Concepedia

Impact of capital market internationalization on stock markets: Evidence from the inclusion of China A-shares in the MSCI Emerging Markets Index

Shizheng Dong, Jianming Zheng, Haoyang Jia, Zili Zhang

Research in International Business and Finance · 2023 · 14 citations · 30 references

Concepts

Global MarketsEmerging MarketEconomicsFinancial EconomicsInternational FinanceCross ListingInternational Capital MarketChina A-sharesInternational InvestmentBusinessStock MarketsInternational BusinessEmerging MarketsFinanceCapital Market InternationalizationSecurity Market

References

30

Illiquidity and stock returns: cross-section and time-series effects

Yakov Amihud · Journal of Financial Markets · 2002 · 10.1K citations

Empirical Finance, Financial Economics, Asset Pricing +3

A five-factor asset pricing model

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.5K citations

Economics, Financial Economics, Asset Pricing +6

A Simple Model of Capital Market Equilibrium with Incomplete Information

Robert C. Merton · The Journal of Finance · 1987 · 5.7K citations · Full text

Economics, Capital Market Equilibrium, Financial Economics +8

Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?

Frank T. Magiera · CFA Digest · 1997 · 2.5K citations · Full text

Financial Economics, Stock Prices, Accounting +8

Do Demand Curves for Stocks Slope Down?

Andrei Shleifer · The Journal of Finance · 1986 · 1.5K citations

Empirical Finance, Economics, Bond Ratings +12