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Errunza, Vihang R.'s
Scholarly Papers
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Total
Downloads
11,314 |
Total
Citations
326 |
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1.
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Braga Dos Santos, Marcelo
McGill University - Desautels Faculty of Management Errunza, Vihang R.
McGill University - Desautels Faculty of Management Miller, Darius P.
Southern Methodist University (SMU) - Edwin L. Cox School of Business
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29 Feb 04
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Last Revised:
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19 Aug 08
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1,491
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Corporate international diversification, mergers and acquisitions, diversification discount
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2.
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Christoffersen, Peter
University of Toronto - Rotman School of Management Errunza, Vihang R.
McGill University - Desautels Faculty of Management Jacobs, Kris
University of Houston - C.T. Bauer College of Business Jin, Xisong
University of Luxembourg - Luxembourg School of Finance
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1,425
(5,175)
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5
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international asset pricing, asset allocation, dynamic conditional correlation (DCC), dynamic equicorrelation (DECO), dynamic copula
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3.
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Market Segmentation and the Cost of Capital in International Equity Markets
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Versions (2)
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Errunza, Vihang R.
McGill University - Desautels Faculty of Management Miller, Darius P.
Southern Methodist University (SMU) - Edwin L. Cox School of Business
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Posted:
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13 Aug 98
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Last Revised:
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25 Jul 01
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1,382
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126
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Errunza, Vihang R.
McGill University - Desautels Faculty of Management Miller, Darius P.
Southern Methodist University (SMU) - Edwin L. Cox School of Business
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cost of capital, depositary receipts, liberalization
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Errunza, Vihang R.
McGill University - Desautels Faculty of Management Miller, Darius P.
Southern Methodist University (SMU) - Edwin L. Cox School of Business
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1,382
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126
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4.
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Carrieri, Francesca
McGill University - Desautels Faculty of Management Sarkissian, Sergei
McGill University Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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896
(11,143)
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17
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Imperfect industry integration, Global industry risk, Conditional asset pricing, Portfolio diversification
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5.
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Carrieri, Francesca
McGill University - Desautels Faculty of Management Errunza, Vihang R.
McGill University - Desautels Faculty of Management Hogan, Kedreth
Barclays - Barclays Global Investors (BGI)
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822
(12,764)
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69
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International asset pricing, emerging markets
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6.
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Errunza, Vihang R.
McGill University - Desautels Faculty of Management Mazumdar, Sumon C.
Law and Economics Consulting Group (LECG), LLC
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776
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3
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7.
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Christoffersen, Peter
University of Toronto - Rotman School of Management Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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759
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1
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8.
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Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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574
(21,456)
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21
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9.
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Carrieri, Francesca
McGill University - Desautels Faculty of Management Sarkissian, Sergei
McGill University Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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446
(29,983)
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15
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Diversification gains, asset allocation, international equity markets, industrial structure, industrial production
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10.
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Christoffersen, Peter
University of Toronto - Rotman School of Management Errunza, Vihang R.
McGill University - Desautels Faculty of Management Jacobs, Kris
University of Houston - C.T. Bauer College of Business Langlois, Hugues
McGill University - Desautels Faculty of Management
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24 May 12
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Last Revised:
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20 Jan 13
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362
(38,929)
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1
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Asset allocation, dynamic dependence, dynamic copula, asymmetric dependence
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11.
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Carrieri, Francesca
McGill University - Desautels Faculty of Management Errunza, Vihang R.
McGill University - Desautels Faculty of Management Majerbi, Basma
University of Victoria - Faculty of Business
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337
(42,503)
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3
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12.
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Market Segmentation and Noise Trader Risk
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Versions (2)
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hide multiple versions |
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Errunza, Vihang R.
McGill University - Desautels Faculty of Management Hogan, Kedreth
Barclays - Barclays Global Investors (BGI) Hung, Mao-Wei
National Taiwan University
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Posted:
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28 Apr 00
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Last Revised:
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21 Jul 00
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310
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2
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Errunza, Vihang R.
McGill University - Desautels Faculty of Management Hogan, Kedreth
Barclays - Barclays Global Investors (BGI) Hung, Mao-Wei
National Taiwan University
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0
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Errunza, Vihang R.
McGill University - Desautels Faculty of Management Hogan, Kedreth
Barclays - Barclays Global Investors (BGI) Hung, Mao-Wei
National Taiwan University
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310
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2
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13.
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Errunza, Vihang R.
McGill University - Desautels Faculty of Management Sy, Oumar
Dalhousie University
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295
(49,722)
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8
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International asset pricing, nonlinearity, anomaly, size, value, momentum
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14.
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Carrieri, Francesca
McGill University - Desautels Faculty of Management Errunza, Vihang R.
McGill University - Desautels Faculty of Management Majerbi, Basma
University of Victoria - Faculty of Business
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282
(52,337)
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17
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Currency risk, currency crisis, emerging markets, spillover, international markets
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15.
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Chaieb, Ines
University of Geneva Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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281
(52,560)
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14
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International asset pricing models, currency risk, segmentation
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16.
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Do Implicit Barriers Matter for Globalization?
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Versions (3)
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Export Bibliographic Info |
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Carrieri, Francesca
McGill University - Desautels Faculty of Management Chaieb, Ines
University of Geneva Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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Posted:
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02 Mar 10
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Last Revised:
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14 Jun 13
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235
(64,011)
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2
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Carrieri, Francesca
McGill University - Desautels Faculty of Management Chaieb, Ines
University of Geneva Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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23 Dec 10
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Last Revised:
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14 Jun 13
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109
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2
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International Asset Pricing, Emerging Markets, Market Integration, Liberalization, Globalization
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Chaieb, Ines
University of Geneva Carrieri, Francesca
McGill University - Desautels Faculty of Management Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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37
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2
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International Asset Pricing, Emerging Markets, Market Integration
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Carrieri, Francesca
McGill University - Desautels Faculty of Management Chaieb, Ines
University of Geneva Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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| Posted: |
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02 Mar 10
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Last Revised:
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01 Oct 10
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89
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International Asset Pricing, Emerging Markets, Market Integration, Liberalization, Globalization
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17.
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Property Rights Protection, Corporate Transparency, and Growth
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Versions (4)
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hide multiple versions |
Export Bibliographic Info |
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Durnev, Art
University of Iowa - Henry B. Tippie College of Business Errunza, Vihang R.
McGill University - Desautels Faculty of Management Molchanov, Alexander
Massey University
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Posted:
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15 Nov 08
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Last Revised:
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15 Apr 11
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221
(68,296)
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8
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Durnev, Art
University of Iowa - Henry B. Tippie College of Business Errunza, Vihang R.
McGill University - Desautels Faculty of Management Molchanov, Alexander
Massey University
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2
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8
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Durnev, Art
University of Iowa - Henry B. Tippie College of Business Errunza, Vihang R.
McGill University - Desautels Faculty of Management Molchanov, Alexander
Massey University
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0
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Durnev, Art
University of Iowa - Henry B. Tippie College of Business Errunza, Vihang R.
McGill University - Desautels Faculty of Management Molchanov, Alexander
Massey University
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79
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Transparency, Investment Efficiency, Growth, Property Rights
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Durnev, Art
University of Iowa - Henry B. Tippie College of Business Errunza, Vihang R.
McGill University - Desautels Faculty of Management Molchanov, Alexander
Massey University
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| Posted: |
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15 Nov 08
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Last Revised:
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02 Jul 09
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140
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expropriation, transparency, investment
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18.
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Banerji, Sanjay
Durham University - Durham Business School Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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177
(85,068)
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19.
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Christoffersen, Peter
University of Toronto - Rotman School of Management Chung, Hyunchul
Dankook University - Faculty of Business and Economics Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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154
(96,733)
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6
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Revaluation effects, performance, volatility, correlation
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20.
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Barriers to Portfolio Flows, Short Sales Constraints and International Asset Pricing: Theory and Evidence
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Versions (2)
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Ta, Hai T.
McGill University Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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Posted:
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31 Oct 10
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Last Revised:
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07 Mar 11
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66
(176,678)
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Ta, Hai T.
McGill University Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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20 Jan 11
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Last Revised:
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07 Mar 11
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37
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International Asset Pricing, Emerging Markets, Barriers to Investment, Foreign Ownership Restrictions, Short Sales Constraints
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Ta, Hai T.
McGill University Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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29
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International Asset Pricing, Foreign Ownership Restrictions, Short Sales Constraints, Emerging Markets
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21.
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Chang, Jow-Ran
National Tsing Hua University Errunza, Vihang R.
McGill University - Desautels Faculty of Management Hogan, Kedreth
Barclays - Barclays Global Investors (BGI) Hung, Mao-Wei
National Taiwan University
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20
(277,906)
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7
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22.
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Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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3
(334,408)
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23.
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Calantone, Roger
Michigan State University Di Benedetto, Anthony
Temple University Errunza, Vihang R.
McGill University - Desautels Faculty of Management
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24.
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Errunza, Vihang R.
McGill University - Desautels Faculty of Management Hogan, Kedreth
Barclays - Barclays Global Investors (BGI)
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