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The effect of capital structure when expected agency costs are extreme, , and . Journal of Financial Economics, 74 (1): 3--30 (October 2004)International asset pricing with alternative distributional specifications, and . Journal of Empirical Finance, 1 (1): 107--131 (June 1993)Sources of risk and expected returns in global equity markets, and . NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1994)What determines expected international asset returns?, , and . NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1994)An exploratory investigation of the fundamental determinants of national equity market returns, and . NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1993)Emerging markets finance, and . Journal of Empirical Finance, 10 (1-2): 3--56 (February 2003)The specification of conditional expectations. Journal of Empirical Finance, 8 (5): 573--637 (December 2001)Presidential Address: The Scientific Outlook in Financial Economics. The Journal of Finance, (August 2017)Fundamental determinants of national equity market returns: A perspective on conditional asset pricing, and . Journal of Banking & Finance, 21 (11-12): 1625--1665 (December 1997)Dating the integration of world equity markets, , and . Journal of Financial Economics, 65 (2): 203--247 (August 2002)