The pricing of exchange risk in emerging stock markets

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

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Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations

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Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.9K citations

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Time‐Varying World Market Integration

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Business, Economics, Finance +16

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Jay Shanken · Review of Financial Studies · 1992 · 1.7K citations

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