Vihang Errunza

13 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0009-0000-1047-921X

McGill University

Publications

• How is Liquidity Priced in Global Markets? — The Review of Financial Studies 2021
• Measuring Sovereign Bond Market Integration — The Review of Financial Studies 2020
• The Impact of Investability on Asset Valuation — Journal of Financial and Quantitative Analysis 2015 (name-matched, not ORCID-linked)
• Do Implicit Barriers Matter for Globalization? — The Review of Financial Studies 2013 (name-matched, not ORCID-linked)
• Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach — The Review of Financial Studies 2012 (name-matched, not ORCID-linked)
• Property rights protection, corporate transparency, and growth — Journal of International Business Studies 2009 (name-matched, not ORCID-linked)
• International asset pricing under segmentation and PPP deviations — Journal of Financial Economics 2007
• Characterizing World Market Integration through Time — Journal of Financial and Quantitative Analysis 2007 (name-matched, not ORCID-linked)
• Does Emerging Market Exchange Risk Affect Global Equity Prices? — Journal of Financial and Quantitative Analysis 2006 (name-matched, not ORCID-linked)
• Industry Risk and Market Integration — Management Science 2004 (name-matched, not ORCID-linked)
• Can the Gains from International Diversification Be Achieved without Trading Abroad? — The Journal of Finance 1999
• Capital Flow Controls, International Asset Pricing, and Investors' Welfare: A Multi-Country Framework — The Journal of Finance 1989 (name-matched, not ORCID-linked)
• International Asset Pricing under Mild Segmentation: Theory and Test — The Journal of Finance 1985 (name-matched, not ORCID-linked)