Bibliografie

138

Bibliografia introduzione

• Stulz, R.M. (1999), “Equity flows, banks, and Asia”, Working paper c/o NBER

• Verga, G. (1998), “La globalizzazione dei mercati e l’impatto sui mercati azionari:

alcuni risultati empirici”, nel Rapporto Irs sul mercato azionario, Ed Il Sole 24 Ore

139

Bibliografia capitolo primo

• Bosi, P., M.C.Guerra (1998), “I tributi nell’economia italiana”; Edizione Il Mulino

• Carlos, A.M., F.D. Lewis (1995), “Foreign financing of Canadian railroads”, in

M.D.Bordo e R.Sylla, Eds.: Anglo-American Financial Systems, New York

• Chuhan, P. (1992), “ Sources of porfolio investment in emerging markets”, Working

Paper c/o World Bank, International Economics Department, Washington

• Cooper, I.A., E.Kaplanis (1994), “Home bias in equità portfolios, inflation hedging

and international capital market equilibrium”, Review of Financial Studies,

Vol. 7, n° 1

• Coval, J.D., T.J. Moskowitz (1999), “Home bias at home: local equity preference in

domestic portfolios”, The Journal of Finance, Vol. 54, n° 6

• French, K.R., J.M. Poterba (1991) , “International diversification and international

equity markets”, The American Economic Review, Vol. 81, n° 2

• Gehrig, T. (1993), “An information based explanation of the domestic bias in

international equity investment”, The Scandinavian Journal of Economics, Vol. 95

• Gorton, G.B., G.G.Pennacchi (1993), “Security baskets and index-linked securities”,

Working Paper c/o NBER

• Hasan, I., Y.Simaan (2000), “A rational explanation for Home Country Bias”,

Journal of International Money and Finance, Vol. 19, n° 3

• Kang, J.K., R.M.Stulz (1997), “Why is there a home bias? An analysis of foreign

portfolio equity ownership in Japan”, Journal of Financial Economics, Vol. 46

• Portes, R., H.Rey (2000), “The determinants of cross border equity flows: the

geography of information”, Working paper c/o NBER

• Sbuelz, A. (1998), “Information asymmetries and the home bias in equity portfolios”,

Working Paper c/o London Business School

• Shukla, R.K., G.B. van Inwegen (1995), “Do locals perform better than foreigners?”,

Journal of Economics and Business, Vol. 47, n° 3

140

• Tesar, L.L., I.M. Werner (1995), “Home bias and high turnover”, Journal of

International Money and Finance, Vol. 14, n° 4

• Verga, G. (1998), “La globalizzazione dei mercati e l’impatto sui mercati azionari:

alcuni risultati empirici”, in Rapporto Irs sul mercato azionario, Ed Il Sole 24 Ore

141

Bibliografia capitolo secondo

• Beckers, S., G.Connor, R.Curds (1996), “National versus global influences on equity

returns”, Financial Analysts Journal, Vol. 52, n° 2

• Demirgüc, A., Kunt, R.Levine (1996), “Stock market development and financial

intermediaries: stylised facts”, The World Bank Economic Review, Vol. 10, n° 2

• Demirgüc, A., Kunt, R.Levine (1996), “Stock markets, corporate finance, and

economic growth: an overview”, The World Bank Economic Review, Vol. 10, n° 2

• Demirgüc, A., Kunt, V.Maksimovic (1996), “Stock market development and

financing choices of firms”, The World Bank Economic Review, Vol. 10, n° 2

• “Development of stock markets” (1992), in The New Palgrave Dictionary of Money

and Finance

• Devereux, M.B., G.W.Smith (1994), “International risk sharing and economic

growth”, Internationally Economic Review, Vol. 35, n° 4

• Diamond, D.W., R.E.Verrecchia (1982), “Optimal managerial contracts and

equilibrium security prices”, Journal of Finance, Vol. 37, maggio

• “Emerging stock markets” (1992), in The New Palgrave Dictionary of Money and

Finance

• “Globalization of finance and financial risks” (1998), in International Monetary

Fund, Annex V

• “International capital market integration” (1992), in The New Palgrave Dictionary of

Money and Finance

• Jensen, M.C., K.J.Murphy (1990), “Performance pay and topo-management

incentives”, Journal of Political Economy, Vol. 98, aprile

• Korajczyk, R.A. (1996), “A measure of stock market integratin for developed and

emerging markets”, The World Bank Economic Review, Vol. 10, n° 2

• Laffont, J.J., J.Tirole (1988), “Repeated auctions of incentive contracts, investment,

and bidding parity with an application to takeovers”, Journal of Economics, Vol. 19

142

• Levine, R., S.Zervos (1996), “Stock market development and long-run growth”, The

World Bank Economic Review, Vol. 10, n° 2

• Obstfeld, M. (1994), “Risk-taking, global diversification, and growth”, American

Economic Review, Vol. 84, n° 5

• Philip A. Wellons, P.A. (1997), “Integration of stock exchanges in regions in Europe,

Asia, Canada, and the U.S.”, Program on International Financial Systems course,

Harvard Law School

• Saint-Paul, G. (1992), “Technological choice, financial markets and economic

development”, European Economic Review, Vol. 36, n° 4

• Scharfstein, D. (1988), “The disciplinary role of takeovers”, Review of Economics

Studies, Vol. 55, aprile

• Stiglitz, J.E. (1985), “Credit markets and the control of capital”, Journal of Money

Credit and Banking, Vol. 17, n° 2

• Tse, Y. (1998), “International transmission of information: evidence from the

Euroyen and Eurodollar futures markets”, Journal of International Money and

Finance, Vol. 17, n° 6

• Verga, G. (1998), “La globalizzazione dei mercati e l’impatto sui mercati azionari:

alcuni risultati empirici”, in Rapporto Irs sul mercato azionario, Ed Il Sole 24 Ore

143

Bibliografia capitolo terzo

• Admati, A.R., P.Pfleiderer (1988), “A theory of intraday trading patterns: volume and

price variability”, Review of Financial Studies, n° 1

• Alexander, G., C.Eun, S.Janakiramanan (1987), “Asset pricing and dual listing on

foreign capital markets: a note”, Journal of Finance, Vol. 42

• Alexander, G.J., C.S.Eun, S.Janakiramanan (1998), “International listings and stock

returns: some empirical evidence”, Journal of Financial and Quantitative Analysis,

Vol. 23, n° 2

• Barry, C.B., J.W.Peavy III, M.Rodriguez (1998), “Performance characteristics of

emerging capital markets”, Financial Analyst Journal, Vol. 54, n° 1

• Beckers, S., G.Connor, R.Curds (1996), “National versus global influences on equity

returns”, Financial Analysts Journal, Vol. 52, n° 2

• Cheng, A.C.S. (1998), “International correlation structure of financial market

movements – the evidence from the UK and the US”, Applied Financial Economics,

Vol. 8

• Drummen, M. H.Zimmermann (1992), “The structure of european stock returns”,

Financial Analyst Journal, Luglio-Agosto

• Errunza, V., E.Losq (1985), “International asset pricing under mild segmentation:

theory and test”, Journal of Finance, Vol. 40

• Eun, C.S., S.Shim (1989), “International transmission of stock market movements”,

Journal of Financial and Quantitative Analysis, Vol. 24, n° 2

• Foerster, S.R., G.A.Karolyi (1999), “The effects of market segmentation and investor

recognition on asset prices: evidence from foreign stocks listing in the United States”,

The Journal of Finance, Vol. 54, n° 3

• Freedman, R. (1989), “A theory of the impact of international crosslisting”, Working

paper c/o Stanford University

• Freimann, E. (1998), “Economic integration and coutry allocation in Europe”,

Financial Analysts Journal, Vol. 54, n° 5

144

• Granger, C., O.Morgenstern (1970), “Predictability of stock market prices”,

Lexington Books

• Grubel, H. (1968), “Internationally diversified portfolios: welfare gains and capital

flows”, American Economic Review, Vol. 58

• Heckman, L., S.R.Narayanan, S.A.Patel (1999), “Country and industry importance in

European returns”, Working Paper c/o

• Hilliard, J.E. (1979), “The relationship between equity indices on world exchanges”,

Journal of Finance, Vol. 34

• Jayaraman, N., K.Shastri, K.Tandon (1993), “The impact of international cross

listings on risk and return – the evidence from American Depositary Receipts – “,

Journal of Banking and Finance, Vol. 17

• Joy, O.M., V.P.Lessig, D.B.Panton (1976), “Comovement of international equity

markets: a taxonomic approach”, Journal of Financial and Quantitative Analysis,

Vol. 11

• Kyle, A. (1985), “Continuous auctions and insider trading”, Econometrica, Vol. 53

• Lessard, D. (1973), “International portfolio diversification: a multivariate analysis for

a group of Latin American countries”, Journal of Finance, Vol. 28

• Lessard, D. (1974), “World, national, and industry factors in equity returns”, Journal

of Finance, Vol. 29

• Lessard, D. (1976), “World, country, and industrial relationships in equity returns:

implications for risk reduction through international diversification”, Financial

Analyst Journal, Vol. 32

• Lins, K., D.Strickland, M.Zenner (2000), “Do non-U.S. firms issue equity on U.S.

stock exchanges to relax capital constraints?”, Working Paper c/o Journal of

Economics Literature, gennaio

• Miller, D. (1999), “The market reaction to international cross-listings: evidence from

depositary receipts”, Journal of Financial Economics, Vol. 51

• Randall Morck, R., B.Yeung, W.Yu (1997), “The information content of stock

markets: why do emerging markets have synchronous stock price movements?”,

Working Paper c/o University of Alberta

145

• Ripley, D. (1973), “Systematic elements in the linkage of national stock market

indices”, Review of Economics and Statistics, Vol. 55

• Solnik, A.de Freitas (1988), "International factorssecurity prices" in Recent

Developments in International Finance and Banking”, S. Khoury Edition

• Stapleton, R., M.Subrahmanyam (1977), “Market imperfections, capital market

equilibrium and corporate finance”, Journal of Finance, Vol. 32

• Switzer, L. (1997), “Shareholder wealth effects of international listing: new evidence

ro Canadian stocks listed on the NYSE, Amex and Nasdaq 1985-1996”, Working

paper c/o Concordia University

146

Bibliografia Appendice A

• Ausubel, L. (1990), “Insider trading in a rational expectations economy”, American

Economic Review, Vol. 80

• Baindrigde, S.M. (1998), “Insider trading”, Working paper c/o UCLA School of Law

• Bebchuk, L.A., C.Fershtman (1994), “Insider trading and the managerial choice

among risky projects”, Journal of financial and Quantitative Analysis, Vol. 29, n° 1

• Beny, L. (1999), “A comparative empirical investigation of agency and market

theories of insider trading”; Discussion paper n° 264 c/o Harvard Law School

Cambridge

• Bhattacharya,U., H.Daouk (2000), “The world price of insider trading”; Working

paper c/o Kelley School of Business, Indiana University

• Brealey, Myers, Sandri (1999), “Principi di Finanza Aziendale”, Editore Mc Graw

Hill

• Carlton, D, D.Fischel (1983), “The regulation of insider trading”, Stanford Law

Review, Vol. 35

• Demsetz, H. (1986), “Corporate control, insider trading and rates of return”,

American Economic Review, Vol. 76

• Finnerty, J.E. (1976), “Insiders and Market Efficiency”, Journal of Finance, Vol. 31

• Gilson, R.J., R.H. Kraakman (1984), “The Mechanisms of Market Efficiency”,

Virginia Law Review, Vol. 70

• Hartmann, J. (1997), “Insider trading: an economic and legal problem”, Working

paper c/o Gonzaga University

• Huddart, S., M.Williams (2000), “Sunshine trading by corporate insiders:

implications for public disclosure”, Working paper c/o University of California at Los

Angeles

• Schotland, R.A. (1967), “Unsafe At Any Price: A Reply to Manne. Insider Trading

and the Stock Market”, Virginia Law Review, Vol. 53

147

• Seyhun, H.N. (1992), “The effectiveness of insider trading sanctions”, Journal of

Law and Economics, Vol. 35

• Zekos, G.I. (1998), “Insider dealing/trading: an economic overview of an established

offence”, Working paper c/o http://www.diavlos.com/zekos/introduction.htm , e

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