An Intertemporal Model of International Capital Market Segmentation
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 31 (1996)
Issue (Month): 02 (June)
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- Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2002.
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"Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares,"
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- Rene M. Stulz, 1999. "Globalization of Equity Markets and the Cost of Capital," NBER Working Papers 7021, National Bureau of Economic Research, Inc.
- Mo, Henry & Wu, Liuren, 2007. "International capital asset pricing: Evidence from options," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 465-498, September.
- Hunter, Delroy M., 2006. "The evolution of stock market integration in the post-liberalization period - A look at Latin America," Journal of International Money and Finance, Elsevier, vol. 25(5), pages 795-826, August.
- Bellalah, Makram & Bellalah, Mondher, 2001. "International Portfolio Choice and the Effect of Information Costs," Economics Papers from University Paris Dauphine 123456789/9786, Paris Dauphine University.
- Lee, Khang Min & Moyen, Nathalie, 2006. "Optimal liberalization of financial markets," Journal of International Money and Finance, Elsevier, vol. 25(8), pages 1319-1335, December.
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