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Chapter 16 Are financial assets priced locally or globally?

Karolyi, G. Andrew; Stulz, René M. - 2003

time-varying properties of correlations across countries. The home bias has the effect of increasing local influences on …

Persistent link: https://www.econbiz.de/10014023855

Foreign under-investment in US securities and the role of relational capital

Michael, Bryane - 2015

Over 70 academic papers attempt to explain why foreigners invest in US securities. All ignore the vital role of the US broker-dealer. Macroeconomic factors like a trade balance or corporate governance may guide foreign investors toward certain markets. But US broker-dealers provide information...

Persistent link: https://www.econbiz.de/10010515955

The degree of home bias in the holding of share portfolio : case of American investors

Chniguir, Mounira; Sghaier, Asma; Soufeljil, Mohamed; … - In: International journal of sustainable economies … 6 (2017) 3, pp. 10-25

Persistent link: https://www.econbiz.de/10011734713

The World Price of Home Bias

Lau, Sie Ting - 2009

Theoretical arguments suggest that as the degree of a country's home bias increases, the global risk sharing between … bias for 38 markets. This finding is robust to different cost of capital proxies, different control variables, alternative … home-bias measures, international tradability of stocks, and alternative specifications. Therefore, the overall evidence …

Persistent link: https://www.econbiz.de/10013153371

Bond investment home bias in East Asia

Liu, Lian - In: Korea and the world economy 17 (2016) 1, pp. 99-128

Persistent link: https://www.econbiz.de/10011487671

International characteristic-based asset pricing

Jagannathan, Murali; Jiao, Wei; Wermers, Russ - 2020 - This version: August 2019

In this paper, we develop characteristic-based asset-pricing models for international stocks. We price stocks using passive portfolios created based on observable characteristics: market capitalization, book-to-market, prior-year return, growth of total assets, and operating profitability, each...

Persistent link: https://www.econbiz.de/10012387428

The determinants of home bias puzzle in equity portfolio investment in Australia

Daly, Kevin James; Xuan Vinh Vo - In: International review of financial analysis 27 (2013), pp. 34-42

Persistent link: https://www.econbiz.de/10009736951

Home bias and expected returns : a structural approach

Wallmeier, Martin; Iseli, Christoph - In: Journal of international money and finance 124 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013435238

A dynamic equilibrium model of imperfectly integrated financial markets

Bhamra, Harjoat Singh; Coeurdacier, Nicolas; Guibaud, … - In: Journal of economic theory 154 (2014), pp. 490-542

Persistent link: https://www.econbiz.de/10010481321

Sub-optimal international portfolio allocations and the cost of capital

Kwabi, Frank Obenpong; Faff, Robert W.; Marshall, Andrew P. - In: Journal of multinational financial management 35 (2016), pp. 41-58

Persistent link: https://www.econbiz.de/10011719960

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