George Andrew Karolyi

Cornell University - Johnson Graduate School of Management

Professor of Finance

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

69

DOWNLOADS
Rank 231

SSRN RANKINGS

Top 231

in Total Papers Downloads

48,073

CITATIONS
Rank 95

SSRN RANKINGS

Top 95

in Total Papers Citations

2,767

Scholarly Papers (69)

1.
Downloads 4,097 ( 1,513)
Citation 188

Why Do Countries Matter so Much for Corporate Governance?

ECGI - Finance Working Paper No. 50/2004, Charles A. Dice Center Working Paper No. 2004-16 and Fisher College of Business Working Paper No. 2006-03-008
Number of pages: 61 Posted: 25 Aug 2004
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 3,990 (1,560)
Citation 188

Abstract:

corporate governance, financial globalization, investor protection

Why Do Countries Matter so Much for Corporate Governance?

NBER Working Paper No. w10726
Number of pages: 54 Posted: 20 Sep 2004
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 107 (207,928)
Citation 188

Abstract:

Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices over Time

Fisher College of Business Working Paper No. 2007-03-012, ECGI - Finance Working Paper No. 173/2007, Charles A. Dice Center Working Paper No. 2007-9
Number of pages: 74 Posted: 25 Apr 2007
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 3,236 (2,246)
Citation 100

Abstract:

Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices Over Time

NBER Working Paper No. w13079
Number of pages: 67 Posted: 27 Jun 2007
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 51 (322,185)
Citation 100

Abstract:

3.
Downloads 1,814 ( 6,321)
Citation 65

The Long-Run Performance of Global Equity Offerings

Number of pages: 53 Posted: 11 Feb 1998
George Andrew Karolyi and Stephen R. Foerster
Cornell University - Johnson Graduate School of Management and University of Western Ontario - Richard Ivey School of Business
Downloads 1,435 (9,227)
Citation 64

Abstract:

The Long-Run Performance of Global Equity Offerings

Dice Working Paper No. 99-4
Number of pages: 45 Posted: 05 Oct 1999
Stephen R. Foerster and George Andrew Karolyi
University of Western Ontario - Richard Ivey School of Business and Cornell University - Johnson Graduate School of Management
Downloads 379 (61,062)
Citation 65

Abstract:

The Long-Run Performance of Global Equity Offerings

Journal of Financial and Quantitative Analysis, Vol. 35, No. 4, December 2000
Posted: 12 Jan 2001
Stephen R. Foerster and George Andrew Karolyi
University of Western Ontario - Richard Ivey School of Business and Cornell University - Johnson Graduate School of Management

Abstract:

4.

What Factors Drive Global Stock Returns?

Charles A. Dice Center Working Paper No. 2006-009, Fisher College of Business Working Paper No. 2006-03-009
Number of pages: 65 Posted: 15 Jun 2006 Last Revised: 27 May 2011
Kewei Hou, George Andrew Karolyi and Bong-Chan Kho
Ohio State University (OSU) - Department of Finance, Cornell University - Johnson Graduate School of Management and Seoul National University, Business School
Downloads 1,756 (5,238)
Citation 37

Abstract:

International finance; asset pricing models; common factors

5.

The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures

Journal of Empirical Finance, Vol. 13, Nos.4-5, pp. 519-549, October 2006, EFA 2002 Berlin Meetings Presented Paper
Number of pages: 51 Posted: 16 Mar 2002 Last Revised: 11 Mar 2014
Söhnke M. Bartram and George Andrew Karolyi
Warwick Business School - Department of Finance and Cornell University - Johnson Graduate School of Management
Downloads 1,699 (6,306)
Citation 23

Abstract:

Foreign exchange rates, exposure, Euro, corporate finance, risk management, derivatives

Private Benefits of Control, Ownership, and the Cross-Listing Decision

ECGI - Finance Working Paper No. 77/2005, Dice Center Working Paper No. 2005-2
Number of pages: 49 Posted: 16 Mar 2005
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management, Ohio State University (OSU) - Department of Finance, University of Utah - Department of Finance and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 1,620 (7,608)
Citation 108

Abstract:

Private benefits of control, corporate governance, cross-listing, corporate ownership

Private Benefits of Control, Ownership, and the Cross-Listing Decision

NBER Working Paper No. w11162
Number of pages: 40 Posted: 29 Mar 2005
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management, Ohio State University (OSU) - Department of Finance, University of Utah - Department of Finance and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 65 (285,129)
Citation 108

Abstract:

7.

What Happens to Stocks that List Shares Abroad? A Survey of the Evidence and its Managerial Implications

Number of pages: 54 Posted: 13 Jan 1997
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management
Downloads 1,647 (7,018)
Citation 13

Abstract:

8.

Multi-Market Trading and Arbitrage

Journal of Financial Economics (JFE), Vol. 97, No. 1, July 2010
Number of pages: 53 Posted: 17 Aug 2004 Last Revised: 12 Jul 2010
Louis Gagnon and George Andrew Karolyi
Smith School of Business, Queen's University and Cornell University - Johnson Graduate School of Management
Downloads 1,599 (7,903)
Citation 49

Abstract:

International finance, multi-market trading, cross-listed stocks, arbitrage

9.

Terrorism and the Stock Market

Number of pages: 27 Posted: 12 Oct 2005
George Andrew Karolyi and Rodolfo Martell
Cornell University - Johnson Graduate School of Management and Barclays Global Investors
Downloads 1,433 (4,796)
Citation 12

Abstract:

Terrorism, Terrorism Risk Insurance Act (TRIA), event study, government policy

The Economic Consequences of Increased Disclosure: Evidence from International Cross-listings

Dice Center Working Paper No. 2002-4; AFA 2003 Washington, DC Meetings
Number of pages: 66 Posted: 27 Mar 2002
Warren Bailey, George Andrew Karolyi and Carolina Salva
Cornell University, Cornell University - Johnson Graduate School of Management and University of Neuchatel
Downloads 1,204 (12,247)
Citation 95

Abstract:

International cross-listing, earnings announcements, trading volume, volatility

The Economic Consequences of Increased Disclosure: Evidence from International Cross-listings

Journal of Financial Economics, Forthcoming
Posted: 13 Sep 2005
Warren Bailey, George Andrew Karolyi and Carolina Salva
Cornell University, Cornell University - Johnson Graduate School of Management and University of Neuchatel

Abstract:

International cross-listing, earnings announcements, trading volume, volatility

11.

Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies

THE CHARLES A. DICE CENTER FOR RESEARCH IN FINANCIAL ECONOMICS
Number of pages: 29 Posted: 28 Feb 1996
John M. Griffin and George Andrew Karolyi
University of Texas at Austin - Department of Finance and Cornell University - Johnson Graduate School of Management
Downloads 1,188 (11,982)
Citation 108

Abstract:

12.
Downloads 1,175 ( 13,006)
Citation 359

Why are Foreign Firms Listed in the U.S. Worth More?

Dice Center Working Paper No. 2001-16
Number of pages: 45 Posted: 01 Oct 2001
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 1,092 (14,271)
Citation 359

Abstract:

Why are Foreign Firms Listed in the U.S. Worth More?

NBER Working Paper No. w8538
Number of pages: 45 Posted: 11 Oct 2001
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 83 (246,957)
Citation 359

Abstract:

Why are Foreign Firms Listed in the U.S. Worth More?

Journal of Financial Economics, 2004
Posted: 25 Dec 2003
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance

Abstract:

13.

International Real Estate Returns: A Multifactor, Multicountry Approach

Dice Center Working Paper No. 2003-8
Number of pages: 28 Posted: 06 Jun 2003
Shaun A. Bond, George Andrew Karolyi and Anthony B. Sanders
University of Cincinnati, Cornell University - Johnson Graduate School of Management and George Mason University - School of Business
Downloads 1,104 (12,915)
Citation 15

Abstract:

14.

Understanding Commonality in Liquidity Around the World

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 64 Posted: 13 Sep 2007 Last Revised: 16 Jul 2011
George Andrew Karolyi, Kuan-Hui Lee and Mathijs A. Van Dijk
Cornell University - Johnson Graduate School of Management, Seoul National University Business School and Erasmus University - Rotterdam School of Management
Downloads 1,051 (13,857)
Citation 28

Abstract:

Commonality, Liquidity, International markets

15.

Information, Trading Volume and International Stock Market Comovements

International Finance Review, Vol. 4, pp. 351-381, 2003
Number of pages: 37 Posted: 24 Apr 1998 Last Revised: 12 Jul 2010
Louis Gagnon and George Andrew Karolyi
Smith School of Business, Queen's University and Cornell University - Johnson Graduate School of Management
Downloads 981 (17,135)
Citation 5

Abstract:

16.
Downloads 965 ( 17,594)
Citation 199

Are Financial Assets Priced Locally or Globally?

Dice Center Working Paper No. 2001-11
Number of pages: 68 Posted: 12 Aug 2001
George Andrew Karolyi and René M. Stulz
Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 813 (22,304)
Citation 199

Abstract:

Are Financial Assets Priced Locally or Globally?

NBER Working Paper No. w8994
Number of pages: 74 Posted: 13 Jun 2002
George Andrew Karolyi and René M. Stulz
Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 152 (157,485)
Citation 199

Abstract:

The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom

Dice Center Working Paper No. 2004-14
Number of pages: 63 Posted: 17 Aug 2004
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management
Downloads 962 (17,333)
Citation 138

Abstract:

The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom

Review of Finance, Vol. 10, Issue 1, pp. 99-152, 2006
Posted: 01 Sep 2008
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management

Abstract:

18.

Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements Using Adrs

THE CHARLES A. DICE CENTER FOR RESEARCH IN FINANCIAL ECONOMICS
Number of pages: 41 Posted: 28 Feb 1996
George Andrew Karolyi and René M. Stulz
Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 950 (16,487)
Citation 130

Abstract:

19.
Downloads 918 ( 18,959)
Citation 11

Do International Cross-Listings Still Matter?

Johnson School Research Paper Series No. 32-2010
Number of pages: 43 Posted: 29 Jul 2010
George Andrew Karolyi and Louis Gagnon
Cornell University - Johnson Graduate School of Management and Smith School of Business, Queen's University
Downloads 480 (45,619)
Citation 11

Abstract:

Do International Cross-Listings Still Matter?

EVIDENCE ON FINANCIAL GLOBALIZATION AND CRISES, Thorsten Beck, Sergio Schmukler, Stijn Claessens, eds., Elsevier North-Holland Publishers, 2010
Number of pages: 42 Posted: 11 Jul 2010 Last Revised: 28 Jul 2010
Louis Gagnon and George Andrew Karolyi
Smith School of Business, Queen's University and Cornell University - Johnson Graduate School of Management
Downloads 438 (51,206)
Citation 11

Abstract:

Multi-market trading, Idiosyncratic risk, limits to arbitrage, Information, Volume, Comovements, Spillovers, International finance

20.

Adjusted Forward Rates as Predictors of Future Spot Rates

Dice Center Working Paper Series 96-5
Number of pages: 32 Posted: 11 Nov 1997
Stephen A. Buser, George Andrew Karolyi and Anthony B. Sanders
Ohio State University (OSU) - Department of Finance, Cornell University - Johnson Graduate School of Management and George Mason University - School of Business
Downloads 912 (17,829)
Citation 1

Abstract:

21.

The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US

Dice Center for Research in Financial Economics WPS 96-6
Number of pages: 53 Posted: 27 Nov 1996
Stephen R. Foerster and George Andrew Karolyi
University of Western Ontario - Richard Ivey School of Business and Cornell University - Johnson Graduate School of Management
Downloads 867 (19,992)
Citation 203

Abstract:

The U.S. Left Behind: The Rise of IPO Activity Around the World

Charles A. Dice Center Working Paper No. 2011-8, Fisher College of Business Working Paper No. 2011-03-008, ECGI - Finance Working Paper No. 303/2011
Number of pages: 61 Posted: 28 Mar 2011 Last Revised: 15 May 2011
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 804 (22,669)
Citation 8

Abstract:

International finance, IPOs, Securities Laws, Corporate governance

The U.S. Left Behind: The Rise of IPO Activity Around the World

NBER Working Paper No. w16916
Number of pages: 57 Posted: 04 Apr 2011
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 33 (384,347)
Citation 8

Abstract:

23.

Understanding Electricity Price Volatility Within and Across Markets

Dice Center Working Paper No. 2004-12
Number of pages: 42 Posted: 17 Aug 2004
Mika Goto and George Andrew Karolyi
Central Research Institute of Electric Power Industry and Cornell University - Johnson Graduate School of Management
Downloads 821 (19,611)
Citation 8

Abstract:

Electricity prices, volatility, market structure, international markets

24.
Downloads 820 ( 22,385)
Citation 156

A New Approach to Measuring Financial Contagion

Dice Center Working Paper No. 2000-13
Number of pages: 56 Posted: 08 Nov 2000
Kee-Hong Bae, George Andrew Karolyi and René M. Stulz
York University - Schulich School of Business, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 789 (23,295)
Citation 156

Abstract:

A New Approach to Measuring Financial Contagion

NBER Working Paper No. w7913
Number of pages: 57 Posted: 29 Sep 2000
Kee-Hong Bae, George Andrew Karolyi and René M. Stulz
York University - Schulich School of Business, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 31 (392,838)
Citation 156

Abstract:

25.
Downloads 789 ( 23,718)

The U.S. Listing Gap

Journal of Financial Economics (JFE), Forthcoming, Fisher College of Business Working Paper No. 2015-03-07, Charles A. Dice Center Working Paper No. 2015-07
Number of pages: 55 Posted: 13 May 2015 Last Revised: 14 Jun 2016
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 558 (37,675)

Abstract:

Stock market listing; New list; Delist

The U.S. Listing Gap

ECGI - Finance Working Paper No. 451/2015
Number of pages: 65 Posted: 22 May 2015
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 161 (149,899)

Abstract:

listing, exchange, delisting, IPO, merger, public corporation, financial development

The U.S. Listing Gap

NBER Working Paper No. w21181
Number of pages: 60 Posted: 18 May 2015
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 70 (273,566)
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Abstract:

The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the U.S.

Dice Center for Research in Financial Economics Working Paper No. 98-11
Number of pages: 53 Posted: 27 Oct 1998
Stephen R. Foerster and George Andrew Karolyi
University of Western Ontario - Richard Ivey School of Business and Cornell University - Johnson Graduate School of Management
Downloads 727 (26,162)
Citation 260

Abstract:

The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the U.S.

Journal of Finance
Posted: 11 Nov 1998
Stephen R. Foerster and George Andrew Karolyi
University of Western Ontario - Richard Ivey School of Business and Cornell University - Johnson Graduate School of Management

Abstract:

27.

DaimlerChrysler AG, the First Truly Global Share

Dice Center Working Paper No. 99-13
Number of pages: 46 Posted: 07 Feb 2000
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management
Downloads 681 (28,316)
Citation 24

Abstract:

28.
Downloads 631 ( 32,354)
Citation 27

Why do Foreign Firms Leave U.S. Equity Markets?

Fisher College of Business Working Paper No. 2009-03-003, Charles A. Dice Center Working Paper No. 2009-3
Number of pages: 64 Posted: 13 Apr 2009
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 242 (101,340)
Citation 27

Abstract:

Why Do Foreign Firms Leave U.S. Equity Markets?

ECGI - Finance Working Paper No. 244/2009
Number of pages: 67 Posted: 08 Jun 2009
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 192 (127,493)
Citation 27

Abstract:

corporate governance, SOX, deregistration, Exchange Act Rule, bonding theory, loss of competitiveness theory

Why do Foreign Firms Leave U.S. Equity Markets?

Journal of Finance, Forthcoming, Fisher College of Business Working Paper No. 2009-03-003, Charles A. Dice Center Working Paper No. 2009-3
Number of pages: 58 Posted: 13 Apr 2009
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 165 (146,590)
Citation 27

Abstract:

corporate governance, SOX, deregistration, Exchange Act Rule, bonding theory, loss of competitiveness theory

Why Do Foreign Firms Leave U.S. Equity Markets?

NBER Working Paper No. w14245
Number of pages: 63 Posted: 18 Aug 2008
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 32 (388,442)
Citation 27

Abstract:

29.
Downloads 621 ( 33,042)
Citation 33

Does International Financial Contagion Really Exist?

Dice Center Working Paper No. 2003-12
Number of pages: 20 Posted: 14 Jun 2003
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management
Downloads 621 (32,541)
Citation 33

Abstract:

Does International Financial Contagion Really Exist?

International Finance, Vol. 6, No. 2, pp. 179-199, Summer 2003
Posted: 04 Jan 2004
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management

Abstract:

30.

Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks

Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 4, August 2009, Dice Center Working Paper No. 2006-11, Fisher College of Business Working Paper No. 2007-03-004
Number of pages: 50 Posted: 28 Jun 2006 Last Revised: 12 Jul 2010
Louis Gagnon and George Andrew Karolyi
Smith School of Business, Queen's University and Cornell University - Johnson Graduate School of Management
Downloads 612 (31,323)
Citation 16

Abstract:

Information, Volume, Comovements, Spillovers, Cross-listed stocks, International finance, Multi-market trading, American Depositary Receipts

31.

Multi-Market Trading and Liquidity: Theory and Evidence

EFA 2004 Maastricht Meetings Paper No. 4642
Number of pages: 42 Posted: 25 Jul 2004
Shmuel Baruch, Michael L. Lemmon and George Andrew Karolyi
University of Utah - Department of Finance, University of Utah - Department of Finance and Cornell University - Johnson Graduate School of Management
Downloads 599 (33,042)
Citation 45

Abstract:

International finance, cross-listings, trading, liquidity

32.

Regulatory Arbitrage and Cross-Border Bank Acquisitions

Journal of Finance, Forthcoming
Number of pages: 63 Posted: 22 Mar 2010 Last Revised: 15 May 2014
George Andrew Karolyi and Alvaro G. Taboada
Cornell University - Johnson Graduate School of Management and Mississippi State University
Downloads 569 (36,874)
Citation 1

Abstract:

Cross-border mergers and acquisitions; financial institutions; bank regulation

33.

Why Do Foreign Firms Leave U.S. Equity Markets? An Analysis of Deregistrations Under SEC Exchange Act Rule 12h-6

Fisher College of Business Working Paper No. 2008-03-013
Number of pages: 48 Posted: 06 Aug 2008 Last Revised: 27 Sep 2010
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 535 (38,678)
Citation 5

Abstract:

Cross-listings, Bonding, Deregistration, Sarbanes-Oxley Act, SEC Exchange Act Rule 12h-6

34.

The Role of ADRs in the Development of Emerging Equity Markets

AFA 2004 San Diego Meetings
Number of pages: 52 Posted: 04 Dec 2003
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management
Downloads 527 (39,219)
Citation 50

Abstract:

35.

Did the Asian Financial Crisis Scare Foreign Investors Out of Japan?

Dice Center Working Paper No. 99-6
Number of pages: 33 Posted: 26 Jul 1999
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management
Downloads 516 (40,251)
Citation 32

Abstract:

Multimarket Trading and Liquidity: A Transaction Data Analysis of Canada U.S. Interlistings

Dice Center Research in Financial Economics Working Paper 98-12
Number of pages: 29 Posted: 22 Oct 1998
Stephen R. Foerster and George Andrew Karolyi
University of Western Ontario - Richard Ivey School of Business and Cornell University - Johnson Graduate School of Management
Downloads 447 (49,932)
Citation 53

Abstract:

Multimarket Trading and Liquidity: A Transaction Data Analysis of Canada-U.S. Interlistings

Journal of International Financial Markets, Institutions and Money
Posted: 14 Dec 1998
Stephen R. Foerster and George Andrew Karolyi
University of Western Ontario - Richard Ivey School of Business and Cornell University - Johnson Graduate School of Management

Abstract:

37.
Downloads 410 ( 56,121)
Citation 7

Momentum Strategies: Some Bootstrap Tests

Dice Center Working Paper No. 2003-6
Number of pages: 41 Posted: 08 Apr 2003
George Andrew Karolyi and Bong-Chan Kho
Cornell University - Johnson Graduate School of Management and Seoul National University, Business School
Downloads 410 (55,570)
Citation 7

Abstract:

Momentum Strategies: Some Bootstrap Tests

Journal of Empirical Finance, 2004
Posted: 25 Dec 2003
George Andrew Karolyi and Bong-Chan Kho
Cornell University - Johnson Graduate School of Management and Seoul National University, Business School

Abstract:

38.

A Resolution of the Chinese Discount Puzzle

Dice Center Working Paper No. 2003-34
Number of pages: 38 Posted: 31 Dec 2003
George Andrew Karolyi and Lianfa Li
Cornell University - Johnson Graduate School of Management and China International Capital Corporation
Downloads 404 (53,178)
Citation 14

Abstract:

39.

The Consequences of Terrorism for Financial Markets: What Do We Know?

Number of pages: 13 Posted: 25 May 2006
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management
Downloads 398 (39,494)
Citation 5

Abstract:

Terrorism, financial markets

40.

The Ultimate Irrelevance Proposition in Finance?

Number of pages: 40 Posted: 16 Apr 2011
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management
Downloads 362 (61,251)

Abstract:

Empirical methods in Finance, significance tests, power of the test

41.

Financial Globalization and the Rise of IPOs Outside the U.S.

Fisher College of Business Working Paper No. 2012-03-013, Charles A. Dice Center Working Paper No. 2012-13, Rotman School of Management Working Paper No. 2118624
Number of pages: 62 Posted: 29 Jul 2012 Last Revised: 28 Jan 2013
Craig Doidge, George Andrew Karolyi and René M. Stulz
University of Toronto - Rotman School of Management, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 346 (64,431)
Citation 4

Abstract:

International finance, IPOs, Securities Laws, Corporate governance

42.

What is Different About Government-Controlled Acquirers in Cross-Border Deals?

AFA 2011 Denver Meetings Paper
Number of pages: 56 Posted: 17 Mar 2010
Chuan Rose Liao and George Andrew Karolyi
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Cornell University - Johnson Graduate School of Management
Downloads 346 (62,439)
Citation 11

Abstract:

Cross-border acquisitions, sovereign acquirers

43.

The Dynamic Volume-Return Relationship of Individual Stocks: The International Evidence

AFA 2008 New Orleans Meetings Paper
Number of pages: 36 Posted: 08 Mar 2007
Louis Gagnon, George Andrew Karolyi and Kuan-Hui Lee
Smith School of Business, Queen's University, Cornell University - Johnson Graduate School of Management and Seoul National University Business School
Downloads 315 (65,925)
Citation 3

Abstract:

Information, Volume, Volume-return relation, Information asymmetry, International finance, International markets

44.

Home Bias, an Academic Puzzle

Number of pages: 49 Posted: 27 Sep 2012
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management
Downloads 247 (57,285)

Abstract:

International finance, Globalization, Research trends in finance

45.

The Economic Consequences of the U.S. Supreme Court’s Morrison v. National Australia Bank Decision for Foreign Stocks Cross-Listed in U.S. Markets

Johnson School Research Paper Series No. 50-2011
Number of pages: 41 Posted: 21 Nov 2011 Last Revised: 17 Sep 2012
Louis Gagnon and George Andrew Karolyi
Smith School of Business, Queen's University and Cornell University - Johnson Graduate School of Management
Downloads 231 (84,776)
Citation 2

Abstract:

Multi-market trading, Cross-listed stocks, Regulatory change

46.

What is Different About Government-Controlled Acquirers in Cross-Border Acquisitions?

FEEM Working Paper No. 38.2010, Johnson School Research Paper Series No. 24-2010
Number of pages: 60 Posted: 30 Apr 2010 Last Revised: 11 May 2010
George Andrew Karolyi and Rose C. Liao
Cornell University - Johnson Graduate School of Management and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 230 (83,743)
Citation 12

Abstract:

Government-controlled Acquirers, Cross-Border Acquisitions

47.

The Gravity of Culture for Finance

Number of pages: 31 Posted: 01 May 2015
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management
Downloads 150 (37,744)

Abstract:

Culture, international portfolio choices, gravity models, research trends in finance.

48.

An Assessment of Terrorism-Related Investing Strategies

Fisher College of Business Working Paper No. 2007-03-016, Charles A. Dice Center Working Paper No. 2007-15
Number of pages: 35 Posted: 20 Jul 2007
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management
Downloads 124 (168,471)
Citation 3

Abstract:

The Coming Wave: Where Do Emerging Market Investors Put Their Money?

Number of pages: 71 Posted: 16 Oct 2015
George Andrew Karolyi, David T. Ng and Eswar S. Prasad
Cornell University - Johnson Graduate School of Management, Cornell University and Cornell University - Dyson School of Applied Economics and Management
Downloads 64 (287,484)

Abstract:

Global portfolio allocation, portfolio equity investment, institutional investors, emerging market economies

The Coming Wave: Where Do Emerging Market Investors Put Their Money?

HKIMR Working Paper No.04/2016
Number of pages: 64 Posted: 17 Mar 2016
George Andrew Karolyi, David T. Ng and Eswar S. Prasad
Cornell University - Johnson Graduate School of Management, Cornell University and Cornell University - Dyson School of Applied Economics and Management
Downloads 24 (427,499)

Abstract:

Global portfolio allocation, portfolio equity investment, institutional investors, emerging market economies

The Coming Wave: Where Do Emerging Market Investors Put Their Money?

IZA Discussion Paper No. 9405
Number of pages: 73 Posted: 19 Oct 2015
George Andrew Karolyi, David T. Ng and Eswar S. Prasad
Cornell University - Johnson Graduate School of Management, Cornell University and Cornell University - Dyson School of Applied Economics and Management
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Abstract:

global portfolio allocation, portfolio equity investment, institutional investors, emerging market economies

The Coming Wave: Where Do Emerging Market Investors Put Their Money?

NBER Working Paper No. w21661
Number of pages: 72 Posted: 26 Oct 2015
George Andrew Karolyi, David T. Ng and Eswar S. Prasad
Cornell University - Johnson Graduate School of Management, Cornell University and Cornell University - Dyson School of Applied Economics and Management
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Abstract:

50.

A Retrospective Evaluation of the Pacific-Basin Finance Journal: 1993-2002

Dice Center Working Paper No. 2002-9
Number of pages: 35 Posted: 22 Nov 2003
Kalok Chan, George Andrew Karolyi and S. Ghon Rhee
CUHK Business School, Cornell University - Johnson Graduate School of Management and University of Hawaii - Shidler College of Business
Downloads 108 (197,562)

Abstract:

51.

Indirect Robust Estimation of the Short-term Interest Rate Process

Charles A. Dice Center Working Paper No. 2005-4
Number of pages: 30 Posted: 27 Feb 2005
Veronika Czellar, George Andrew Karolyi and Elvezio Ronchetti
EDHEC Business School, Cornell University - Johnson Graduate School of Management and University of Geneva - Department of Econometrics
Downloads 107 (195,073)
Citation 8

Abstract:

Generalized Method of Moments, Robust estimation, Indirect estimation, interest rates

52.

The Economic Consequences of Investor Relations: A Global Perspective

Number of pages: 64 Posted: 08 Apr 2015 Last Revised: 06 Aug 2015
George Andrew Karolyi and Rose C. Liao
Cornell University - Johnson Graduate School of Management and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 98 (88,874)

Abstract:

Investor relations, disclosure, institutional investors, market valuation

53.

Global Financial Markets and the Risk Premium on U.S. Equity

NBER Working Paper No. w4074
Number of pages: 42 Posted: 13 Aug 2001
K.C. Chan, George Andrew Karolyi and René M. Stulz
Hong Kong University of Science & Technology (HKUST) - Department of Finance, Cornell University - Johnson Graduate School of Management and Ohio State University (OSU) - Department of Finance
Downloads 52 (300,946)
Citation 80

Abstract:

54.

The Coming Wave

HKIMR Working Paper No.08/2013
Number of pages: 15 Posted: 04 Jul 2013
George Andrew Karolyi, David T. Ng and Eswar S. Prasad
Cornell University - Johnson Graduate School of Management, Cornell University and Cornell University - Dyson School of Applied Economics and Management
Downloads 27 (344,124)

Abstract:

55.

Price and Volatility Transmission across Borders

Financial Markets, Institutions & Instruments, Vol. 15, No. 3, pp. 107-158, August 2006
Number of pages: 52 Posted: 08 Aug 2006
Louis Gagnon and George Andrew Karolyi
Smith School of Business, Queen's University and Cornell University - Johnson Graduate School of Management
Downloads 13 (465,940)
Citation 7
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Abstract:

56.

Discussion of 'A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002'

Number of pages: 12 Posted: 29 Apr 2009
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management
Downloads 12 (465,940)
Citation 2

Abstract:

57.

The Ultimate Irrelevance Proposition in Finance?

Financial Review, Vol. 46, Issue 4, pp. 485-512, 2011
Number of pages: 28 Posted: 08 Oct 2011
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management
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Abstract:

econometric methodology, financial economics, educational and research institutions, G0, C10, C58, I20

58.

Cross-Border Bank Flows and Systemic Risk

Number of pages: 62 Posted: 23 Mar 2017
George Andrew Karolyi, John Sedunov III and Alvaro G. Taboada
Cornell University - Johnson Graduate School of Management, Villanova University - Department of Finance and Mississippi State University
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Abstract:

Cross-border bank flows, financial institutions, bank regulation, systemic risk, financial crises

59.

Racing to the Exits: International Transmissions of Funding Shocks During the Federal Reserve's Taper Experiment

Number of pages: 49 Posted: 11 Jun 2016
George Andrew Karolyi and Kirsty J. McLaren
Cornell University - Johnson Graduate School of Management and University of Cambridge - Judge Business School
Downloads 0 (347,372)

Abstract:

Mutual funds, international capital flows, emerging markets, monetary policy

60.

The Role of Investability Restrictions on Size, Value, and Momentum in International Stock Returns

Johnson School Research Paper Series No. 12-2012
Posted: 22 Apr 2012 Last Revised: 15 Jul 2015
George Andrew Karolyi and Ying Wu
Cornell University - Johnson Graduate School of Management and Stevens Institute of Technology - School of Business

Abstract:

International asset pricing, investment restrictions, cross-listed stocks

61.

Huaneng Power International

Posted: 12 Sep 2000
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management

Abstract:

62.

Hutchison Whampoa Limited - Yankee Bond Offering

Posted: 30 Jul 1999
George Andrew Karolyi and Rick Johnston
Cornell University - Johnson Graduate School of Management and University of Alabama at Birmingham - Department of Accounting and Information Systems

Abstract:

63.

Ontario Teachers' Pension Plan Board: Hedging Foreign Currency Exposure

Posted: 21 Sep 1998
Stephen R. Foerster and George Andrew Karolyi
University of Western Ontario - Richard Ivey School of Business and Cornell University - Johnson Graduate School of Management

Abstract:

64.

Ontario Teachers' Pension Plan Board: Value At Risk

Posted: 21 Sep 1998
Stephen R. Foerster and George Andrew Karolyi
University of Western Ontario - Richard Ivey School of Business and Cornell University - Johnson Graduate School of Management

Abstract:

65.

Ontario Teachers' Pension Plan Board: The Asset Allocation Decision

Posted: 18 Sep 1998
Stephen R. Foerster and George Andrew Karolyi
University of Western Ontario - Richard Ivey School of Business and Cornell University - Johnson Graduate School of Management

Abstract:

66.

"Ontario Teachers' Pension Plan Board" Trilogy (Ivey Management Services, Inc.)

Posted: 18 Sep 1998
Stephen R. Foerster and George Andrew Karolyi
University of Western Ontario - Richard Ivey School of Business and Cornell University - Johnson Graduate School of Management

Abstract:

67.

The Variation of Economic Risk Premiums in Real Estate Returns

Journal of Real Estate Finance and Economics, 1998
Posted: 10 Jun 1998
George Andrew Karolyi and Anthony B. Sanders
Cornell University - Johnson Graduate School of Management and George Mason University - School of Business

Abstract:

68.

Time-Varying Risk Premia and the Returns to Buying Winners and Selling Losers: Caveat Emptor et Venditor

96-2, The Charles A. Dice Center for Research in Financial Economics Working Papers Series
Posted: 18 May 1998
George Andrew Karolyi and Bong-Chan Kho
Cornell University - Johnson Graduate School of Management and Seoul National University, Business School

Abstract:

69.

Stock Market Volatility around Expiration Days in Japan

J. OF DERIVATIVES
Posted: 05 Dec 1996
George Andrew Karolyi
Cornell University - Johnson Graduate School of Management

Abstract: