Chapter 1
1. These results are in Brotherson et al. (2013), Da, Guo, and Jagannathan (2012), and Welch (2009).
2. See Brotherson et al. (2013).
3. See Luehrman and Heilprin (2009); Welch (2009); Donaldson, Kamstra, and Kramer (2010); and Fernandez, Aguirreamalloa, and Avendaño (2012).
4. The distinction between the global market index and the world market index is noted in Stulz (1995b).
5. See Krapl and O’Brien (2016).
6. See Bryan (2007) and Maldonado and Saunders (1983).
7. See Baruch, Karolyi, and Lemmon (2007). For trends in cross-listing, see Halling et al. (2008).
8. For dual-listed shares, see Froot and Dabora (1999) and de Jong, Rosenthal, and Van Dijk (2009). For Chinese A-shares and B-shares, see Mei, Scheinkman, and Xiong (2009). ...
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