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Does Corporate International
Diversification Destroy Value? Evidence from Cross-Border
Mergers and
Acquisitions, (with Dos Santos M. B. and D. P. Miller), Journal of Banking
and
Finance,
Vol. 32, 2008, 2716 till 2724.
International
Asset Pricing Under Segmentation and PPP Deviations, (with Ines Chaieb),
Journal
of Financial Economics, Vol. 86, No.2, Nov. 2007, 543 till 578.
"Characterizing
World Market Integration Through Time," (with F.Carrieri and K.
Hogan),
Journal of
Financial and Quantitative Analysis, 42,
915-940,
Dec. 2007. Recipient of the
William
F. Sharpe Award for Scholarship in Financial Research, Best Paper in JFQA
for 2007
Local risk factors
in Emerging Markets: are they separately priced? (with F. Carrieri and B.
Majerbi),
Journal of Empirical Finance, Vol. 13 No. 4-5, Oct. 2006, 444-461
Size Matters: The
Impact of Financial Liberalization on Individual Firms, (with
P.Christoffersen
and H. Chung), Journal of International Money and Finance, Vol. 25, Issue
8,
December
2006, pp. 1296-1318
Does Emerging Market
Exchange Risk Affect Global Equity Prices?, (with F. Carrieri and B.
Majerbi), Journal
of Financial and Quantitative Analysis, Vol. 41, No. 3, September 2006,
pp.511-540.
"An
Intertemporal International Asset Pricing Model: Theory and Empirical Evidence,"
(with J.
R. Chang, K. Hogan
and M. W. Hung). European Financial Management Vol.11, No.2, 2005,
pp.
173-194
"Privatization
Under Incomplete Information and Bankruptcy Risk," (with S. Banerji),
Journal
of
Banking and Finance, 29, 2005, pp. 735-757
Industry Risk and
Market Integration," (with F. Carrieri, and S. Sarkissian), Management
Science,
Vol. 50, February 2004, pp. 207-221.
Valuation Effects
of Global Equity Offerings: Evidence from Depositary Receipts, (with D.
Miller), Journal
of Banking and Finance, Vol. 27, Issue 9, September 2003
1611-1623
Foreign Portfolio
Equity Investments, Financial Liberalization and Economic Development,
Special issue of Review of International Economics, International Financial
Liberalization,
Capital Flows and
Exchange Rate Regimes: Essays in Honor of Robert A. Mundell, Vol. 9,
No.
4, November 2001.
Privatization: A
Theoretical Framework," (with S. Mazumdar), Journal of International
Financial
Markets, Institutions and Money, Vol. 11, September 2001, pp. 339-362
Market
Segmentation and the Cost of Capital in International Equity Markets,"
(with D.
Miller), Journal
of Financial and Quantitative Analysis, December 2000, Vol. 35, No. 4, pp.
577-600.
Reprinted in The CFA Digest, August 2001.
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