-
1
-
-
33846000973
-
International equity flows and returns: A quantitative equilibrium approach
-
DOI 10.1111/j.1467-937X.2007.00412.x
-
Albuquerque, Rui, Gregory H. Bauer, and Martin Schneider. 2007. "International Equity Flows and Returns: A Quantitative Equilibrium Approach." Review of Economic Studies, 74(1): 1-30. (Pubitemid 46040509)
-
(2007)
Review of Economic Studies
, vol.74
, Issue.1
, pp. 1-30
-
-
Albuquerque, R.1
Bauer, G.H.2
Schneider, M.3
-
2
-
-
69949093380
-
Global private information in international equity markets
-
Albuquerque, Rui, Gregory H. Bauer, and Martin Schneider. 2009. "Global Private Information in International Equity Markets." Journal of Financial Economics, 94(1): 18-46.
-
(2009)
Journal of Financial Economics
, vol.94
, Issue.1
, pp. 18-46
-
-
Albuquerque, R.1
Bauer, G.H.2
Schneider, M.3
-
4
-
-
77955645818
-
Stock return predictability: Is it there?
-
Ang, Andrew, and Geert Bekaert. 2007. "Stock Return Predictability: Is It There?" Review of Financial Studies, 20(3): 651-707.
-
(2007)
Review of Financial Studies
, vol.20
, Issue.3
, pp. 651-707
-
-
Ang, A.1
Bekaert, G.2
-
5
-
-
0040807097
-
Mean reversion across national stock markets and parametric contrarian investment strategies
-
Balvers, Ronald, Yangru Wu, and Erik Gilliland. 2000. "Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies." Journal of Finance, 55(2): 745-72.
-
(2000)
Journal of Finance
, vol.55
, Issue.2
, pp. 745-72
-
-
Balvers, R.1
Wu, Y.2
Gilliland, E.3
-
6
-
-
0034112701
-
The forward premium puzzle: Different tales from developed and emerging economies
-
DOI 10.1016/S0022-1996(99)00039-2, PII S0022199699000392, Symposium on Globalization, Capital Markets Crises and Economic Reform
-
Bansal, Ravi, and Magnus Dahlquist. 2000. "The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies." Journal of International Economics, 51(1): 115-44. (Pubitemid 30323130)
-
(2000)
Journal of International Economics
, vol.51
, Issue.1
, pp. 115-144
-
-
Bansal, R.1
Dahlquist, M.2
-
7
-
-
0030640113
-
Emerging equity market volatility
-
PII S0304405X96008896
-
Bekaert, Geert, and Campbell R. Harvey. 1997. "Emerging Equity Market Volatility." Journal of Financial Economics, 43(1): 29-77. (Pubitemid 127162164)
-
(1997)
Journal of Financial Economics
, vol.43
, Issue.1
, pp. 29-77
-
-
Bekaerta, G.1
Harvey, C.R.2
-
8
-
-
35448968712
-
Liquidity and expected returns: Lessons from emerging markets
-
Bekaert, Geert, Campbell R. Harvey, and Christian Lundblad. 2007. "Liquidity and Expected Returns: Lessons from Emerging Markets." Review of Financial Studies, 20(6): 1783-1831.
-
(2007)
Review of Financial Studies
, vol.20
, Issue.6
, pp. 1783-1831
-
-
Bekaert, G.1
Harvey, C.R.2
Lundblad, C.3
-
10
-
-
0002518156
-
U.S. Equity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing?
-
Bohn, Henning, and Linda L. Tesar. 1996. "US Equity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing?" American Economic Review, 86(2): 77-81. (Pubitemid 126417011)
-
(1996)
American Economic Review
, vol.86
, Issue.2
, pp. 77-81
-
-
Bohn, H.1
Tesar, L.L.2
-
11
-
-
0040747533
-
International portfolio investment flows
-
Brennan, Michael J., and H. Henry Cao. 1997. "International Portfolio Investment Flows." Journal of Finance, 52(5): 1851-80.
-
(1997)
Journal of Finance
, vol.52
, Issue.5
, pp. 1851-80
-
-
Brennan, M.J.1
Henry Cao, H.2
-
13
-
-
33745138559
-
Efficient tests of stock return predictability
-
DOI 10.1016/j.jfineco.2005.05.008, PII S0304405X05002151
-
Campbell, John Y., and Motohiro Yogo. 2006. "Efficient Tests of Stock Return Predictability." Journal of Financial Economics, 81(1): 27-60. (Pubitemid 43899438)
-
(2006)
Journal of Financial Economics
, vol.81
, Issue.1
, pp. 27-60
-
-
Campbell, J.Y.1
Yogo, M.2
-
14
-
-
24044513639
-
Do domestic investors have an edge? The trading experience of foreign investors in Korea
-
DOI 10.1093/rfs/hhi028
-
Choe, Hyuk, Bong-Chan Kho, and Rene M. Stulz. 2005. "Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea." Review of Financial Studies, 18(3): 795-829. (Pubitemid 41218401)
-
(2005)
Review of Financial Studies
, vol.18
, Issue.3
, pp. 795-829
-
-
Choe, H.1
Kho, B.-C.2
Stulz, R.M.3
-
15
-
-
55649119119
-
Cross-border returns differentials
-
Curcuru, Stephanie E., Tomas Dvorak, and Francis E. Warnock. 2008. "Cross-Border Returns Differentials." Quarterly Journal of Economics, 123(4): 1495-1530.
-
(2008)
Quarterly Journal of Economics
, vol.123
, Issue.4
, pp. 1495-1530
-
-
Curcuru, S.E.1
Dvorak, T.2
Warnock, F.E.3
-
16
-
-
72449129034
-
Decomposing the U.S. external returns differential
-
Curcuru, Stephanie E., Tomas Dvorak, and Francis E. Warnock. 2010. "Decomposing the U.S. External Returns Differential." Journal of International Economics, 80(1): 22-32.
-
(2010)
Journal of International Economics
, vol.80
, Issue.1
, pp. 22-32
-
-
Curcuru, S.E.1
Dvorak, T.2
Warnock, F.E.3
-
18
-
-
80955156618
-
U.S. international equity investment and past and prospective returns: Dataset
-
Curcuru, Stephanie E., Charles P. Thomas, Francis E. Warnock, and Jon Wongswan. 2011. "U.S. International Equity Investment and Past and Prospective Returns: Dataset." American Economic Review. http://www.aeaweb.org/articles.php?doi=10.1257/aer.101.7.3440.
-
(2011)
American Economic Review.
-
-
Curcuru, S.E.1
Thomas, C.P.2
Warnock, F.E.3
Wongswan, J.4
-
19
-
-
84900013243
-
Does the stock market overreact?
-
De Bondt, Werner F. M., and Richard Thaler. 1985. "Does the Stock Market Overreact?" Journal of Finance, 40(3): 793-805.
-
(1985)
Journal of Finance
, vol.40
, Issue.3
, pp. 793-805
-
-
De Bondt, W.F.M.1
Thaler, R.2
-
20
-
-
72149112772
-
Valuation effects and the dynamics of net external assets
-
Devereux, Michael B., and Alan Sutherland. 2010. "Valuation Effects and the Dynamics of Net External Assets." Journal of International Economics, 80(1): 129-43.
-
(2010)
Journal of International Economics
, vol.80
, Issue.1
, pp. 129-43
-
-
Devereux, M.B.1
Sutherland, A.2
-
23
-
-
16244423334
-
Do Domestic Investors Have an Information Advantage? Evidence from Indonesia
-
DOI 10.1111/j.1540-6261.2005.00747.x
-
Dvorak, Tomas. 2005. "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia." Journal of Finance, 60(2): 817-39. (Pubitemid 40465845)
-
(2005)
Journal of Finance
, vol.60
, Issue.2
, pp. 817-839
-
-
Dvorak, T.1
-
24
-
-
0039758371
-
The conditional performance of insider trades
-
Eckbo, B. Espen, and David C. Smith. 1998. "The Conditional Performance of Insider Trades." Journal of Finance, 53(2): 467-98.
-
(1998)
Journal of Finance
, vol.53
, Issue.2
, pp. 467-98
-
-
Eckbo, B.E.1
Smith, D.C.2
-
25
-
-
21344486016
-
The risk and predictability of international equity returns
-
Ferson, Wayne E., and Campbell R. Harvey. 1993. "The Risk and Predictability of International Equity Returns." Review of Financial Studies, 6(3): 527-66.
-
(1993)
Review of Financial Studies
, vol.6
, Issue.3
, pp. 527-66
-
-
Ferson, W.E.1
Harvey, C.R.2
-
26
-
-
0036698282
-
Conditional performance measurement using portfolio weights: Evidence for pension funds
-
Ferson, Wayne E., and Kenneth Khang. 2002. "Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds." Journal of Financial Economics, 65(2): 249-82.
-
(2002)
Journal of Financial Economics
, vol.65
, Issue.2
, pp. 249-82
-
-
Ferson, W.E.1
Khang, K.2
-
27
-
-
0013049292
-
Spurious Regressions in Financial Economics?
-
DOI 10.1111/1540-6261.00571
-
Ferson, Wayne E., Sergei Sarkissian, and Timothy T. Simin. 2003. "Spurious Regressions in Financial Economics?" Journal of Finance, 58(4): 1393-1413. (Pubitemid 37311687)
-
(2003)
Journal of Finance
, vol.58
, Issue.4
, pp. 1393-1413
-
-
Ferson, W.E.1
Sarkissian, S.2
Simin, T.T.3
-
29
-
-
0005173268
-
The U.S. system for measuring cross-border investment in securities: A primer with a discussion of recent developments
-
Griever, William L., Gary A. Lee, and Francis E. Warnock. 2001. "The U.S. System for Measuring Cross-Border Investment in Securities: A Primer with a Discussion of Recent Developments." Federal Reserve Bulletin, 87(10): 633-50.
-
(2001)
Federal Reserve Bulletin
, vol.87
, Issue.10
, pp. 633-50
-
-
Griever, W.L.1
Lee, G.A.2
Warnock, F.E.3
-
30
-
-
21144478549
-
Performance measurement without benchmarks: An examination of mutual fund returns
-
Grinblatt, Mark, and Sheridan Titman. 1993. "Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns." Journal of Business, 66(1): 47-68.
-
(1993)
Journal of Business
, vol.66
, Issue.1
, pp. 47-68
-
-
Grinblatt, M.1
Titman, S.2
-
31
-
-
0000741932
-
Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior
-
Grinblatt, Mark, Sheridan Titman, and Russ Wermers. 1995. "Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior." American Economic Review, 85(5): 1088-1105.
-
(1995)
American Economic Review
, vol.85
, Issue.5
, pp. 1088-1105
-
-
Grinblatt, M.1
Titman, S.2
Wermers, R.3
-
32
-
-
28144436939
-
Home bias and high turnover in an overlapping-generations model with learning
-
DOI 10.1111/j.1467-9396.2005.00534.x
-
Guidolin, Massimo. 2005. "Home Bias and High Turnover in an Overlapping-Generations Model with Learning." Review of International Economics, 13(4): 725-56. (Pubitemid 41696015)
-
(2005)
Review of International Economics
, vol.13
, Issue.4
, pp. 725-756
-
-
Guidolin, M.1
-
33
-
-
84977722638
-
The world price of covariance risk
-
Harvey, Campbell R. 1991. "The World Price of Covariance Risk." Journal of Finance, 46(1): 111-57.
-
(1991)
Journal of Finance
, vol.46
, Issue.1
, pp. 111-57
-
-
Harvey, C.R.1
-
34
-
-
0040434945
-
Location matters: An examination of trading profits
-
Hau, Harald. 2001. "Location Matters: An Examination of Trading Profits." Journal of Finance, 56(5): 1959-83. (Pubitemid 33581925)
-
(2001)
Journal of Finance
, vol.56
, Issue.5
, pp. 1959-1983
-
-
Hau, H.1
-
35
-
-
72149084640
-
Home bias and high turnover: Dynamic portfolio choice with incomplete markets
-
Hnatkovska, Viktoria. 2010. "Home Bias and High Turnover: Dynamic Portfolio Choice with Incomplete Markets." Journal of International Economics, 80(1): 113-28.
-
(2010)
Journal of International Economics
, vol.80
, Issue.1
, pp. 113-28
-
-
Hnatkovska, V.1
-
36
-
-
12144272491
-
Managers, investors, and crises: Mutual fund strategies in emerging markets
-
DOI 10.1016/S0022-1996(03)00075-8, PII S0022199603000758
-
Kaminsky, Graciela, Richard K. Lyons, and Sergio L. Schmukler. 2004. "Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets." Journal of International Economics, 64(1): 113-34. (Pubitemid 40106411)
-
(2004)
Journal of International Economics
, vol.64
, Issue.1
, pp. 113-134
-
-
Kaminsky, G.1
Lyons, R.K.2
Schmukler, S.L.3
-
37
-
-
0002653201
-
Common stochastic trends in international stock markets
-
Kasa, Kenneth. 1992. "Common Stochastic Trends in International Stock Markets." Journal of Monetary Economics, 29(1): 95-124.
-
(1992)
Journal of Monetary Economics
, vol.29
, Issue.1
, pp. 95-124
-
-
Kasa, K.1
-
38
-
-
0041152105
-
Current accounts in debtor and creditor countries
-
Kraay, Aart, and Jaume Ventura. 2000. "Current Accounts in Debtor and Creditor Countries." Quarterly Journal of Economics, 115(4): 1137-66.
-
(2000)
Quarterly Journal of Economics
, vol.115
, Issue.4
, pp. 1137-66
-
-
Kraay, A.1
Ventura, J.2
-
39
-
-
0042745551
-
Current accounts in the long and the short run
-
ed. M. Gertler and K. Rogoff. Cambridge, MA: MIT Press
-
Kraay, Aart, and Jaume Ventura. 2003. "Current Accounts in the Long and the Short Run." In National Bureau of Economic Research Macroeconomics Annual 2002, ed. M. Gertler and K. Rogoff, 65-94. Cambridge, MA: MIT Press.
-
(2003)
National Bureau of Economic Research Macroeconomics Annual 2002
, pp. 65-94
-
-
Kraay, A.1
Ventura, J.2
-
40
-
-
34347377327
-
The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970-2004
-
DOI 10.1016/j.jinteco.2007.02.003, PII S0022199607000591
-
Lane, Philip R., and Gian Maria Milesi-Ferretti. 2007. "The External Wealth of Nations Mark II: Revised and Extended Estimates of Foreign Assets and Liabilities, 1970-2004." Journal of International Economics, 73(2): 223-50. (Pubitemid 350028454)
-
(2007)
Journal of International Economics
, vol.73
, Issue.2
, pp. 223-250
-
-
Lane, P.R.1
Milesi-Ferretti, G.M.2
-
41
-
-
83755190906
-
Analyzing portfolio inflows to emerging and selected advanced markets
-
Washington, DC: International Monetary Fund
-
Miyajima, Ken, and Huanhuan Zheng. 2010. "Analyzing Portfolio Inflows to Emerging and Selected Advanced Markets." In Global Financial Stability Report, 45-50. Washington, DC: International Monetary Fund.
-
(2010)
Global Financial Stability Report
, pp. 45-50
-
-
Miyajima, K.1
Zheng, H.2
-
42
-
-
0000706085
-
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey, Whitney K., and Kenneth D. West. 1987. "A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix." Econometrica, 55(3): 703-08.
-
(1987)
Econometrica
, vol.55
, Issue.3
, pp. 703-08
-
-
Newey, W.K.1
West, K.D.2
-
43
-
-
0000923251
-
Comovements in national stock returns: Evidence of predictability, but not cointegration
-
Richards, Anthony J. 1995. "Comovements in National Stock Returns: Evidence of Predictability, but Not Cointegration." Journal of Monetary Economics, 36(3): 631-54.
-
(1995)
Journal of Monetary Economics
, vol.36
, Issue.3
, pp. 631-54
-
-
Richards, A.J.1
-
44
-
-
0000739971
-
Winner-Loser Reversals in National Stock Market Indices: Can They be Explained?
-
Richards, Anthony J. 1997. "Winner-Loser Reversals in National Stock Market Indices: Can They Be Explained?" Journal of Finance, 52(5): 2129-44. (Pubitemid 128002956)
-
(1997)
Journal of Finance
, vol.52
, Issue.5
, pp. 2129-2144
-
-
Richards, A.J.1
-
47
-
-
0041311151
-
Financial centres and the geography of capital flows
-
Warnock, Francis E., and Chad Cleaver. 2003. "Financial Centres and the Geography of Capital Flows." International Finance, 6(1): 27-59. (Pubitemid 36893228)
-
(2003)
International Finance
, vol.6
, Issue.1
, pp. 27-59
-
-
Warnock, F.E.1
Cleaver, C.2
|