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Look at me now : what attracts US shareholders?
Ammer, John; Holland, Sara B.; Smith, David C.; … - 2006
Persistent link: https://www.econbiz.de/10003374698
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Home bias in open economy financial macroeconomics
Coeurdacier, Nicolaus; Rey, Hélène - 2011
Persistent link: https://www.econbiz.de/10009488609
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Differences of opinion and international equity markets
Dumas, Bernard; Lewis, Karen K.; Osambela, Emilio - 2011
Persistent link: https://www.econbiz.de/10008856007
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International portfolios with supply, demand and redistributive shocks
Coeurdacier, Nicolas; Kollmann, Robert; Martin, Philippe J. - 2007
Persistent link: https://www.econbiz.de/10003548943
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On the sources of the great moderation
Galí, Jordi; Gambetti, Luca - 2008
"The remarkable decline in macroeconomic volatility experienced by the U.S. economy since the mid-80s (the so-called Great Moderation) has been accompanied by large changes in the patterns of comovements among output, hours and labor productivity. Those changes are reflected in both conditional...
Persistent link: https://www.econbiz.de/10003740402
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Home bias at the fund level
Hau, Harald; Rey, Hélène - 2008
"This paper presents new stylized facts on the distribution of the home bias at the fund level. We find (i) a large … heterogeneity in the degree of home bias across mutual funds; (ii) a positive correlation between the size of funds and home bias …
Persistent link: https://www.econbiz.de/10003740403
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Local overweighting and underperformance : evidence from limited partner private equity investments
Hochberg, Yael V.; Rauh, Joshua - 2011
Persistent link: https://www.econbiz.de/10009230205
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Why is there a home bias? : an analysis of foreign portfolio equity ownership in Japan
Kang, Jun-koo - 1995
Persistent link: https://www.econbiz.de/10000913579
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Portfolio choices with near rational agents : a solution to some international-finance puzzles
Benigno, Pierpaolo - 2007
A dynamic model of consumption and portfolio decisions is analyzed in which agents seek robust choices against some misspecification of the model probability distribution. This near-rational environment can at the same time explain an imperfect international portfolio diversification and break...
Persistent link: https://www.econbiz.de/10003486289
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Human capital, endogenous information acquisition, and home bias in financial markets
Ehrlich, Isaac; Shin, Jong Kook; Yin, Yong - 2010
risky assets relative to those predicted by standard finance models - generally identified as "home bias" - across … international markets. The innovation we offer is ascribing home bias to endogenous information acquisition, or "asset management … determining how home bias varies among individual investors and across financial markets. Our model also provides insights …
Persistent link: https://www.econbiz.de/10003931215