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The Long-Term Effect of Globalization on International Stock Return Comovements
38/38 checkable references clean · checked 2026-08-24
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 38 checked references that resolve
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Global financial shocks and foreign asset repatriation: Do local investors play a stabilizing role?
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Do foreigners facilitate information transmission in emerging markets?
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The determinants of increasing equity market comovement: economic or financial integration?
resolves10.1093/rfs/hhv030
How Important Are Foreign Ownership Linkages for International Stock Returns?
resolves10.1080/14697680903213815
Liberalisation and stock market co-movement between emerging economies
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The dark side of global integration: Increasing tail dependence
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Testing slope homogeneity in large panels with serial correlation
resolves10.1111/j.1540-6261.2006.00860.x
How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices
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Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors
resolves10.1016/j.jimonfin.2017.08.004
Does institutional ownership matter for international stock return comovement?
resolves10.1111/j.1540-6261.2012.01780.x
Asset Fire Sales and Purchases and the International Transmission of Funding Shocks
resolves10.1016/j.jbankfin.2004.09.002
Dynamic stock market integration driven by the European Monetary Union: An empirical analysis
resolves10.1057/s41308-017-0048-y
The External Wealth of Nations Revisited: International Financial Integration in the Aftermath of the Global Financial Crisis
resolves10.1111/1468-0084.0610s1631
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
resolves10.1111/obes.12169
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
resolves10.1016/j.jeconom.2009.03.011
Estimating deterministic trends with an integrated or stationary noise component
resolves10.1198/jbes.2009.07268
Testing for Shifts in Trend With an Integrated or Stationary Noise Component
resolves10.1016/0304-4076(94)01644-F
Estimating long-run relationships from dynamic heterogeneous panels
resolves10.1016/j.jfineco.2008.12.004
Global market integration: An alternative measure and its application☆
resolves10.1016/j.jinteco.2017.06.007
International asset allocations and capital flows: The benchmark effect
The 12 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedEmerging Equity Markets in a Globalizing World
no DOI — not checkedA New Measure of Financial Openness
no DOI — not checkedCommon Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors
no DOI — not checkedref19
no DOI — not checkedEconomic Freedom of the World
no DOI — not checkedThe Liberalization and Management of Capital Flows -An Institutional View
no DOI — not checkedref30
no DOI — not checkedWhich Kind of Investor Causes Comovement
no DOI — not checkedOne Ring to Rule Them All?
no DOI — not checkedRisk-Taking, Global Diversification, and Growth
no DOI — not checkedMeasuring De Facto Financial Openness: A New Index
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