This document has not been cited yet.

1. [1] Adler, M., and B. Dumas, 1983. International Portfolio Choice and Corporation Finance: A Synthesis. Journal of Finance 38, 925â984.

2. [10] Cooper, I., and E. Kaplanis, 1994. Home Bias in Equity Portfolios, Inïation Hedging, and International Capital market Equilibrium. Review of Fnancial Studies 7, 45â60.

3. [12] Coval, J.D., and T.J. Moskowitz. 1999. The Geography of Investment: Informed Trading and Asset Prices. Journal of Political Economy 109, 811â842.
   Paper not yet in RePEc: Add citation now
   
4. [13] Dahlquist, M., and G. Robertsson. 2001. Foreignersâ Trading and Price Eïects Across Firms. Research Report, Stockholm Institute for Financial Research.
   Paper not yet in RePEc: Add citation now
   

5. [14] French, K.R., and J. Poterba, 1991. Investor Diversiïcation and International Equity Markets. American Economic Review 81, 222â226.

6. [15] Froot, K., P. OâConnell, and M. Seasholes. 2001. The Portfolio Flows of International Investors. Journal of Financial Economics 59, 151â193.

7. [16] Gehrig, T. 1993. An Information Based Explanation of Domestic Bias in International Equity Investment. Scandinavian Journal of Economics 95, 97â109.

8. [17] Grauer, F., R.H. Litzenberger, and R. Stehle. 1976. Sharing Rules and Equilibrium in an International Capital market under Uncertainty. Journal of Financial Economics 3, 233â256.

9. [18] Grinblatt, M., and M. Keloharju, 2000. The Investment Behaviour and Performance of Various Investor Types: a Study of Finlandâs Unque Data Set. Journal of Financial Economics 55, 43â67.
   Paper not yet in RePEc: Add citation now
   
10. [19] Grinblatt, M., and M. Keloharju, 2000. How Distance, Language, and Culture Inïuence Stockholdings and Trades. Journal of Finance 56, 1053â1074. REFERENCES 30
    Paper not yet in RePEc: Add citation now
    

11. [2] Admati, A. 1985. A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets. Econometrica 53, 925â984.

12. [20] Hamao, Y, and J. Mei. 2001. Living with the Enemy: an Analysis of Japanese Experience with Foreign Investment. Journal of International Money and Finance 20, 715â735.

13. [22] Huberman, G. 2001. Familiarity Breeds Investment, Review of Financial Studies 14, 659â680.

14. [23] Kang, J-K., and R.M. Stulz, 1997. Why is there a Home Bias? An Analysis of Foreign Portfolio Equity Ownership in Japan. Journal of Financial Economics, 46, 2â28.

15. [25] Kim, W., and S-J Wei, 2002. Foreign Portfolio Investors Before and During a Crisis. Journal of International Economics 56, 77â96.

16. [26] Portes, R., H. Rey, 2000. The Determinants of Cross-Border Equity Flows: the Geography of Information. CEPR Discussion Paper.

17. [27] Portes, R., H. Rey, and Y. Oh, 2001. Information and Capital Flows. European Economic Review 45, 783â796.
    Paper not yet in RePEc: Add citation now
    
18. [28] Seasholes, M. 2000. Smart Foreign Traders in Emerging Markets. Unpublished Paper, Harvard University.
    Paper not yet in RePEc: Add citation now
    

19. [29] Shukla, R., and G. VanInwegen. 1995. Do Locals Perform Better than Foreigners? An Analysis of UK and US Mutual Fund Managers. Journal of Economics and Business 47, 241â245.

20. [3] Baxter, M., and U.J. Jermann, 1997. The International Diversiïcation Puzzle is Worse than You Think. American Economic Review, March, 170â180.

21. [30] Strong, N., and X. Xu. 2003. Understanding the Equity Home Bias: Evidence from Survey Data. forthcoming, Review of Economics and Statistics. REFERENCES 31

22. [31] Stulz, R. M. 1981. On the Eïects of Barriers to International Investment. Journal of Finance 36, 923â934.

23. [33] Timmermann, A., and D. Blake. 1999. Home Country Bias and Institutional Investorsâ Foreign Equity Holdings. Working Paper.
    Paper not yet in RePEc: Add citation now
    
24. [34] Warther, V. 1994. Aggregate Mutual Fund Flows and Security Returns. Journal of Financial Economics 39, 209â236.
    Paper not yet in RePEc: Add citation now
    

25. [4] Black, F. 1974. International Capital Market Equilibrium with Investment Barriers. Journal of Financial Economics 1, 337â352.

26. [5] Brennan, M.J., and C. Aranda. 1999. What Makes Hot Money Hot? Review of Paciïc Basin Financial Markets and Policies 2, 427â451.

27. [6] Brennan, M.J., and H.H. Cao, 1996. Information, Trade and Derivative Securities. Review of Fnancial Studies 9, 163â208.

28. [7] Brennan, M.J., and H.H. Cao. 1997. International Portfolio Investment Flows. Journal of Finance 52, 1851â1880.

29. [9] Choe, H., B.C. Kho, and R.M. Stulz. 2001. Do Foreign Investors have More Valuable Information about Individual Stocks than Local Investors? Working Paper, Ohio State University. REFERENCES 29
    Paper not yet in RePEc: Add citation now
    

1. Time-varying performance of international mutual funds. (2012). Turtle, H. J. ; Zhang, Chengping.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:19:y:2012:i:3:p:334-348.

   Full description at Econpapers || Download paper

2. The Impact of Macroeconomic Variables on Corporate Performance - What Shareholders Ought to Know?. (2007). Oxelheim, Lars.
   In: Working Paper Series.
   RePEc:hhs:iuiwop:0571.

   Full description at Econpapers || Download paper

3. Is Home Bias in Assets Related to Home Bias in Goods?. (2006). Warnock, Francis ; van Wincoop, Eric.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12728.

   Full description at Econpapers || Download paper

4. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12697.

   Full description at Econpapers || Download paper

5. The Performance of International Equity Portfolios. (2006). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12346.

   Full description at Econpapers || Download paper

6. The Performance of International Equity Portfolios. (2006). Thomas, Charles.
   In: The Institute for International Integration Studies Discussion Paper Series.
   RePEc:iis:dispap:iiisdp162.

   Full description at Econpapers || Download paper

7. Evaluating a nonlinear asset pricing model on international data. (2006). Asgharian, Hossein ; Karlsson, Sonnie.
   In: Working Papers.
   RePEc:hhs:lunewp:2006_005.

   Full description at Econpapers || Download paper

8. Foreign exchange volatility is priced in equities. (2006). Neely, Christopher ; Guo, Hui.
   In: Working Papers.
   RePEc:fip:fedlwp:2004-029.

   Full description at Econpapers || Download paper

9. Home bias in global bond and equity markets: the role of real exchange rate volatility. (2006). Thimann, Christian ; Fratzscher, Marcel ; Fidora, Michael.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:2006685.

   Full description at Econpapers || Download paper

10. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno ; Kadareja, Arjan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006683.

    Full description at Econpapers || Download paper

11. German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs. (2005). , Jamin.
    In: International Finance.
    RePEc:wpa:wuwpif:0508005.

    Full description at Econpapers || Download paper

12. Explaining exchange rate dynamics: the uncovered equity return parity condition. (2005). De Santis, Roberto ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005529.

    Full description at Econpapers || Download paper

13. La recherche française en finance:une perspective à travers les travaux des enseignants-chercheurs en gestion sur la période 1994-2003. (2005). Schatt, Alain ; Charreaux, Gerard.
    In: Working Papers CREGO.
    RePEc:dij:wpfarg:1051001.

    Full description at Econpapers || Download paper

14. Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets. (2005). Schotman, Peter C ; Zalewska, Ania.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5352.

    Full description at Econpapers || Download paper

15. Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth. (2005). Sorensen, Bent ; Zhu, YU ; Wu, Yi-Tsung ; Yosha, Oved.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5113.

    Full description at Econpapers || Download paper

16. Return-volatility linkages in the international equity and currency markets. (2004). HASAN, IFTEKHAR ; Hunter, Delroy M. ; Francis, Bill B..
    In: Finance.
    RePEc:wpa:wuwpfi:0405022.

    Full description at Econpapers || Download paper

17. TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION. (2004). Shields, Kalvinder ; Olekalns, Nilss ; Henry, Ólan.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:907.

    Full description at Econpapers || Download paper

18. The Performance of International Equity Portfolios. (2004). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:817.

    Full description at Econpapers || Download paper

19. That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds. (2004). Thorp, Susan.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:148.

    Full description at Econpapers || Download paper

20. Keeping up with the Joneses: An international asset pricing model. (2003). Priestly, Richard ; Gomez, Juan-Pedro ; Zapatero, Fernando.
    In: Economics Working Papers.
    RePEc:upf:upfgen:694.

    Full description at Econpapers || Download paper

21. Exchange Rate Pegs and Foreign Exchange Exposure in East Asia. (2002). Popper, Helen ; Parsley, David.
    In: International Finance.
    RePEc:wpa:wuwpif:0211001.

    Full description at Econpapers || Download paper

22. Are Financial Assets Priced Locally or Globally?. (2002). Stulz, René ; Karolyi, G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8994.

    Full description at Econpapers || Download paper

23. International Asset Pricing and the Benefits from World Market Diversification. (2002). Nilsson, Birger.
    In: Working Papers.
    RePEc:hhs:lunewp:2002_001.

    Full description at Econpapers || Download paper

24. Emerging market liberalization and the impact on uncovered interest rate parity. (2002). HASAN, IFTEKHAR ; Hunter, Delroy ; Francis, Bill.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-16.

    Full description at Econpapers || Download paper

25. An Evaluation of International Asset Pricing Models. (2002). Sallstrom, Torbjorn ; Dahlquist, Magnus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3145.

    Full description at Econpapers || Download paper

26. Corporate Financial Policies and Performance Prior to Currency Crises. (2001). Koskinen, Yrjö ; Pons, Vicente ; Bris, Arturo.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2001-386.

    Full description at Econpapers || Download paper

27. Corporate Financial Policies and Performance Around Currency Crises. (2001). Koskinen, Yrjö ; Pons, Vicente ; Bris, Arturo.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0467.

    Full description at Econpapers || Download paper

28. The Cost of Capital in International Financial Markets: Local or Global. (2001). van Dijk, Mathijs ; Kool, Clemens ; Schotman, Peter ; Kool, Clemens J. M., ; Koedijk, Kees.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3062.

    Full description at Econpapers || Download paper

29. The selection of multinational equity portfolios: forecasting models and estimation risk. (2000). Nigel Meade, Gerry R. Salkin, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:6:y:2000:i:3:p:259-279.

    Full description at Econpapers || Download paper

30. International bond markets and the introduction of the Euro. (2000). Kool, Clemens ; Clemens J. M. Kool, .
    In: Review.
    RePEc:fip:fedlrv:y:2000:i:sep:p:41-56:n:v.82no.5.

    Full description at Econpapers || Download paper

31. Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns. (2000). Vassalou, Maria .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2448.

    Full description at Econpapers || Download paper

32. An International Dynamic Asset Pricing Model. (1999). Ng, David ; Hodrick, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7157.

    Full description at Econpapers || Download paper

33. Risk and International Parity Conditions: A Synthesis from Consumption Based Models. (1997). Chiang, Thomas ; JOSÉ A. TRINIDAD, .
    In: International Economic Journal.
    RePEc:taf:intecj:v:11:y:1997:i:2:p:73-101.

    Full description at Econpapers || Download paper

34. Tests of Three Parity Conditions: Distinguishing Risk Premia and Systematic Forecast Errors. (1994). Marston, Richard C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4923.

    Full description at Econpapers || Download paper

35. Why is Capital so Immobile Internationally?: Possible Explanations and Implications for Capital Income Taxation. (1994). Gordon, Roger ; Bovenberg, Lans.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4796.

    Full description at Econpapers || Download paper

36. International Portfolio Choice and Asset Pricing: An Integrative Survey. (1994). Stulz, René.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4645.

    Full description at Econpapers || Download paper

37. International Equity Transactions and U.S. Portfolio Choice. (1994). Tesar, Linda ; Werner, Ingrid M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4611.

    Full description at Econpapers || Download paper

38. Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets. (1993). Ito, Takatoshi ; Lin, Wen-Ling.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4592.

    Full description at Econpapers || Download paper

39. Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment. (1993). Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4544.

    Full description at Econpapers || Download paper

40. The World Price of Foreign Exchange Risk. (1993). Dumas, Bernard ; Solnik, Bruno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4459.

    Full description at Econpapers || Download paper

41. Home Bias and the High Turnover. (1992). Tesar, Linda ; Werner, Ingrid M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4218.

    Full description at Econpapers || Download paper

42. The Globalization of Information and Capital Mobility. (1990). Branson, William H. ; Jaffee, Dwight M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3496.

    Full description at Econpapers || Download paper

43. The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk. (1990). Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3466.

    Full description at Econpapers || Download paper

44. Promoting Investment under International Capital Mobility: An Intertemporal General Equilibrium Analysis. (1989). Bovenberg, Lans ; Goulder, Lawrence H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3139.

    Full description at Econpapers || Download paper

45. Trade Liberalization in General Equilibrium: Intertemporal and Inter-Industry Effects. (1989). Eichengreen, Barry ; Goulder, Lawrence H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2965.

    Full description at Econpapers || Download paper

46. Equilibrium Exchange Rate Hedging. (1989). Black, Fischer .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2947.

    Full description at Econpapers || Download paper

47. Pricing Physical Assets Internationally. (1988). Dumas, Bernard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2569.

    Full description at Econpapers || Download paper

48. Consumption Risk and International Asset Returns: Some Empirical Evidence. (1987). Cumby, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2383.

    Full description at Econpapers || Download paper

49. Capital Flows, Investment, and Exchange Rates. (1985). Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1598.

    Full description at Econpapers || Download paper

50. Asset Markets, Tariffs, and Political Risk. (1984). Dellas, Harris.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1413.

    Full description at Econpapers || Download paper

Report date: 2025-09-12 09:27:05 || Missing content? Let us know