-
1
-
-
1342309203
-
Information costs and home bias: Ananalysis of U. S. Holldings of foreign equities
-
Ahearne, A.,W. Griever, and F. Warnock. 2004. Information Costs and Home Bias:AnAnalysis of U. S. Holdings of Foreign Equities. Journal of International Economics 62:313-36.
-
(2004)
Journal of International Economics
, vol.62
, pp. 313-336
-
-
Ahearne A.W. Griever1
Warnock, F.2
-
2
-
-
46049100070
-
Do local analysts know more? A cross-country study of performance of local analysts and foreign analysts
-
Bae, K., R. Stulz, and H. Tan. 2008. Do Local Analysts Know More? A Cross-country Study of Performance of Local Analysts and Foreign Analysts. Journal of Financial Economics 88:581-606.
-
(2008)
Journal of Financial Economics
, vol.88
, pp. 581-606
-
-
Bae, K.1
Stulz, R.2
Tan, H.3
-
3
-
-
0040884260
-
Boys will be boys: Bender, overconfidence, and common stock investment
-
Barber, B., and T. Odean. 2001. Boys Will Be Boys: Bender, Overconfidence, and Common Stock Investment. Quarterly Journal of Economics 141:261-92.
-
(2001)
Quarterly Journal of Economics
, vol.141
, pp. 261-292
-
-
Barber, B.1
Odean, T.2
-
4
-
-
0036111572
-
Online investors: Do the slow die first?
-
Barber, B., and T. Odean. 2002. Online Investors: Do the Slow Die First? Review of Financial Studies 15:455-87.
-
(2002)
Review of Financial Studies
, vol.15
, pp. 455-487
-
-
Barber, B.1
Odean, T.2
-
5
-
-
42649130644
-
Endogenous asymmetric information and international equity home bias: The effects of portfolio size and information costs
-
Barron, J., and J. Ni. 2008. Endogenous Asymmetric Information and International Equity Home Bias: The Effects of Portfolio Size and Information Costs. Journal of International Money and Finance 27: 617-35.
-
(2008)
Journal of International Money and Finance
, vol.27
, pp. 617-635
-
-
Barron, J.1
Ni, J.2
-
6
-
-
34548526936
-
Optimal asset allocation and risk shifting in money management
-
Basak, S.,A. Pavlova, and A. Shapiro. 2007. Optimal Asset Allocation and Risk shifting in Money Management. Review of Financial Studies 20:1-39.
-
(2007)
Review of Financial Studies
, vol.20
, pp. 1-39
-
-
Basak S.A. Pavlova1
Shapiro, A.2
-
7
-
-
0031396606
-
The international diversification puzzle isworse thanyouthink
-
Baxter,M., and U. J. Jermann. 1997. The International Diversification Puzzle IsWorse ThanYouThink. American Economic Review 87:170-80.
-
(1997)
American Economic Review
, vol.87
, pp. 170-180
-
-
Baxter, M.1
Jermann, U.J.2
-
8
-
-
12144279436
-
Mutual fund flows and performance in rational markets
-
Berk, J., and R. Green. 2004. Mutual Fund Flows and Performance in Rational Markets. Journal of Political Economy 112:1269-95.
-
(2004)
Journal of Political Economy
, vol.112
, pp. 1269-1295
-
-
Berk, J.1
Green, R.2
-
9
-
-
1342346158
-
International capital market equilibrium with investment barriers
-
Black, F. 1974. International Capital Market Equilibrium with Investment Barriers. Journal of Financial Economics 1:337-52.
-
(1974)
Journal of Financial Economics
, vol.1
, pp. 337-352
-
-
Black, F.1
-
10
-
-
84977716784
-
International investment restrictions and closed-end country fund prices
-
Bonser-Neal, C.,G. Brauer,R. Neal, and S. Wheatley. 1990. International Investment Restrictions and Closed-end Country Fund Prices. Journal of Finance 45:523-47.
-
(1990)
Journal of Finance
, vol.45
, pp. 523-547
-
-
Bonser-Neal, C.1
Brauer, G.2
Neal, R.3
Wheatley, S.4
-
11
-
-
0040747533
-
International portfolio flows
-
Brennan, M., and H. Cao. 1997. International Portfolio Flows. Journal of Finance 52:1851-80.
-
(1997)
Journal of Finance
, vol.52
, pp. 1851-1880
-
-
Brennan, M.1
Cao, H.2
-
12
-
-
0000272277
-
Equilibrium price dispersion
-
Burdett, K., and K. L. Judd. 1983. Equilibrium Price Dispersion. Econometrica 51:955-69.
-
(1983)
Econometrica
, vol.51
, pp. 955-969
-
-
Burdett, K.1
Judd, K.L.2
-
13
-
-
19944364151
-
What determines the domestic bias and foreign bias?
-
Chan, K.,V. Covrig, and L. Ng. 2005. What Determines the Domestic Bias and Foreign Bias? Journal of Finance 60:1495-1534.
-
(2005)
Journal of Finance
, vol.60
, pp. 1495-1534
-
-
Chan K.V. Covrig1
Ng, L.2
-
14
-
-
0040705364
-
Are some mutual fund managers better than others? Cross-sectional patterns in behavior and performance
-
Chevalier, J., and G. Ellison. 1999. Are Some Mutual Fund Managers Better Than Others? Cross-sectional Patterns in Behavior and Performance. Journal of Finance 54:875-99.
-
(1999)
Journal of Finance
, vol.54
, pp. 875-899
-
-
Chevalier, J.1
Ellison, G.2
-
15
-
-
24044513639
-
Do domestic investors have an edge? The trading experience of foreign investors in korea
-
Choe, H., B. Kho, and R. Stulz. 2005. Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea. Review of Financial Studies 18:795-829.
-
(2005)
Review of Financial Studies
, vol.18
, pp. 795-829
-
-
Choe, H.1
Kho, B.2
Stulz, R.3
-
16
-
-
0001954006
-
The effects of equity barriers on foreign investment in developing countries
-
In J. A. Frankel (Ed. ),. Chicago: University of Chicago Press
-
Claessens, S., and M. Rhee. 1994. The Effects of Equity Barriers on Foreign Investment in Developing Countries. In J. A. Frankel (Ed. ), Internationalization of Equity Markets. Chicago: University of Chicago Press, 231-71.
-
(1994)
Internationalization of Equity Markets
, pp. 231-271
-
-
Claessens, S.1
Rhee, M.2
-
18
-
-
72149095710
-
International portfolios, capital accumulation, and foreign assets dynamics
-
Coeurdacier, N., P. Martin, and R. Kollmann. 2010. International Portfolios, Capital Accumulation, and Foreign Assets Dynamics. Journal of International Economics 80:100-112.
-
(2010)
Journal of International Economics
, vol.80
, pp. 100-112
-
-
Coeurdacier, N.1
Martin, P.2
Kollmann, R.3
-
19
-
-
21344496561
-
Home bias in equity portfolios, inflation hedging, and international capital market equilibrium
-
Cooper, I., and E. 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.1
Kaplanis, E.2
-
21
-
-
0034861189
-
The geography of investment: Informed trading and asset prices
-
Coval, J., and T. Moskowitz. 2001. The Geography of Investment: Informed Trading and Asset Prices. Journal of Political Economy 109:811-41.
-
(2001)
Journal of Political Economy
, vol.109
, pp. 811-841
-
-
Coval, J.1
Moskowitz, T.2
-
22
-
-
79957936153
-
Equilibrium prices in the presence of delegated portfolio management
-
Cuoco, D., and R. Kaniel. 2011. Equilibrium Prices in the Presence of Delegated Portfolio Management. Journal of Financial Economics 101:264-96.
-
(2011)
Journal of Financial Economics
, vol.101
, pp. 264-296
-
-
Cuoco, D.1
Kaniel, R.2
-
23
-
-
0037345051
-
Corporate governance and the home bias
-
Dahlquist, M., L. Pinkowitz, R. Stulz, and R. Williamson. 2003. Corporate Governance and the Home Bias. Journal of Financial and Quantitative Analysis 38:87-110.
-
(2003)
Journal of Financial and Quantitative Analysis
, vol.38
, pp. 87-110
-
-
Dahlquist, M.1
Pinkowitz, L.2
Stulz, R.3
Williamson, R.4
-
24
-
-
52449133992
-
Market discipline and internal governance in the mutual fund industry
-
Dang, T., Y. Wu, and J. Zechner. 2008. Market Discipline and Internal Governance in the Mutual Fund Industry. Review of Financial Studies 21:2307-43.
-
(2008)
Review of Financial Studies
, vol.21
, pp. 2307-2343
-
-
Dang, T.1
Wu, Y.2
Zechner, J.3
-
25
-
-
16244423334
-
Do domestic investors have an information advantage? Evidence from indonesia
-
Dvorak, T. 2005. Do Domestic Investors Have an Information Advantage? Evidence from Indonesia. Journal of Finance 60:817-39.
-
(2005)
Journal of Finance
, vol.60
, pp. 817-839
-
-
Dvorak, T.1
-
26
-
-
85017144598
-
The international diversification puzzle when goods prices are sticky: It's really about exchange-rate hedging, not equity portfolios
-
Engel, C., and A. Matsumoto. 2009. The International Diversification Puzzle When Goods Prices Are Sticky: It's Really About Exchange-rate Hedging, Not Equity Portfolios. American Economic Journal: Macroeconomics 1:155-88.
-
(2009)
American Economic Journal: Macroeconomics
, vol.1
, pp. 155-188
-
-
Engel, C.1
Matsumoto, A.2
-
27
-
-
84944837552
-
International asset pricing under mild segmentation: Theory and test
-
Errunza, V., and E. Losq. 1985. International Asset Pricing Under Mild Segmentation: Theory and Test. Journal of Finance 40:105-24.
-
(1985)
Journal of Finance
, vol.40
, pp. 105-124
-
-
Errunza, V.1
Losq, E.2
-
28
-
-
0011183797
-
Preferences for stock characteristics as revealed by mutual fund portfolio holdings
-
Falkenstein, E. 1996. Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings. Journal of Finance 51:111-35.
-
(1996)
Journal of Finance
, vol.51
, pp. 111-135
-
-
Falkenstein, E.1
-
29
-
-
70349488012
-
Media coverage and the cross-section of stock returns
-
Fang, L., and J. Peress. 2009. Media Coverage and the Cross-section of Stock Returns. Journal of Finance 64:2023-52.
-
(2009)
Journal of Finance
, vol.64
, pp. 2023-2052
-
-
Fang, L.1
Peress, J.2
-
31
-
-
0039056070
-
Fund strategy and performance in changing economic conditions
-
Ferson, W. E., and R. W. Schadt. 1996. Fund Strategy and Performance in Changing Economic Conditions. Journal of Finance 51:425-61.
-
(1996)
Journal of Finance
, vol.51
, pp. 425-461
-
-
Ferson, W.E.1
Schadt, R.W.2
-
32
-
-
0000815950
-
Investor diversification and international equity markets
-
French, K., and J. Poterba. 1991. Investor Diversification and International Equity Markets. American Economic Review 81:222-26.
-
(1991)
American Economic Review
, vol.81
, pp. 222-226
-
-
French, K.1
Poterba, J.2
-
34
-
-
68249123725
-
Information acquisition and mutual funds
-
Garcia, D., and J. Vanden. 2009. Information Acquisition and Mutual Funds. Journal of Economic Theory 144:1965-95.
-
(2009)
Journal of Economic Theory
, vol.144
, pp. 1965-1995
-
-
Garcia, D.1
Vanden, J.2
-
35
-
-
0038978346
-
An information-based explanation of the domestic bias in international equity investment
-
Gehrig, T. 1993. An Information-based Explanation of the Domestic Bias in International Equity Investment. Scandinavian Journal of Economics 95:97-109.
-
(1993)
Scandinavian Journal of Economics
, vol.95
, pp. 97-109
-
-
Gehrig, T.1
-
36
-
-
28244495549
-
Transparency and international portfolio holdings
-
Gelos, R. G., and S. J. Wei. 2005. Transparency and International Portfolio Holdings. Journal of Finance 60:2987-3020.
-
(2005)
Journal of Finance
, vol.60
, pp. 2987-3020
-
-
Gelos, R.G.1
Wei, S.J.2
-
37
-
-
78951492734
-
Why mutual funds underperform
-
Glode, V. 2011. Why Mutual Funds Underperform. Journal of Financial Economics 99:546-59.
-
(2011)
Journal of Financial Economics
, Issue.99
, pp. 546-559
-
-
Glode, V.1
-
38
-
-
33344471270
-
Manager education and mutual fund performance
-
Gottesman, A., and M. Morey. 2006. Manager Education and Mutual Fund Performance. Journal of Empirical Finance 13:145-82.
-
(2006)
Journal of Empirical Finance
, vol.13
, pp. 145-182
-
-
Gottesman, A.1
Morey, M.2
-
39
-
-
0033634041
-
The investment behavior and performance of various investor types: A study of finland's unique data set
-
Grinblatt, J. M., and M. Keloharju. 2000. The Investment Behavior and Performance of Various Investor Types: A Study of Finland's Unique Data Set. Journal of Financial Economics 66:43-67.
-
(2000)
Journal of Financial Economics
, vol.66
, pp. 43-67
-
-
Grinblatt, J.M.1
Keloharju, M.2
-
40
-
-
0001493165
-
What moves the discount on country equity funds?
-
In J. A. Frankel (Ed. ),. Chicago: University of Chicago Press
-
Hardouvelis, G., R. La Porta, and T. Wizman. 1994. What Moves the Discount on Country Equity Funds? In J. A. Frankel (Ed. ), Internationalization of Equity Markets. Chicago: University of Chicago Press, 345-97.
-
(1994)
Internationalization of Equity Markets
, pp. 345-397
-
-
Hardouvelis, G.1
La Porta, R.2
Wizman, T.3
-
41
-
-
54249157993
-
Asymmetric information and the lack of international portfolio diversification
-
Hatchondo, J. 2008. Asymmetric Information and the Lack of International Portfolio Diversification. International Economic Review 49:1297-1330.
-
(2008)
International Economic Review
, vol.49
, pp. 1297-1330
-
-
Hatchondo, J.1
-
42
-
-
0040434945
-
Location matters
-
Hau, H. 2001. Location Matters. Journal of Finance 56:1959-83.
-
(2001)
Journal of Finance
, vol.56
, pp. 1959-1983
-
-
Hau, H.1
-
46
-
-
0035595262
-
Familiarity breeds investment
-
Huberman, G. 2001. Familiarity Breeds Investment. Review of Financial Studies 14:659-80.
-
(2001)
Review of Financial Studies
, vol.14
, pp. 659-680
-
-
Huberman, G.1
-
47
-
-
12344320638
-
Local does as local is: Information content of the geography of individual investors' common stock investments
-
Ivkovich, Z., and S. Weisbenner. 2005. Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments. Journal of Finance 60:267-306.
-
(2005)
Journal of Finance
, vol.60
, pp. 267-306
-
-
Ivkovich, Z.1
Weisbenner, S.2
-
48
-
-
0031256734
-
Why is there a home bias? An analysis of foreign portfolio equity ownership in japan
-
Kang, J., and R. Stulz. 1997. Why Is There a Home Bias? An Analysis of Foreign Portfolio Equity Ownership in Japan. Journal of Financial Economics 46:3-28.
-
(1997)
Journal of Financial Economics
, vol.46
, pp. 3-28
-
-
Kang, J.1
Stulz, R.2
-
49
-
-
33846642132
-
Home sweet home: Home bias and international diversification among individual investors
-
Karlsson, A., and L. Norden. 2007. Home Sweet Home: Home Bias and International Diversification Among Individual Investors. Journal of Banking and Finance 31:317-33.
-
(2007)
Journal of Banking and Finance
, vol.31
, pp. 317-333
-
-
Karlsson, A.1
Norden, L.2
-
50
-
-
62649147500
-
Financial globalization, governance, and the evolution of the home bias
-
Kho, B. C., R. Stulz, and F. Warnock. 2009. Financial Globalization, Governance, and the Evolution of the Home Bias. Journal of Accounting Research 47:597-635.
-
(2009)
Journal of Accounting Research
, vol.47
, pp. 597-635
-
-
Kho, B.C.1
Stulz, R.2
Warnock, F.3
-
51
-
-
0041028786
-
Evaluating mutual fund performance
-
Kothari, S., and J. Warner. 2001. Evaluating Mutual Fund Performance. Journal of Finance 56:1985-2010.
-
(2001)
Journal of Finance
, vol.56
, pp. 1985-2010
-
-
Kothari, S.1
Warner, J.2
-
52
-
-
33746802539
-
Country portfolios
-
Kraay, A., N. Loayza, L. Serven, and J. Ventura. 2005. Country Portfolios. Journal of the European Economic Association 3:914-45.
-
(2005)
Journal of the European Economic Association
, vol.3
, pp. 914-945
-
-
Kraay, A.1
Loayza, N.2
Serven, L.3
Ventura, J.4
-
53
-
-
0142250336
-
How investors interpret past fund returns
-
Lynch, A., and D. Musto. 2003. How Investors Interpret Past Fund Returns. Journal of Finance 58:2033-58.
-
(2003)
Journal of Finance
, vol.58
, pp. 2033-2058
-
-
Lynch, A.1
Musto, D.2
-
54
-
-
16244419051
-
The geography of equity analysis
-
Malloy, C. 2005. The Geography of Equity Analysis. Journal of Finance 60:719-55.
-
(2005)
Journal of Finance
, vol.60
, pp. 719-755
-
-
Malloy, C.1
-
56
-
-
17544369535
-
Financial super-markets: Size matters for asset trade
-
Martin, P., and H. Rey. 2004. Financial Super-markets: Size Matters for Asset Trade. Journal of International Economics 64:335-61.
-
(2004)
Journal of International Economics
, vol.64
, pp. 335-361
-
-
Martin, P.1
Rey, H.2
-
57
-
-
0242583203
-
The impact of trade on intra-industry reallocations and aggregate industry productivity
-
Melitz, M. 2003. The Impact of Trade on Intra-industry Reallocations and Aggregate industry Productivity. Econometrica 71:1695-1725.
-
(2003)
Econometrica
, vol.71
, pp. 1695-1725
-
-
Melitz, M.1
-
58
-
-
84977707554
-
A simple model of capital market equilibrium with incomplete information
-
Merton, R. 1987. A Simple Model of Capital Market Equilibrium with Incomplete Information. Journal of Finance 42:483-510.
-
(1987)
Journal of Finance
, vol.42
, pp. 483-510
-
-
Merton, R.1
-
60
-
-
0001730497
-
Non-cooperative games
-
Nash, J. F. 1951. Non-cooperative Games. Annals of Mathematics 54:286-95.
-
(1951)
Annals of Mathematics
, vol.54
, pp. 286-295
-
-
Nash, J.F.1
-
61
-
-
0035000529
-
Information and capital flows: Thedeterminants oftransactions in financial assets
-
Portes, R.,H. Rey, andY. Oh. 2001. Information and Capital Flows: TheDeterminants ofTransactions in Financial Assets. European Economic Review 45:783-96.
-
(2001)
European Economic Review
, vol.45
, pp. 783-796
-
-
Portes, R.1
Rey, H.2
Oh, Y.3
-
65
-
-
0038393212
-
Do locals perform better than foreigners? An analysis of UK and U. S. Mutual fund managers
-
Shukla, R., and G. van Inwegen. 1995. Do Locals Perform Better Than Foreigners? An Analysis of UK and U. S. Mutual Fund Managers. Journal of Economics and Business 47:241-54.
-
(1995)
Journal of Economics and Business
, vol.47
, pp. 241-254
-
-
Shukla, R.1
Van Inwegen, G.2
-
67
-
-
84977410476
-
On effects of barriers to international investment
-
Stulz, R. 1981. On Effects of Barriers to International Investment. Journal of Finance 36:923-34.
-
(1981)
Journal of Finance
, vol.36
, pp. 923-934
-
-
Stulz, R.1
-
69
-
-
65649131198
-
Information immobility and the home bias puzzle
-
Van Nieuwerburgh, S., and L. Veldkamp. 2009. Information Immobility and the Home Bias Puzzle. Journal of Finance 64:1187-1215.
-
(2009)
Journal of Finance
, vol.64
, pp. 1187-1215
-
-
Van Nieuwerburgh, S.1
Veldkamp, L.2
-
70
-
-
84862982515
-
-
Working Paper, Zicklin School of Business, Baruch College
-
Wei, B. 2007. Managerial Ability, Open-end Fund Flows, and Closed-end Fund Discounts. Working Paper, Zicklin School of Business, Baruch College.
-
(2007)
Managerial Ability, Open-end Fund Flows, and Closed-end Fund Discounts.
-
-
Wei, B.1
-
71
-
-
0037953448
-
Dynamic portfolio choice and asset pricing with differential information
-
Zhou, C. 1998. Dynamic Portfolio Choice and Asset Pricing with Differential Information. Journal of Economic Dynamics and Control 22:1027-51.
-
(1998)
Journal of Economic Dynamics and Control
, vol.22
, pp. 1027-1051
-
-
Zhou, C.1
|