MARKET IMPERFECTIONS AND INTERNATIONAL CAPITAL MARKETS INTEGRATION

Yıl 1991, Cilt: 9 Sayı: 1, 0 - 0, 01.07.1991

Haluk Akdoğan

Öz

Makaleye ait öz bulunmamaktadır.

Anahtar Kelimeler

capital market

Kaynakça

• 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• Berges, Angel, (1981) "Test of Arbitrage Pricing Theory in International Capital Markets," Unpublished Manuscript, presented at the European Finance Association Meetings, Jerusalem, Isreal, September.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