore, Winston.
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  161. The Myth of International Diversification. (2009). Moosa, Imad A. ; Al-Deehani, Talla M..
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  162. International comovement of stock market returns: a wavelet analysis. (2009). Nunes, Luis.
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  163. Market volatility across countries – evidence from international markets. (2009). Mollah, Sabur ; Mobarek, Asma.
    In: Studies in Economics and Finance.
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  164. International comovement of stock market returns: A wavelet analysis. (2009). Rua, António ; Nunes, Luis.
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  165. Time-varying Integration and International diversification strategies. (2009). Inghelbrecht, Koen ; Baele, Lieven.
    In: Journal of Empirical Finance.
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  166. Economic integration and the comovement of stock returns. (2009). Tavares, Jose.
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  167. The Dark Side of Global Integration: Increasing Tail Dependence. (2009). Vermeulen, Robert ; antonio. cosma@uni. lu, ; Beine, Michel.
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  168. Long-Term Global Market Correlations. (2008). Rouwenhorst, K. ; Goetzmann, William ; Li, Lingfeng.
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  169. A century of global equity market correlations. (2008). Voth, Hans-Joachim ; Quinn, Dennis .
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  170. Reassessing co-movements among G7 equity markets: evidence from iShares. (2008). lucey, brian ; Barari, M. ; Voronkova, S..
    In: Applied Financial Economics.
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  171. Sector classification through non-Gaussian similarity. (2008). Vermorken, Maximilian ; Szafarz, Ariane ; Pirotte Speder, Hugues.
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  172. The Dark Side of Global Integration: Increasing Tail Dependence. (2008). Vermeulen, Robert ; Cosma, Antonio ; Beine, Michel ; Michel, Beine ; Antonio, Cosma .
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  173. Diversification in euro area stock markets: Country versus industry. (2008). Moerman, Gerard A..
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  174. Striking oil: Another puzzle?. (2008). Jacobsen, Ben ; Driesprong, Gerben ; Maat, Benjamin.
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  175. Co-movements of sector index returns in the worlds major stock markets in bull and bear markets: Portfolio diversification implications. (2008). Meric, Gulser ; Ratner, Mitchell .
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  176. Pricing of global and local sources of risk in Russian stock market. (2008). Vaihekoski, Mika ; saleem, kashif.
    In: Emerging Markets Review.
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  177. Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001. (2008). Voth, Hans-Joachim ; Quinn, Dennis .
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  178. IS THE UK REAL ESTATE MARKET CONVERGING WITH THE REST OF EUROPE?. (2008). Lee, Stephen.
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  179. Time-varying global and local sources of risk in Russian stock market. (2007). Vaihekoski, Mika ; Saleem, Kashif.
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  180. Asymmetric Return and Volatility Responses to Composite News from Stock Markets. (2007). Chen, Cathy W. S. ; Chiang, Thomas C. ; Mike K. P. So, ; Mike K. P. So, ; Cathy W. S. Chen, ; Cathy W. S. Chen, .
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  181. The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios. (2007). Glascock, John ; Kelly, Lynne.
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  182. Global Market and Currency Risk in Finnish Stock Market. (2007). Vaihekoski, Mika.
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  183. Exchange rates, interventions, and the predictability of stock returns in Japan. (2007). Pierdzioch, Christian ; Hartmann, Daniel.
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  184. International asset pricing models and currency risk: Evidence from Finland 1970-2004. (2007). Vaihekoski, Mika ; Antell, Jan.
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  185. Volatility and correlation in international stock markets and the role of exchange rate fluctuations. (2007). Mun, Kyung-Chun .
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  186. Floating without flotations-the exchange rate and the Mexican stock market: 1995-2001. (2006). Jesús Muñoz, ; Snowden, Nicholas P..
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  187. Testing for Market Efficiency in Emerging Markets. (2006). Filis, George.
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  188. Structural versus Temporary Drivers of Country and Industry Risk. (2006). Inghelbrecht, Koen ; Baele, Lieven.
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  189. Size matters: The impact of financial liberalization on individual firms. (2006). Christoffersen, Peter ; Chung, Hyunchul ; Errunza, Vihang.
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  190. Value of analyst recommendations: International evidence. (2006). Kim, Woojin ; Jegadeesh, Narasimhan.
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  191. Sources of gains from international portfolio diversification. (2006). Fernandes, Nuno ; Campa, Jose.
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  192. Geographic versus industry diversification: Constraints matter. (2006). Ramos, Sofia ; Ehling, Paul.
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  193. Large shocks and the September 11th terrorist attacks on international stock markets. (2006). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
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  194. Global financial transmission of monetary policy shocks. (2006). Fratzscher, Marcel ; Ehrmann, Michael.
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  195. Global Financial Transmission of Monetary Policy Shocks. (2006). Fratzscher, Marcel ; Ehrmann, Michael.
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  196. Diversifikationseffekte durch Small und Mid Caps?. (2005). Glaser, Markus ; Borgsen, Sina .
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  197. Structural versus Temporary Drivers of Country and Industry Risk. (2005). Inghelbrecht, Koen ; Baele, Lieven.
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  198. Do European Stock Markets Affect Latin American Stock Markets?. (2005). Verma, Rahul ; Albuquerque, Pedro ; Rivas, Andres ; Rodriguez, Antonio .
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  199. The value of cooperation : Studies on the performance outcomes of interorganizational alliances. (2005). Cunha, P. A. M. F. V., .
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  200. European public real estate market integration. (2005). Zhu, Guozhong ; Yang, Jian ; Kolari, James W..
    In: Applied Financial Economics.
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  201. Diversifikationseffekte durch small und mid caps? : Eine empirische Untersuchung basierend auf europäischen Aktienindizes. (2005). Borgsen, Sina ; Glaser, Markus .
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  202. Sector Integration and the Benefits of Global Diversification. (2005). Ricardo P. C. Leal, ; Ratner, Mitchell .
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  203. The Dynamics of Central European Equity Market Integration. (2005). lucey, brian ; Gilmore, Claire G. ; McManus, Ginette M..
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  204. EMERGING EQUITY MARKET VOLATILITY AB EMPIRICAL INVESTIGATION OF MARKETS IN KENYA NIGERIA. (2005). Beer, Francisca ; Ogum, George ; Nouyrigat, Genevieve.
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  205. Stock prices and exchange rate dynamics. (2005). Phylaktis, Kate ; Ravazzolo, Fabiola.
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  206. Comovement in international equity markets: A sectoral view. (2005). Jansen, W. Jos ; Berben, Robert-Paul.
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    RePEc:eee:jimfin:v:24:y:2005:i:5:p:832-857.

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  207. Firm characteristics and the impact of emerging market liberalizations. (2005). Patro, Dilip K. ; Wald, John K..
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  208. International Stock Return Comovements. (2005). zhang, xiaoyan ; Hodrick, Robert ; Bekaert, Geert.
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  209. Geographic versus industry diversification: constraints matter. (2005). Ramos, Sofia ; Ehling, Paul.
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  210. Quelle convergence financière pour les pecos ?. Une analyse économétrique de lévolution des marchés dactions (1998-2003). (2005). Aubin, Christian ; Berdot, Jean-Pierre ; Leonard, Jacques ; Goyeau, Daniel.
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  211. Are Practitioners Right? On the Relative Importance of Industrial Factors in International Stock Returns. (2004). Isakov, Dusan ; Sonney, Frederic .
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  212. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
    In: Economics, Finance and Accounting Department Working Paper Series.
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  213. Industry Risk and Market Integration. (2004). Sarkissian, Sergei ; Carrieri, Francesca ; Errunza, Vihang.
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  214. An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models. (2004). Beer, Francisca M ; Ogum, Georges ; Nouyrigat, Genevieve.
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  215. Geographic Versus Industry Diversification: Contraints Matter. (2004). Ramos, Sofia ; Ehling, Paul.
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  216. The home country in the age of globalization: how much does it matter for firm performance?. (2004). hawawini, gabriel ; Subramanian, Venkat ; Verdin, Paul.
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  217. The linkage between the US and Korean stock markets: the case of NASDAQ, KOSDAQ, and the semiconductor stocks. (2004). Jeon, Bang ; Jang, Beom-Sik.
    In: Research in International Business and Finance.
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  218. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
    In: Journal of International Money and Finance.
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  219. Information transmission between the NASDAQ and Asian second board markets. (2004). Rui, Oliver ; Lee, Bong-Soo ; Wang, Steven Shuye.
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  220. A note on the time-series relationship between market industry concentration and market volatility. (2004). Xing, Xuejing.
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  221. Equity market integration in Latin America: A time-varying integration score analysis. (2004). Barari, Mahua.
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  222. International equity market integration: Theory, evidence and implications. (2004). lucey, brian ; Kearney, Colm.
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  223. Valuation impact of currency crises: Evidence from the ADR market. (2004). Chen, Dar-Hsin ; Blenman, Lloyd P. ; Bin, Feng-Shun.
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  224. Do countries or industries explain momentum in Europe?. (2004). Verbeek, Marno ; Swinkels, Laurens ; Nijman, Theo.
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  225. The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk.. (2004). El Hedi, AROURI Mohamed .
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  226. The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk.. (2004). AROURI, Mohamed ; El Hedi, AROURI Mohamed .
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  227. Price Common Volatility or Volume Common Volatility? Evidence from Taiwans Exchange Rate and Stock Markets. (2004). Chen, Shyh-Wei ; Shen, Chung-Hua.
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  228. Indices as diversification instruments in Europe. (2003). Laurent, Marie-Paule .
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  229. A Decomposition of Global Linkages in Financial Markets Over Time. (2003). Forbes, Kristin ; Chinn, Menzie.
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  230. A Decomposition of Global Linkages in Financial Markets Over Time. (2003). Forbes, Kristin ; Chinn, Menzie.
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  231. Financial Globalization, Portfolio Diversification, and the Pattern of International Trade. (2003). Koren, Miklos.
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  232. Country and Industry Dynamics in Stock Returns. (2003). Catão, Luis ; Timmermann, Allan ; Cato, Luis.
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  233. Geographical versus Industrial Diversification: A Mean Variance Spanning Approach. (2003). Ramos, Sofia ; Ehling, Paul.
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  234. An analysis of industry and country effects in global stock returns: evidence from Asian countries and the U.S.. (2003). Huang, Bwo-Nung ; Lee, Chien-Hui ; Wang, Chaug-Jung.
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  235. Does world-level volatility matter for the average firm in a global equity market?. (2003). Lan, Dong ; Sequeira, John M..
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  236. A Decomposition of Global Linkages in Financial Markets over Time. (2003). Forbes, Kristin ; Chinn, Menzie.
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  237. A DECOMPOSITION OF GLOBAL LINKAGES IN FINANCIAL MARKETS OVER TIME. (2003). Forbes, Kristin ; Chinn, Menzie.
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  238. A Decomposition of Global Linkages in Financial Markets over Time. (2003). Forbes, Kristin ; Chinn, Menzie.
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  239. Non-Linearities, Regime Switching and the Relationship Between Asian Equity and Foreign Exchange Markets. (2002). Holmes, Mark ; Nabil, Maghrebi.
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  240. International diversification strategies. (2002). Del Negro, Marco ; Brooks, Robin.
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  241. Measuring financial and economic integration with equity prices in emerging markets. (2002). Phylaktis, Kate ; Ravazzolo, Fabiola.
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  242. Stock market linkages: Evidence from Latin America. (2002). Rui, Oliver ; Chen, Gong-meng ; Firth, Michael.
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  243. Explaining exchange rate risk in world stock markets: A panel approach. (2002). Wu, Yangru ; Patro, Dilip K. ; Wald, John K..
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  244. Economic determinants of emerging stock market interdependence. (2002). Pretorius, Elna.
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  245. What Determines Expected International Asset Returns?. (2002). Zhou, Guofu ; Harvey, Campbell ; Solnik, Bruno.
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  246. What Determines Expected International Asset Returns?. (2002). Zhou, Guofu ; Harvey, Campbell ; Solnik, Bruno.
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  247. Term structure of return correlations and international diversification: evidence from European stock markets. (2001). Ming-Shiun Pan, Y. Angela Liu, Herbert J. Roth, .
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  248. Forward and spot exchange rates in a bivariate TAR framework. (2001). R. Dacco, S. Satchell, .
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  249. Credit Risk Diversification. (2001). Varotto, Simone.
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  250. Long-Term Global Market Correlations. (2001). Rouwenhorst, K. ; Goetzmann, William.
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  251. The Impact of the EMUon the Structure of European Equity Returns; An Empirical Analysis of the First 21 Months. (2001). Kraus, Thomas.
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  252. Tests of investor cognizance using earnings forecasts of North American analysts. (2001). Kryzanowski, Lawrence ; Chung, Richard.
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  253. Dynamic Co-movements of Stock Indices: The Emerging Middle Eastern and the United States Markets. (2001). Shachmurove, Yochanan.
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  254. Stock market integration and macroeconomic fundamentals: an empirical analysis, 1980-95. (2000). Dickinson, David G..
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  255. Legal Determinants of the Return on Equity. (2000). Pagano, Marco ; Lombardo, Davide .
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  256. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk. (2000). Lettau, Martin ; Campbell, John ; Malkiel, Burton G. ; Xu, Yexiao .
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  257. Estimation and simulation of risk premia in equity and foreign exchange markets. (2000). Kim, Inbae ; Salemi, Michael K..
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  258. Commonality in liquidity. (2000). Subrahmanyam, Avanidhar ; Roll, Richard ; Tarun, Chordia ; Avanidhar, Subrahmanyam ; Richard, Roll.
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  259. Cross-sectional variations in the degree of global integration: the case of Russian equities. (2000). Sarkissian, Sergei ; Fedorov, Pavel.
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  260. Pacific Basin stock markets and international capital asset pricing. (2000). Hung, Mao-Wei ; Jan, Yin-Ching ; Chou, Peter Shyan-Rong.
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  261. Volatility and information flows in emerging equity market: A case of the Korean Stock Exchange. (2000). Pyun, Chong Soo ; Lee, Sa Young, ; Nam, Kiseok.
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  262. Determinants of American Depositary Receipts and their underlying stock returns: Implications for international diversification. (2000). Kim, Dong-Soon ; Choi, Yoon K..
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  263. Country and industry factors in returns: evidence from emerging markets stocks. (2000). Serra, Ana Paula.
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  264. Excess returns and international diversification: The Scandinavian view. (1999). G. G. Booth, T. Martikainen, .
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  265. A note on the long-run benefits from international equity diversification for a UK investor diversifying in the US equity market. (1999). Kanas, Angelos.
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  266. Dispersion and Volatility in Stock Returns: An Empirical Investigation. (1999). Lettau, Martin ; Campbell, John.
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  267. The Information Content of Stock Markets: Why Do Emerging Markets Have Synchronous Stock Price Movements?. (1999). Morck, Randall ; Yeung, B. ; Yu, Wayne .
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  268. Understanding stock market volatility: The case of Korea and Taiwan. (1999). Titman, Sheridan ; John Wei, K. C., .
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  269. Financial deregulation and integration: an Australian perspective1. (1999). Ragunathan, Vanitha .
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  270. Economic determinants of the correlation structure across international equity markets. (1999). Bracker, Kevin ; Koch, Paul D..
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  271. Competitiveness and the convergence of international business practice: North American evidence after NAFTA. (1999). Braun, Gary P. ; Traichal, Patrick A..
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  272. Economic determinants of evolution in international stock market integration. (1999). Docking, Diane Scott ; Koch, Paul D. ; Bracker, Kevin.
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  274. The relationship between US and Canadian wheat futures. (1998). Booth, Geoffrey G ; Tse, Yiuman ; Brockman, Paul.
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