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