The effect of foreign ownership restrictions on stock price dynamics
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Volume (Year): 130 (1994)
Issue (Month): 4 (December)
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- Errunza, Vihang & Losq, Etienne, 1985. " International Asset Pricing under Mild Segmentation: Theory and Test," Journal of Finance, American Finance Association, vol. 40(1), pages 105-24, March.
- Dornbusch, Rudiger, et al, 1983. "The Black Market for Dollars in Brazil," The Quarterly Journal of Economics, MIT Press, vol. 98(1), pages 25-40, February.
- Bossaerts, Peter, 1988. "Common nonstationary components of asset prices," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 347-364.
- Berglund, Tom & Liljeblom, Eva, 1988. " Market Serial Correlation on a Small Security Market: A Note," Journal of Finance, American Finance Association, vol. 43(5), pages 1265-74, December.
- Pekka T. Hietala, 1988. "Super premiums in the Finnish stock market : evidence on international asset pricing," Finnish Economic Papers, Finnish Economic Association, vol. 1(2), pages 148-171, Autumn.
- Booth, G. Geoffrey & Mustafa, Chowdhury, 1991. "Long-run dynamics of black and official exchange rates," Journal of International Money and Finance, Elsevier, vol. 10(3), pages 392-405, September.
- Eun, Cheol S & Janakiramanan, S, 1986. " A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership," Journal of Finance, American Finance Association, vol. 41(4), pages 897-914, September.
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