Global Finance Journal

Top 10 requested papers, Year 2000
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Jan-Dec 2000
 
1  Cointegration and causality between macroeconomic variables and stock market returns, Kwon Chung S., Shin Tai S. 470 [abstract]
2  The market-adjusted investment performance of ADR IPOs and SEOs, Callaghan Joseph H., Kleiman Robert T., Sahu Anandi P. 445 [abstract]
3  Empirical analysis of real and financial volatilities on stock excess returns, Chiang Thomas C., Doong Shuh-Chyi 410 [abstract]
4  Common stochastic trends and volatility in Asian-Pacific equity markets, Pan Ming-Shiun, Liu Y.Angela, Roth Herbert J. 347 [abstract]
5  Nonlinear dynamics in foreign exchange rates, Mahajan Arvind, Wagner Andrew J. 330 [abstract]
6  Overreaction in the Hong Kong stock market, Fung Alexander Kwok-Wah 319 [abstract]
7  Mean reversion and the forecasting of country betas, Gangemi Michael, Brooks Robert, Faff Robert 295 [abstract]
8  Seasonality in returns on the Chinese stock markets, Mookerjee Rajen, Yu Qiao 251 [abstract]
9  Cross-border transmission of stock price volatility, Jeong Jin-Gil 251 [abstract]
10  The impact of listing Latin American ADRs on the risks and returns of the underlying shares, Martell Terrence F., Rodriguez, Jr. Luis, Webb Gwendolyn P. 250 [abstract]