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MARKET IMPERFECTIONS AND INTERNATIONAL CAPITAL MARKETS INTEGRATION

Year 1991, Volume: 9 Issue: 1, 0 - 0, 01.07.1991

Haluk Akdoğan

Abstract

Makaleye ait öz bulunmamaktadır.

Keywords

capital market

References

  • Adler, Micheal and Bernard Dumas, (1983) "International Portfolio Choice and Corporation Finance: A Synthesist" Journal of Finance, Vol. 38, June, pp. 925-984
  • Berges, Angel, (1981) "Test of Arbitrage Pricing Theory in International Capital Markets," Unpublished Manuscript, presented at the European Finance Association Meetings, Jerusalem, Isreal, September.
  • Cho, Chinhyung, Eun Cheol, Lemma Senbet, (1986) "International Arbitrage Pricing Theory: An Empirical Investigation,% Journal of Finance, Vol. 41, June, pp. 313-329.
  • Cumby, Robert (1990) UConsumption Risk and International Equity Returns," Journal of International Money and Finance, Vol. March.
  • Dhrymes, Phoebus, Irwin Friend, and Bulent Gultekin, (1984). "A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory," Journal of Finance, Vol. 39, June, pp. 323-346.
  • Errunza Vihang, and Etienne Losq, (19B5), "International Asset Pricing Under Mild Segmentation: Theory and Test," Journal of Finance, Vol. 40, March, pp. 105-124.
  • Errunza, Vihang, and Etienne Losq, (1989), "Capital Flow Controls, International asset Pricing, and Investors' Welfare," Journal of Finance, Vol. 44, September.
  • Europe Without Frontiers-Comleting the Internal Market, (1989). EuropeanCommission Documentation, Luxembourg.
  • European Unification, (1990). European Commission Documentation, Luxembourg.
  • The European Financial Common Market. (1989), European Commission Documentation, Luxembourg. Famaj Eugene, and James McMeth, (1973), "Risk, Return, and Equlibrium: Empirical Tests." Journal of Political Economy, Vol. 81, May-June, pp 607636. Giovannini, Alberto, and Philippe Jorion, (1987). "Interest Rates and Risk Premia in the Stock Market and in the Foreign Exchange Market, n Journal of International Money and Finance, Vol., March,
  • Giovannini, Albërto, and Philippe Jorion, (1989). 'The Time Variation of Risk and Return in the Foreign Exchange and StockMarkets,• Journal of Finance, V0144, June,
  • Gordon, Alexander, Cheol Eun, and S. Janakiramanan. (1988). "International Listings, Stock Returns, and Capital Market Integration: The ory and Evidence, * Journal of Financial and guantitative Analysis, June.
  • Gultekin. Mustafa N. , N. Bulent Gultekin, and Alessandro Penati, (1990). International Capital Markets Segmentation; The Japanese Experience, ø in E. J. Elton, M. J. Gruber, eds., Japanese Capital Markets. New York, Harper and Row, pp. 193-222.
  • International Monetary Fund, (1986). International Financial Statis tics Supplement on Price Statistics, Washington, IMF Publications.
  • Jorion, Philippe, and eduardo Schwartz, (1986). "Integration vs. Segmentation in the Canadian Stock Market," Journal f Finance, Vol. 41, May, pp. 603-613.
  • Obstfeld, (1986). "How Integrated Are World Capital Markets? Some New tests," National Bureau of Economic Research, Working Papar # 2075, November.
  • Roll, Richard, and Stephen Ross, (1980). "An Empirical Investigation of the Arbitrage Pricing theory,ø Journal of Finance, Vol. 35, December, pp. 1073-1103.
  • Solnik, Bruno, (1974). "The International Pricing of Risk: An Empirical In vestigation of the World Capital Market structure," Journal of Finance, Vol. 29, May% pp. 48-54.
  • Solnik, Bruno, (1977). "Testing International Asset Pricing: Some Pessi mistic Views," Journal of Finance, Vol. 32, pp. 503-511.
  • Solnik, Bruno, (1983). •"lnternational Arbirage Pricing Theory, B Journal of Finance, vol. 38, May, pp. 449-457.
  • Stehle, Richard, (1977). "An Empirical Test of the Alternative Hypotheses and International Pi-icing of Risky Assets: Journal of Finance, Vol. 32, May, pp. 493-502,
  • Stulz, Rene, (1981a). "A Model of International asset Pricing," Journal of Financial Economics, Vol. 9, December, pp. 383-406.
  • Stub, Rene. (1981b). "On the Effects of Barriers to International Journal of Finance, Ñol. 36, September, pp. 923-934, Stub, (1985). "Pricing Capital assets in an International Setting: An Introduction, * in International Financial Management, D. Lessard, ed., New York, John Wiley and Sons.
  • Trzcinka, Charles, (1986). "On the Number of Factors in the Arbitrage Pri ciñg Model," Journal of Finance, Vol. 41, June,
  • Wheatley, Simon, (1988). "Some Tests of International Equity Journal of Financial Economics. Vol. 21, pp. 177-212

Year 1991, Volume: 9 Issue: 1, 0 - 0, 01.07.1991

Haluk Akdoğan

Abstract

References

  • Adler, Micheal and Bernard Dumas, (1983) "International Portfolio Choice and Corporation Finance: A Synthesist" Journal of Finance, Vol. 38, June, pp. 925-984
  • Berges, Angel, (1981) "Test of Arbitrage Pricing Theory in International Capital Markets," Unpublished Manuscript, presented at the European Finance Association Meetings, Jerusalem, Isreal, September.
  • Cho, Chinhyung, Eun Cheol, Lemma Senbet, (1986) "International Arbitrage Pricing Theory: An Empirical Investigation,% Journal of Finance, Vol. 41, June, pp. 313-329.
  • Cumby, Robert (1990) UConsumption Risk and International Equity Returns," Journal of International Money and Finance, Vol. March.
  • Dhrymes, Phoebus, Irwin Friend, and Bulent Gultekin, (1984). "A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory," Journal of Finance, Vol. 39, June, pp. 323-346.
  • Errunza Vihang, and Etienne Losq, (19B5), "International Asset Pricing Under Mild Segmentation: Theory and Test," Journal of Finance, Vol. 40, March, pp. 105-124.
  • Errunza, Vihang, and Etienne Losq, (1989), "Capital Flow Controls, International asset Pricing, and Investors' Welfare," Journal of Finance, Vol. 44, September.
  • Europe Without Frontiers-Comleting the Internal Market, (1989). EuropeanCommission Documentation, Luxembourg.
  • European Unification, (1990). European Commission Documentation, Luxembourg.
  • The European Financial Common Market. (1989), European Commission Documentation, Luxembourg. Famaj Eugene, and James McMeth, (1973), "Risk, Return, and Equlibrium: Empirical Tests." Journal of Political Economy, Vol. 81, May-June, pp 607636. Giovannini, Alberto, and Philippe Jorion, (1987). "Interest Rates and Risk Premia in the Stock Market and in the Foreign Exchange Market, n Journal of International Money and Finance, Vol., March,
  • Giovannini, Albërto, and Philippe Jorion, (1989). 'The Time Variation of Risk and Return in the Foreign Exchange and StockMarkets,• Journal of Finance, V0144, June,
  • Gordon, Alexander, Cheol Eun, and S. Janakiramanan. (1988). "International Listings, Stock Returns, and Capital Market Integration: The ory and Evidence, * Journal of Financial and guantitative Analysis, June.
  • Gultekin. Mustafa N. , N. Bulent Gultekin, and Alessandro Penati, (1990). International Capital Markets Segmentation; The Japanese Experience, ø in E. J. Elton, M. J. Gruber, eds., Japanese Capital Markets. New York, Harper and Row, pp. 193-222.
  • International Monetary Fund, (1986). International Financial Statis tics Supplement on Price Statistics, Washington, IMF Publications.
  • Jorion, Philippe, and eduardo Schwartz, (1986). "Integration vs. Segmentation in the Canadian Stock Market," Journal f Finance, Vol. 41, May, pp. 603-613.
  • Obstfeld, (1986). "How Integrated Are World Capital Markets? Some New tests," National Bureau of Economic Research, Working Papar # 2075, November.
  • Roll, Richard, and Stephen Ross, (1980). "An Empirical Investigation of the Arbitrage Pricing theory,ø Journal of Finance, Vol. 35, December, pp. 1073-1103.
  • Solnik, Bruno, (1974). "The International Pricing of Risk: An Empirical In vestigation of the World Capital Market structure," Journal of Finance, Vol. 29, May% pp. 48-54.
  • Solnik, Bruno, (1977). "Testing International Asset Pricing: Some Pessi mistic Views," Journal of Finance, Vol. 32, pp. 503-511.
  • Solnik, Bruno, (1983). •"lnternational Arbirage Pricing Theory, B Journal of Finance, vol. 38, May, pp. 449-457.
  • Stehle, Richard, (1977). "An Empirical Test of the Alternative Hypotheses and International Pi-icing of Risky Assets: Journal of Finance, Vol. 32, May, pp. 493-502,
  • Stulz, Rene, (1981a). "A Model of International asset Pricing," Journal of Financial Economics, Vol. 9, December, pp. 383-406.
  • Stub, Rene. (1981b). "On the Effects of Barriers to International Journal of Finance, Ñol. 36, September, pp. 923-934, Stub, (1985). "Pricing Capital assets in an International Setting: An Introduction, * in International Financial Management, D. Lessard, ed., New York, John Wiley and Sons.
  • Trzcinka, Charles, (1986). "On the Number of Factors in the Arbitrage Pri ciñg Model," Journal of Finance, Vol. 41, June,
  • Wheatley, Simon, (1988). "Some Tests of International Equity Journal of Financial Economics. Vol. 21, pp. 177-212
There are 25 citations in total.

Details

Primary Language Turkish
Journal Section Articles
Authors

Haluk Akdoğan This is me

Publication Date July 1, 1991
Submission Date January 1, 1991
Published in Issue Year 1991 Volume: 9 Issue: 1

Cite

APA Akdoğan, H. (1991). MARKET IMPERFECTIONS AND INTERNATIONAL CAPITAL MARKETS INTEGRATION. Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, 9(1).
AMA Akdoğan H. MARKET IMPERFECTIONS AND INTERNATIONAL CAPITAL MARKETS INTEGRATION. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. July 1991;9(1).
Chicago Akdoğan, Haluk. “MARKET IMPERFECTIONS AND INTERNATIONAL CAPITAL MARKETS INTEGRATION”. Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi 9, no. 1 (July 1991).
EndNote Akdoğan H (July 1, 1991) MARKET IMPERFECTIONS AND INTERNATIONAL CAPITAL MARKETS INTEGRATION. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 9 1
IEEE H. Akdoğan, “MARKET IMPERFECTIONS AND INTERNATIONAL CAPITAL MARKETS INTEGRATION”, Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, vol. 9, no. 1, 1991.
ISNAD Akdoğan, Haluk. “MARKET IMPERFECTIONS AND INTERNATIONAL CAPITAL MARKETS INTEGRATION”. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 9/1 (July 1991).
JAMA Akdoğan H. MARKET IMPERFECTIONS AND INTERNATIONAL CAPITAL MARKETS INTEGRATION. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 1991;9.
MLA Akdoğan, Haluk. “MARKET IMPERFECTIONS AND INTERNATIONAL CAPITAL MARKETS INTEGRATION”. Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, vol. 9, no. 1, 1991.
Vancouver Akdoğan H. MARKET IMPERFECTIONS AND INTERNATIONAL CAPITAL MARKETS INTEGRATION. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 1991;9(1).

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