This paper introduces a return-based approach to studying a possible home bias of equity funds by estimating their … in a particular country. Our findings reveal that the portfolios of four domiciles show a significant home bias. Moreover …. Finally, a home bias of individual funds is not related to superior performance, but actually results in higher investment …

Integrated capital markets facilitate risk sharing across countries. Lower home bias in financial investments is an … indicator of risk sharing. We highlight that existing indicators of equity home bias in the literature suffer from incomplete … coverage because they consider only listed equities. We also consider unlisted equites and show that equity home bias is much …

. Such return driven behavior of foreign investors is especially pronounced in emerging bond markets. Meanwhile, home bias is …

Distinguishing two components of the preference for geographical proximity – the domestic country bias assessing … investors' holdings within the domestic market, and the foreign country bias assessing investors' bilateral holdings within a … report several positive country bias ratios suggesting that the source country's investors overweigh the destination market …

bias, and country concentration. The paper finds that, if a country has a large amount of bilateral portfolio exposure in … financial spillovers; if a country has a stronger home bias, the country could have less spillovers from foreign financial …

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

bias, sheds light on a new information channel for international investment decisions, and contributes to the debate on …

We study how investor's persistent preference to invest more in the home market — “home bias” — is affecting investor … climate risk. This paper analyzes the carbon exposure and home bias of stock portfolios across a wide range of different … area investors are related to home bias. The bias to invest more in carbon-intensive firms from the domestic and EU …

We investigate the extent to which investors exhibit carbon home bias: disproportionate investment in carbon … relationship between carbon home bias, divestment and disclosure. We show that investors exhibit significant carbon home bias, with … home bias is not driven by differential home-foreign carbon risk premia, but instead suggest investors’ successful …