The dynamics of international equity market expectations

Journal of Financial Economics

Volumn 77, Issue 2, 2005, Pages 257-288

  Brennan, Michael J ^a   Henry Cao, H ^b   Strong, Norman ^c   Xu, Xinzhong ^c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b Cheung Kong Graduate School of Business   (China)

^c Peking University   (China)

Author keywords

Asymmetric information; Foreign investor informational disadvantage; Home bias; International portfolio flows; Rational expectations

Indexed keywords

EID: 22144450265     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2004.06.008     Document Type: Article

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