메뉴 건너뛰기




Volumn 52, Issue 5, 1997, Pages 1851-1880

International portfolio investment flows

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0040747533     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1997.tb02744.x     Document Type: Article
Times cited : (757)

References (37)
  • 1
    • 84944838161 scopus 로고
    • International portfolio choice and corporation finance: A synthesis
    • Adler, Michael, and Bernard Dumas, 1983, International portfolio choice and corporation finance: A synthesis, Journal of Finance 38, 925-984.
    • (1983) Journal of Finance , vol.38 , pp. 925-984
    • Adler, M.1    Dumas, B.2
  • 2
    • 0001641216 scopus 로고
    • A noisy rational expectations equilibrium for multi-asset securities markets
    • Admati, Anat, 1985, A noisy rational expectations equilibrium for multi-asset securities markets, Econometrica 53, 629-657.
    • (1985) Econometrica , vol.53 , pp. 629-657
    • Admati, A.1
  • 3
    • 77957186796 scopus 로고
    • Market integration and investment barriers in emerging equity markets
    • Bekaert, Geert, 1995, Market integration and investment barriers in emerging equity markets, The World Bank Economic Review 9, 75-107.
    • (1995) The World Bank Economic Review , vol.9 , pp. 75-107
    • Bekaert, G.1
  • 4
    • 84993905064 scopus 로고
    • Time-varying world market integration
    • Bekaert, Geert, and Campbell R. Harvey, 1995, Time-varying world market integration, Journal of Finance 50, 403-444.
    • (1995) Journal of Finance , vol.50 , pp. 403-444
    • Bekaert, G.1    Harvey, C.R.2
  • 5
    • 0040756646 scopus 로고
    • Diversification, integration and emerging market closed end funds
    • Bekaert, Geert, and Michael S. Urias, 1995, Diversification, integration and emerging market closed end funds, NBER Working paper No. 4990.
    • (1995) NBER Working Paper , vol.4990
    • Bekaert, G.1    Urias, M.S.2
  • 6
    • 1342346158 scopus 로고
    • International capital market equilibrium with investment barriers
    • Black, Fischer, 1974, International capital market equilibrium with investment barriers. Journal of Financial Economics, 337-352.
    • (1974) Journal of Financial Economics , pp. 337-352
    • Black, F.1
  • 7
    • 84993865825 scopus 로고
    • Market statistics and technical analysis: The role of volume
    • Blume, Lawrence, David Easley, and Maureen O'Hara, 1994, Market statistics and technical analysis: The role of volume, Journal of Finance 49, 153-182.
    • (1994) Journal of Finance , vol.49 , pp. 153-182
    • Blume, L.1    Easley, D.2    O'Hara, M.3
  • 8
    • 0002518156 scopus 로고    scopus 로고
    • U.S. equity investment in foreign markets: Portfolio rebalancing or trend chasing
    • Bohn, Henning, and Linda L. Tesar, 1996, U.S. equity investment in foreign markets: Portfolio rebalancing or trend chasing, American Economic Review 86, 77-81.
    • (1996) American Economic Review , vol.86 , pp. 77-81
    • Bohn, H.1    Tesar, L.L.2
  • 10
    • 0039571185 scopus 로고
    • Foreign financing of Canadian railroads
    • Michael D. Bordo and Richard Sylla, Eds.: Irwin, New York
    • Carlos, Ann M., and Frank D. Lewis, 1995, Foreign financing of Canadian railroads, in Michael D. Bordo and Richard Sylla, Eds.: Anglo-American Financial Systems (Irwin, New York).
    • (1995) Anglo-American Financial Systems
    • Carlos, A.M.1    Lewis, F.D.2
  • 11
    • 0004243790 scopus 로고
    • Working paper, World Bank, International Economics Department, Washington, D.C.
    • Chuhan, Paul, 1992, Sources of portfolio investment in emerging markets, Working paper, World Bank, International Economics Department, Washington, D.C.
    • (1992) Sources of Portfolio Investment in Emerging Markets
    • Chuhan, P.1
  • 13
    • 21344496561 scopus 로고
    • Home bias in equity portfolios, inflation hedging, and international capital market equilibrium
    • Cooper, Ian A., and Evi Kaplanis, 1994, Home bias in equity portfolios, inflation hedging, and international capital market equilibrium, Review of Financial Studies 7, 45-60.
    • (1994) Review of Financial Studies , vol.7 , pp. 45-60
    • Cooper, I.A.1    Kaplanis, E.2
  • 16
    • 0000039136 scopus 로고
    • Quantifying international capital mobility in the 1980's
    • Douglas Bernheim and John B. Shoven, Eds.: University of Chicago Press, Chicago
    • Frankel, Jacob A., 1991, Quantifying international capital mobility in the 1980's, in Douglas Bernheim and John B. Shoven, Eds.: National Savings and Economic Performance, (University of Chicago Press, Chicago).
    • (1991) National Savings and Economic Performance
    • Frankel, J.A.1
  • 18
    • 0038978346 scopus 로고
    • An information based explanation of the domestic bias in international equity investment
    • Gehrig, Thomas P., 1993, An information based explanation of the domestic bias in international equity investment, The Scandinavian Journal of Economics 21, 7-109.
    • (1993) The Scandinavian Journal of Economics , vol.21 , pp. 7-109
    • Gehrig, T.P.1
  • 20
    • 0000822996 scopus 로고
    • Internationally diversified portfolios
    • Grubel, Herbert, 1968, Internationally diversified portfolios, American Economic Review 58, 1299-1314.
    • (1968) American Economic Review , vol.58 , pp. 1299-1314
    • Grubel, H.1
  • 21
    • 0000088496 scopus 로고
    • On the aggregation of information in competitive markets
    • Hellwig, Martin F., 1980, On the aggregation of information in competitive markets, Journal of Economic Theory 22, 477-498.
    • (1980) Journal of Economic Theory , vol.22 , pp. 477-498
    • Hellwig, M.F.1
  • 22
    • 0040756643 scopus 로고
    • Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan
    • forthcoming
    • Kang, Jun-Koo, and René M. Stulz, 1994, Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan, Journal of Financial Economics, forthcoming.
    • (1994) Journal of Financial Economics
    • Kang, J.-K.1    Stulz, R.M.2
  • 23
    • 0000867768 scopus 로고
    • International diversification of investment portfolios
    • Levy, Haim, and Marshall Sarnat, 1970, International diversification of investment portfolios, American Economic Review 50, 668-675.
    • (1970) American Economic Review , vol.50 , pp. 668-675
    • Levy, H.1    Sarnat, M.2
  • 25
    • 0040756639 scopus 로고
    • A mean-variance analysis of United States long-term portfolio foreign investment
    • Miller, Norman C., and Marina von Neuman Whitman, 1970, A mean-variance analysis of United States long-term portfolio foreign investment, Quarterly Journal of Economics 84, 175-196.
    • (1970) Quarterly Journal of Economics , vol.84 , pp. 175-196
    • Miller, N.C.1    Whitman, M.V.N.2
  • 26
    • 84916362463 scopus 로고
    • Alternative theories and tests of U.S. short-term foreign investment
    • Miller, Norman C., and Marina von Neumann Whitman, 1972, Alternative theories and tests of U.S. short-term foreign investment, Journal of Finance 28, 1131-1150.
    • (1972) Journal of Finance , vol.28 , pp. 1131-1150
    • Miller, N.C.1    Whitman, M.V.N.2
  • 29
    • 0030525471 scopus 로고    scopus 로고
    • Why did the Nikkei crash? Expanding the scope of expectations data collection
    • Shiller, Robert J., F. Kon-Ya, and Yoshiro Tsutsui, 1996, Why did the Nikkei crash? Expanding the scope of expectations data collection. Review of Economics and Statistics 78, 156-164.
    • (1996) Review of Economics and Statistics , vol.78 , pp. 156-164
    • Shiller, R.J.1    Kon-Ya, F.2    Tsutsui, Y.3
  • 31
    • 0002610771 scopus 로고
    • Why not diversify internationally rather than domestically?
    • Solnik, Bruno, 1974, Why not diversify internationally rather than domestically? Financial Analysts' Journal 30, 48-54.
    • (1974) Financial Analysts' Journal , vol.30 , pp. 48-54
    • Solnik, B.1
  • 32
    • 84977410476 scopus 로고
    • On the effects of barriers to international investment
    • Stulz, René, 1981, On the effects of barriers to international investment, Journal of Finance 36, 923-934.
    • (1981) Journal of Finance , vol.36 , pp. 923-934
    • Stulz, R.1
  • 34
    • 0001921667 scopus 로고
    • International equity transactions and U.S. portfolio choice
    • Jacob A. Frankel, Ed., University of Chicago Press, Chicago
    • Tesar, Linda L., and Ingrid Werner, 1994, International equity transactions and U.S. portfolio choice, in Jacob A. Frankel, Ed., The Internationalization of Equity Markets (University of Chicago Press, Chicago).
    • (1994) The Internationalization of Equity Markets
    • Tesar, L.L.1    Werner, I.2
  • 36
    • 84993917301 scopus 로고
    • A general equilibrium model of international portfolio choice
    • Uppal, Raman, 1993, A general equilibrium model of international portfolio choice, Journal of Finance 48, 529-554.
    • (1993) Journal of Finance , vol.48 , pp. 529-554
    • Uppal, R.1
  • 37
    • 84960614899 scopus 로고
    • A model of intertemporal asset prices under asymmetric information
    • Wang, Jiang, 1993, A model of intertemporal asset prices under asymmetric information, Review of Economic Studies 60, 249-282.
    • (1993) Review of Economic Studies , vol.60 , pp. 249-282
    • Wang, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.