Global private information in international equity markets

Journal of Financial Economics

Volumn 94, Issue 1, 2009, Pages 18-46

  Albuquerque, Rui ^a,b   H Bauer, Gregory ^c   Schneider, Martin ^b,d,e  

^a BOSTON UNIVERSITY   (United States)

^b CEPR   (United Kingdom)

^c BANK OF CANADA   (Canada)

^d STANFORD UNIVERSITY   (United States)

^e NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Asymmetric information; Global private information; Home bias; International equity flows and returns; Portfolio choice; Private information; Return chasing

Indexed keywords

EID: 69949093380     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2008.06.008     Document Type: Article

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