Details about G. Andrew Karolyi

Access statistics for papers by G. Andrew Karolyi.

Last updated 2009-08-19. Update your information in the RePEc Author Service.

Short-id: pka329

Working Papers

2007

1. Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices Over Time
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2005

2. Indirect Robust Estimation of the Short-term Interest Rate Process
   Cahiers du Département d'Econométrie, Département d'Econométrie, Université de Genève
   Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2005)
   See also Journal Article in Journal of Empirical Finance (2007)
3. Private Benefits of Control, Ownership, and the Cross-Listing Decision
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2004

4. Why Do Countries Matter So Much for Corporate Governance?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Journal of Financial Economics (2007)

2003

5. The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures
   Finance, EconWPA View citations
   See also Journal Article in Journal of Empirical Finance (2006)

2002

6. Are Financial Assets Priced Locally or Globally?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Chapter (2003)

2001

7. Why are Foreign Firms Listed in the U.S. Worth More?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Journal of Financial Economics (2004)

2000

8. A New Approach to Measuring Financial Contagion
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Review of Financial Studies (2003)

1992

9. Global Financial Markets and the Risk Premium on U.S. Equity
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Journal of Financial Economics (1992)

Undated

10. Adjusted Forward Rates as Predictors of Future Spot Rates
    Research in Financial Economics, Ohio State University View citations
11. Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies
    Research in Financial Economics, Ohio State University View citations
    See also Journal Article in Journal of Financial Economics (1998)
12. The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US
    Research in Financial Economics, Ohio State University View citations
13. Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS
    Research in Financial Economics, Ohio State University

Journal Articles

2007

1. Indirect robust estimation of the short-term interest rate process
   Journal of Empirical Finance, 2007, 14, (4), 546-563 View citations
   See also Working Paper (2005)
2. Multimarket Trading and Liquidity: Theory and Evidence
   Journal of Finance, 2007, 62, (5), 2169-2200 View citations
3. Why do countries matter so much for corporate governance?
   Journal of Financial Economics, 2007, 86, (1), 1-39 View citations
   See also Working Paper (2004)

2006

4. The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom*
   Review of Finance, 2006, 10, (1), 99-152 View citations
5. The economic consequences of increased disclosure: Evidence from international cross-listings
   Journal of Financial Economics, 2006, 81, (1), 175-213 View citations
6. The impact of the introduction of the Euro on foreign exchange rate risk exposures
   Journal of Empirical Finance, 2006, 13, (4-5), 519-549 View citations
   See also Working Paper (2003)

2004

7. Momentum strategies: some bootstrap tests
   Journal of Empirical Finance, 2004, 11, (4), 509-536 View citations
8. The Role of American Depositary Receipts in the Development of Emerging Equity Markets
   The Review of Economics and Statistics, 2004, 86, (3), 670-690 View citations
9. Why are foreign firms listed in the U.S. worth more?
   Journal of Financial Economics, 2004, 71, (2), 205-238 View citations
   See also Working Paper (2001)

2003

10. A New Approach to Measuring Financial Contagion
    Review of Financial Studies, 2003, 16, (3), 717-763 View citations
    Also in Proceedings, 2001, (May), 489-529 (2001) View citations
    See also Working Paper (2000)
11. DaimlerChrysler AG, the first truly global share
    Journal of Corporate Finance, 2003, 9, (4), 409-430 View citations
12. Does International Financial Contagion Really Exist?
    International Finance, 2003, 6, (2), 179-99 View citations
13. International Real Estate Returns: A Multifactor, Multicountry Approach
    Real Estate Economics, 2003, 31, (3), 481-500 View citations

2002

14. A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002
    Pacific-Basin Finance Journal, 2002, 10, (5), 497-516
15. Did the Asian financial crisis scare foreign investors out of Japan?
    Pacific-Basin Finance Journal, 2002, 10, (4), 411-442 View citations

2000

16. Preface
    Pacific-Basin Finance Journal, 2000, 8, (2), vii-vii

1999

17. The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States
    Journal of Finance, 1999, 54, (3), 981-1013 View citations

1998

18. Another look at the role of the industrial structure of markets for international diversification strategies1
    Journal of Financial Economics, 1998, 50, (3), 351-373 View citations
    See also Working Paper
19. Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings
    Journal of International Financial Markets, Institutions and Money, 1998, 8, (3-4), 393-412 View citations
20. The Variation of Economic Risk Premiums in Real Estate Returns
    The Journal of Real Estate Finance and Economics, 1998, 17, (3), 245-62 View citations

1996

21. Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements
    Journal of Finance, 1996, 51, (3), 951-86 View citations

1995

22. A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada
    Journal of Business & Economic Statistics, 1995, 13, (1), 11-25 View citations
23. Good news, band news and international spilovers of stock return volatility between Japan and the U.S
    Pacific-Basin Finance Journal, 1995, 3, (1), 144-144
    Also in Pacific-Basin Finance Journal, 1994, 2, (4), 405-438 (1994) View citations

1993

24. International Listings of Stocks: The Case of Canada and the U.S
    Journal of International Business Studies, 1993, 24, (4), 763-784 View citations

1992

25. Global financial markets and the risk premium on U.S. equity
    Journal of Financial Economics, 1992, 32, (2), 137-167 View citations
    See also Working Paper (1992)

1991

26. Intraday Volatility in the Stock Index and Stock Index Futures Markets
    Review of Financial Studies, 1991, 4, (4), 657-84 View citations

Chapters

2003

1. Are financial assets priced locally or globally?
   Chapter 16 in Handbook of the Economics of Finance, 2003, vol. 1, Part 2, pp 975-1020 View citations
   See also Working Paper (2002)