Follow
Vihang Errunza
Vihang Errunza
Verified email at mcgill.ca - Homepage
Title
Cited by
Cited by
Year
International asset pricing under mild segmentation: Theory and test
V Errunza, E Losq
The Journal of Finance 40 (1), 105-124, 1985
15401985
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
6712000
Characterizing world market integration through time
F Carrieri, V Errunza, K Hogan
Journal of Financial and Quantitative Analysis 42 (4), 915-940, 2007
6562007
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
6491981
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
6022012
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
5001999
International corporate diversification, market valuation, and size-adjusted evidence
VR Errunza, LW Senbet
The Journal of Finance 39 (3), 727-743, 1984
4871984
Emerging markets: a new opportunity for improving global portfolio performance
VR Errunza
Financial Analysts Journal 39 (5), 51-58, 1983
2721983
Foreign portfolio equity investments, financial liberalization, and economic development
V Errunza
Review of International Economics 9 (4), 703-726, 2001
2542001
Tests of integration, mild segmentation and segmentation hypotheses
V Errunza, E Losq, P Padmanabhan
Journal of Banking & Finance 16 (5), 949-972, 1992
2461992
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
2391989
Gains from portfolio diversification into less developed countries' securities
VR Errunza
Journal of International Business Studies 8, 83-100, 1977
2321977
The behavior of stock prices on LDC markets
VR Errunza, E Losq
Journal of Banking & Finance 9 (4), 561-575, 1985
2011985
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
1912008
Macroeconomic determinants of European stock market volatility
V Errunza, K Hogan
European Financial Management 4 (3), 361-377, 1998
1871998
Do implicit barriers matter for globalization?
F Carrieri, I Chaieb, V Errunza
The Review of Financial Studies 26 (7), 1694-1739, 2013
1662013
Industry risk and market integration
F Carrieri, V Errunza, S Sarkissian
Management science 50 (2), 207-221, 2004
1632004
Property rights protection, corporate transparency, and growth
A Durnev, V Errunza, A Molchanov
Journal of International Business Studies 40, 1533-1562, 2009
1462009
Correlation dynamics and international diversification benefits
P Christoffersen, V Errunza, K Jacobs, X Jin
International Journal of Forecasting 30 (3), 807-824, 2014
1332014
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
1232006
The system can't perform the operation now. Try again later.
Articles 1–20