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We build a parsimonious international asset pricing model in which deviations of government bond yields from a fitted yield curve of a country measure the tightness of investors' capital constraints. We compute these measures at daily frequency for six major markets and use them to test the...
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Many of the empirical investigations in behavioural finance are focused on US markets; with their focus on investor psychology, biases and heuristics these explanations may well not be robust when exposed to different countries, races and cultures. This paper investigates a popular explanation...
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