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Volumn 49, Issue 1, 1999, Pages 145-170

Transaction costs and international portfolio diversification

Author keywords

Home bias; International diversification; Transaction costs

Indexed keywords

FINANCIAL MARKET; TRANSACTION COST;

EID: 0032745969     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-1996(98)00059-2     Document Type: Article
Times cited : (37)

References (10)
  • 1
    • 1342346158 scopus 로고
    • International capital market equilibrium with investment barriers
    • Black, F.S., 1974. International capital market equilibrium with investment barriers. Journal of Financial Economics 1, 337-352.
    • (1974) Journal of Financial Economics , vol.1 , pp. 337-352
    • Black, F.S.1
  • 3
    • 84936823769 scopus 로고
    • Capital market equilibrium with transaction costs
    • Constantinides, G.M., 1986. Capital market equilibrium with transaction costs. Journal of Political Economy 94 (4), 842-863.
    • (1986) Journal of Political Economy , vol.94 , Issue.4 , pp. 842-863
    • Constantinides, G.M.1
  • 5
    • 0000815950 scopus 로고
    • Investor diversification and international equity markets
    • French, K.R., Poterba, J.M., 1991. Investor diversification and international equity markets. American Economic Review 81, 222-226.
    • (1991) American Economic Review , vol.81 , pp. 222-226
    • French, K.R.1    Poterba, J.M.2
  • 7
    • 84977410476 scopus 로고
    • On the effects of barriers to international investment
    • Stulz, R.M., 1981. On the effects of barriers to international investment. The Journal of Finance 36, 923-934.
    • (1981) The Journal of Finance , vol.36 , pp. 923-934
    • Stulz, R.M.1
  • 8
    • 0001921667 scopus 로고
    • International equity transactions and US portfolio choice
    • Frankel, J.A. (Ed.), University of Chicago Press, Chicago
    • Tesar, L.L., Werner, I.M., 1994. International equity transactions and US portfolio choice. In: Frankel, J.A. (Ed.), The Internationalization of Equity Markets. University of Chicago Press, Chicago, pp. 185-227.
    • (1994) The Internationalization of Equity Markets , pp. 185-227
    • Tesar, L.L.1    Werner, I.M.2
  • 10
    • 84993917301 scopus 로고
    • A general equilibrium model of international portfolio choice
    • June
    • Uppal, R., 1993. A general equilibrium model of international portfolio choice. Journal of Finance, June, 529-553.
    • (1993) Journal of Finance , pp. 529-553
    • Uppal, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.