Concepedia
Statistics
Publications
59
Citations
7.3K
H-Index
36
Active since
1977
Affiliations
McGill University(Current)
University of Houston
University of Toronto
Swiss Finance Institute
Copenhagen Business School
Vihang R. Errunza is an author at McGill University specializing in business, economics, and financial economics.
Publications per year
1977–2020
International Asset Pricing under Mild Segmentation: Theory and Test
Vihang R. Errunza, Etienne Losq · The Journal of Finance · 1985 · 989 citations
Business, Economics, Finance +17
Characterizing World Market Integration through Time
Francesca Carrieri, Vihang R. Errunza, Ked Hogan · Journal of Financial and Quantitative Analysis · 2007 · 491 citations
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
Peter Christoffersen, Vihang R. Errunza, Kris Jacobs et al. · Review of Financial Studies · 2012 · 421 citations · Full text
Market Segmentation and the Cost of Capital in International Equity Markets
Vihang R. Errunza, Darius P. Miller · SSRN Electronic Journal · 1998 · 392 citations · Full text
Business, Economics, Finance +14
Can the Gains from International Diversification Be Achieved without Trading Abroad?
Vihang R. Errunza, Ked Hogan, Mao‐Wei Hung · The Journal of Finance · 1999 · 381 citations
Business, Economics, International Business +12
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