International asset pricing under mild segmentation: Theory and test V Errunza, E Losq The Journal of Finance 40 (1), 105-124, 1985 | 1542 | 1985 |
Market segmentation and the cost of the capital in international equity markets VR Errunza, DP Miller Journal of Financial and Quantitative analysis 35 (4), 577-600, 2000 | 673 | 2000 |
Characterizing world market integration through time F Carrieri, V Errunza, K Hogan Journal of Financial and Quantitative Analysis 42 (4), 915-940, 2007 | 657 | 2007 |
The effects of international operations on the market value of the firm: Theory and evidence VR Errunza, LW Senbet The Journal of Finance 36 (2), 401-417, 1981 | 649 | 1981 |
Is the potential for international diversification disappearing? A dynamic copula approach P Christoffersen, V Errunza, K Jacobs, H Langlois The Review of financial studies 25 (12), 3711-3751, 2012 | 603 | 2012 |
Can the gains from international diversification be achieved without trading abroad? V Errunza, K Hogan, MW Hung The Journal of Finance 54 (6), 2075-2107, 1999 | 501 | 1999 |
International corporate diversification, market valuation, and size-adjusted evidence VR Errunza, LW Senbet The Journal of Finance 39 (3), 727-743, 1984 | 487 | 1984 |
Emerging markets: a new opportunity for improving global portfolio performance VR Errunza Financial Analysts Journal 39 (5), 51-58, 1983 | 272 | 1983 |
Foreign portfolio equity investments, financial liberalization, and economic development V Errunza Review of International Economics 9 (4), 703-726, 2001 | 255 | 2001 |
Tests of integration, mild segmentation and segmentation hypotheses V Errunza, E Losq, P Padmanabhan Journal of Banking & Finance 16 (5), 949-972, 1992 | 246 | 1992 |
Capital flow controls, international asset pricing, and investors' welfare: A multi‐country framework V Errunza, E Losq The Journal of Finance 44 (4), 1025-1037, 1989 | 239 | 1989 |
Gains from portfolio diversification into less developed countries' securities VR Errunza Journal of International Business Studies 8, 83-100, 1977 | 233 | 1977 |
The behavior of stock prices on LDC markets VR Errunza, E Losq Journal of Banking & Finance 9 (4), 561-575, 1985 | 201 | 1985 |
Does corporate international diversification destroy value? Evidence from cross-border mergers and acquisitions MB Dos Santos, VR Errunza, DP Miller Journal of Banking & Finance 32 (12), 2716-2724, 2008 | 192 | 2008 |
Macroeconomic determinants of European stock market volatility V Errunza, K Hogan European Financial Management 4 (3), 361-377, 1998 | 187 | 1998 |
Do implicit barriers matter for globalization? F Carrieri, I Chaieb, V Errunza The Review of Financial Studies 26 (7), 1694-1739, 2013 | 167 | 2013 |
Industry risk and market integration F Carrieri, V Errunza, S Sarkissian Management science 50 (2), 207-221, 2004 | 164 | 2004 |
Property rights protection, corporate transparency, and growth A Durnev, V Errunza, A Molchanov Journal of International Business Studies 40, 1533-1562, 2009 | 146 | 2009 |
Correlation dynamics and international diversification benefits P Christoffersen, V Errunza, K Jacobs, X Jin International Journal of Forecasting 30 (3), 807-824, 2014 | 134 | 2014 |
Does emerging market exchange risk affect global equity prices? F Carrieri, V Errunza, B Majerbi Journal of Financial and Quantitative Analysis 41 (3), 511-540, 2006 | 123 | 2006 |