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Details about G. Andrew Karolyi

E-mail:
Homepage:http://www.johnson.cornell.edu/faculty/profiles/Karolyi/
Phone:(607) 255-2153
Postal address:Cornell University Johnson Graduate School of Management 348 Sage Hall Ithaca, NY 14853
Workplace:Johnson Graduate School of Management, Cornell University, (more information at EDIRC)

Access statistics for papers by G. Andrew Karolyi.

Last updated 2017-03-16. Update your information in the RePEc Author Service.

Short-id: pka329


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Working Papers

2018

  1. Eclipse of the Public Corporation or Eclipse of the Public Markets?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2016

  1. The Coming Wave: Where Do Emerging Market Investors Put Their Money?
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (1)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2015) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2015) Downloads View citations (2)

2015

  1. The U.S. Listing Gap
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) Downloads View citations (1)

2013

  1. The Coming Wave
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (3)

2012

  1. Financial Globalization and the Rise of IPOs outside the U.S
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (3)

2011

  1. The U.S. Left Behind: The Rise of IPO Activity Around the World
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2011) Downloads View citations (4)

2010

  1. What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions?
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (9)

2009

  1. Why Do Foreign Firms Leave U.S. Equity Markets?
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (2)

    See also Journal Article in Journal of Finance (2010)

2008

  1. Discussion of 'A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002'
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads
    See also Journal Article in Journal of Accounting Research (2009)
  2. Why Do Foreign Firms Leave U.S. Equity Markets? An Analysis of Deregistrations under SEC Exchange Act Rule 12h-6
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (1)

2007

  1. An Assessment of Terrorism-Related Investing Strategies
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads
  2. Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads
  3. Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices Over Time
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2007) Downloads View citations (4)
  4. Indirect robust estimation of the short-term interest rate process
    Post-Print, HAL View citations (11)
    Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2005) Downloads
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2005) Downloads

    See also Journal Article in Journal of Empirical Finance (2007)
  5. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads
    See also Journal Article in Journal of Financial and Quantitative Analysis (2009)

2006

  1. Price and Volatility Transmission across Borders
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (31)
  2. The Consequences of Terrorism for Financial Markets: What Do We Know?
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (14)
  3. What Factors Drive Global Stock Returns?
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (6)
    See also Journal Article in Review of Financial Studies (2011)

2005

  1. Private Benefits of Control, Ownership, and the Cross-Listing Decision
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (4)
    Also in Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2005) Downloads View citations (4)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (9)

    See also Journal Article in Journal of Finance (2009)
  2. Terrorism and the Stock Market
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (4)

2004

  1. Multi-market Trading and Arbitrage
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (20)
    See also Journal Article in Journal of Financial Economics (2010)
  2. The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (2006)
  3. The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads
    Also in Finance, University Library of Munich, Germany (2003) Downloads View citations (3)

    See also Journal Article in Journal of Empirical Finance (2006)
  4. The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (14)
    See also Journal Article in Review of Finance (2006)
  5. Understanding Electricity Price Volatility within and across Markets
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (17)
  6. Why Do Countries Matter So Much for Corporate Governance?
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (27)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (30)

    See also Journal Article in Journal of Financial Economics (2007)

2003

  1. International Real Estate Returns: A Multifactor, Multicountry Approach
    ERES, European Real Estate Society (ERES) Downloads View citations (33)
    See also Journal Article in Real Estate Economics (2003)

2002

  1. Are Financial Assets Priced Locally or Globally?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (109)
    See also Chapter (2003)

2001

  1. A new approach to measuring financial contagion
    Proceedings, Federal Reserve Bank of Chicago View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (34)

    See also Journal Article in Review of Financial Studies (2003)
  2. Why are Foreign Firms Listed in the U.S. Worth More?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (39)
    See also Journal Article in Journal of Financial Economics (2004)

1992

  1. Global Financial Markets and the Risk Premium on U.S. Equity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (108)
    See also Journal Article in Journal of Financial Economics (1992)

Undated

  1. Adjusted Forward Rates as Predictors of Future Spot Rates
    Research in Financial Economics, Ohio State University Downloads View citations (4)
  2. Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies
    Research in Financial Economics, Ohio State University Downloads View citations (16)
    See also Journal Article in Journal of Financial Economics (1998)
  3. 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 Downloads View citations (8)
  4. Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS
    Research in Financial Economics, Ohio State University Downloads View citations (3)

Journal Articles

2016

  1. Home Bias, an Academic Puzzle
    Review of Finance, 2016, 20, (6), 2049-2078 Downloads View citations (6)
  2. The Cross-Section of Expected Returns: Where We Stand Today
    Review of Financial Studies, 2016, 29, (1), 2-4 Downloads
  3. The gravity of culture for finance
    Journal of Corporate Finance, 2016, 41, (C), 610-625 Downloads View citations (21)

2015

  1. Regulatory Arbitrage and Cross‐Border Bank Acquisitions
    Journal of Finance, 2015, 70, (6), 2395-2450 Downloads View citations (22)

2013

  1. The U.S. left behind? Financial globalization and the rise of IPOs outside the U.S
    Journal of Financial Economics, 2013, 110, (3), 546-573 Downloads View citations (18)

2012

  1. Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis
    Emerging Markets Review, 2012, 13, (4), 516-547 Downloads View citations (28)
  2. Understanding commonality in liquidity around the world
    Journal of Financial Economics, 2012, 105, (1), 82-112 Downloads View citations (127)

2011

  1. The Ultimate Irrelevance Proposition in Finance?
    The Financial Review, 2011, 46, (4), 485-512 Downloads View citations (2)
  2. What Factors Drive Global Stock Returns?
    Review of Financial Studies, 2011, 24, (8), 2527-2574 Downloads View citations (107)
    See also Working Paper (2006)

2010

  1. Multi-market trading and arbitrage
    Journal of Financial Economics, 2010, 97, (1), 53-80 Downloads View citations (50)
    See also Working Paper (2004)
  2. Why Do Foreign Firms Leave U.S. Equity Markets?
    Journal of Finance, 2010, 65, (4), 1507-1553 Downloads View citations (31)
    See also Working Paper (2009)

2009

  1. A (partial) resolution of the Chinese discount puzzle: The 2001 deregulation of theB -share market
    Journal of Financial Economic Policy, 2009, 1, (1), 80-106 Downloads View citations (6)
  2. Discussion of A Lobbying Approach to Evaluating the Sarbanes‐Oxley Act of 2002
    Journal of Accounting Research, 2009, 47, (2), 585-595 Downloads View citations (2)
    See also Working Paper (2008)
  3. Has New York become less competitive than London in global markets? Evaluating foreign listing choices over time
    Journal of Financial Economics, 2009, 91, (3), 253-277 Downloads View citations (69)
  4. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks
    Journal of Financial and Quantitative Analysis, 2009, 44, (04), 953-986 Downloads View citations (23)
    See also Working Paper (2007)
  5. Private Benefits of Control, Ownership, and the Cross‐listing Decision
    Journal of Finance, 2009, 64, (1), 425-466 Downloads View citations (89)
    See also Working Paper (2005)

2007

  1. Indirect robust estimation of the short-term interest rate process
    Journal of Empirical Finance, 2007, 14, (4), 546-563 Downloads View citations (13)
    See also Working Paper (2007)
  2. Multimarket Trading and Liquidity: Theory and Evidence
    Journal of Finance, 2007, 62, (5), 2169-2200 Downloads View citations (23)
  3. Why do countries matter so much for corporate governance?
    Journal of Financial Economics, 2007, 86, (1), 1-39 Downloads View citations (264)
    See also Working Paper (2004)

2006

  1. The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom
    Review of Finance, 2006, 10, (1), 99-152 Downloads View citations (140)
    See also Working Paper (2004)
  2. The economic consequences of increased disclosure: Evidence from international cross-listings
    Journal of Financial Economics, 2006, 81, (1), 175-213 Downloads View citations (111)
    See also Working Paper (2004)
  3. The impact of the introduction of the Euro on foreign exchange rate risk exposures
    Journal of Empirical Finance, 2006, 13, (4-5), 519-549 Downloads View citations (52)
    See also Working Paper (2004)

2004

  1. DOES INTERNATIONAL FINANCIAL CONTAGION REALLY EXIST?
    Journal of Applied Corporate Finance, 2004, 16, (2‐3), 136-146 Downloads View citations (11)
    Also in International Finance, 2003, 6, (2), 179-99 (2003) Downloads View citations (77)
  2. Momentum strategies: some bootstrap tests
    Journal of Empirical Finance, 2004, 11, (4), 509-536 Downloads View citations (12)
  3. The Role of American Depositary Receipts in the Development of Emerging Equity Markets
    The Review of Economics and Statistics, 2004, 86, (3), 670-690 Downloads View citations (32)
  4. Why are foreign firms listed in the U.S. worth more?
    Journal of Financial Economics, 2004, 71, (2), 205-238 Downloads View citations (379)
    See also Working Paper (2001)

2003

  1. A New Approach to Measuring Financial Contagion
    Review of Financial Studies, 2003, 16, (3), 717-763 Downloads View citations (416)
    See also Working Paper (2001)
  2. DaimlerChrysler AG, the first truly global share
    Journal of Corporate Finance, 2003, 9, (4), 409-430 Downloads View citations (15)
  3. International Real Estate Returns: A Multifactor, Multicountry Approach
    Real Estate Economics, 2003, 31, (3), 481-500 Downloads View citations (37)
    See also Working Paper (2003)

2002

  1. A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002
    Pacific-Basin Finance Journal, 2002, 10, (5), 497-516 Downloads
  2. Did the Asian financial crisis scare foreign investors out of Japan?
    Pacific-Basin Finance Journal, 2002, 10, (4), 411-442 Downloads View citations (65)

2000

  1. Preface
    Pacific-Basin Finance Journal, 2000, 8, (2), vii-vii Downloads
  2. The Long-Run Performance of Global Equity Offerings
    Journal of Financial and Quantitative Analysis, 2000, 35, (04), 499-528 Downloads View citations (59)

1998

  1. Another look at the role of the industrial structure of markets for international diversification strategies
    Journal of Financial Economics, 1998, 50, (3), 351-373 Downloads View citations (143)
    See also Working Paper
  2. 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 Downloads View citations (83)
  3. SOURCING EQUITY INTERNATIONALLY WITH DEPOSITARY RECEIPT OFFERINGS: TWO EXCEPTIONS THAT PROVE THE RULE
    Journal of Applied Corporate Finance, 1998, 10, (4), 90-101 Downloads
  4. The Variation of Economic Risk Premiums in Real Estate Returns
    The Journal of Real Estate Finance and Economics, 1998, 17, (3), 245-62 Downloads View citations (49)

1996

  1. Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements
    Journal of Finance, 1996, 51, (3), 951-86 Downloads View citations (202)

1995

  1. 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 (190)
  2. 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 Downloads View citations (1)
    Also in Pacific-Basin Finance Journal, 1994, 2, (4), 405-438 (1994) Downloads View citations (60)

1993

  1. A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation
    Journal of Financial and Quantitative Analysis, 1993, 28, (04), 579-594 Downloads View citations (13)
  2. International Listings of Stocks: The Case of Canada and the U.S
    Journal of International Business Studies, 1993, 24, (4), 763-784 Downloads View citations (67)

1992

  1. An Empirical Comparison of Alternative Models of the Short-Term Interest Rate
    Journal of Finance, 1992, 47, (3), 1209-27 Downloads View citations (457)
  2. Global financial markets and the risk premium on U.S. equity
    Journal of Financial Economics, 1992, 32, (2), 137-167 Downloads View citations (136)
    See also Working Paper (1992)
  3. Predicting Risk: Some New Generalizations
    Management Science, 1992, 38, (1), 57-74 Downloads View citations (10)

1991

  1. Intraday Volatility in the Stock Index and Stock Index Futures Markets
    Review of Financial Studies, 1991, 4, (4), 657-84 Downloads View citations (114)

Books

2015

  1. Cracking the Emerging Markets Enigma
    OUP Catalogue, Oxford University Press View citations (13)

Edited books

2003

  1. International Capital Markets, vol Three volume set
    Books, Edward Elgar Publishing Downloads

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 Downloads View citations (120)
    See also Working Paper (2002)

Software Items

 
Page updated 2019-10-20