The DOI matches its Crossref record; 13 of the 13 references it cites were found in a registry or an index.
A model of international asset pricing
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Citations
Cites
An Intertemporal Capital Asset Pricing Model
Merton, R. C. (1973) · Econometrica · doi:10.2307/1913811 · Cited by 6,508
Are Government Bonds Net Wealth?
Barro, R. J. (1974) · Journal of Political Economy · doi:10.1086/260266 · Cited by 5,994
Optimum consumption and portfolio rules in a continuous-time model
Merton, R. C. (1971) · Journal of Economic Theory · doi:10.1016/0022-0531(71)90038-x · Cited by 5,958
An intertemporal asset pricing model with stochastic consumption and investment opportunities
Breeden, D. T. (1979) · Journal of Financial Economics · doi:10.1016/0304-405x(79)90016-3 · Cited by 2,692
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
Hansen, L. P., & Hodrick, R. J. (1980) · Journal of Political Economy · doi:10.1086/260910 · Cited by 2,111
On the Effects of Barriers to International Investment
Stulz, R. M. (1981) · The Journal of Finance · doi:10.1111/j.1540-6261.1981.tb04893.x · Cited by 698
Self-citationHow Far Can We Push The "Law of One Price"?
Isard, P. (1976) · International Finance Discussion Paper · doi:10.17016/ifdp.1976.84 · Cited by 539
Sharing rules and equilibrium in an international capital market under uncertainty
Grauer, F. L. A., Litzenberger, R. H., & Stehle, R. E. (1976) · Journal of Financial Economics · doi:10.1016/0304-405x(76)90005-2 · Cited by 384
Stehle, R. (1977) · The Journal of Finance · doi:10.1111/j.1540-6261.1977.tb03287.x · Cited by 276
International Financial Management
(2022) · Corporate Finance and Strategy · doi:10.1142/9789811239045_0027 · Cited by 175
Cited by
… and the Cross-Section of Expected Returns
Harvey, C. R., Liu, Y., & Zhu, H. (2016) · Review of Financial Studies · doi:10.1093/rfs/hhv059 · Cited by 2,119
Correlations in price changes and volatility across international stock markets
Hamao, Y., Masulis, R. W., & Ng, V. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.2.281 · Cited by 1,926
HAIL, L., & LEUZ, C. (2006) · Journal of Accounting Research · doi:10.1111/j.1475-679x.2006.00209.x · Cited by 1,371
International Asset Pricing under Mild Segmentation: Theory and Test
ERRUNZA, V., & LOSQ, E. (1985) · The Journal of Finance · doi:10.1111/j.1540-6261.1985.tb04939.x · Cited by 1,020
Stulz, R. M. (1984) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2330894 · Cited by 938
Self-citation
Metadata
- Authors
- Stulz, R.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1981-12
- Volume
- 9
- Issue
- 4
- Pages
- 383-406
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2157374408
- Cited by
- 804
- References
- 13
- FWCI
- 26.23
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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How to cite
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- CoChat. (2026). Citation check: A model of international asset pricing. https://app.cochat.ai/papers/10.1016/0304-405x(81)90005-2
- The paper
- Stulz, R. (1981). A model of international asset pricing. Journal of Financial Economics. https://doi.org/10.1016/0304-405x(81)90005-2
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
