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International Diversification at Home and Abroad

Cai, Fang - 2007

eliminating) the observed home bias …

Persistent link: https://www.econbiz.de/10012778483

Domestic and Foreign Country Bias in International Equity Portfolios

Diyarbakirlioglu, Erkin - 2020

I provide an analysis of the home bias in international equity investments using data for the year-end 2006 …. Distinguishing two components of the local equity preference – the “domestic country bias” indicating whether local investors … overinvest the domestic market, and the “foreign country bias” indicating whether investors overinvest or underinvest a …

Persistent link: https://www.econbiz.de/10012857537

Is Local Bias a Cross-Border Phenomenon? Evidence from Individual Investors' International Asset Allocation

Baltzer, Markus - 2016

stocks (local bias). We hypothesize that individual investors' local bias is not limited to the domestic sphere but instead … also determines their international investment decisions. Our results confirm the presence of a cross-border local bias … display a significantly lower foreign investment bias towards investment opportunities in that country and (ii) that this drop …

Persistent link: https://www.econbiz.de/10012988780

International Diversification at Home and Abroad

Cai, Fang - 2016

We analyze foreigners' and domestic institutional investors' positions in U.S. equities. Controlling for many factors, we uncover a common preference for large firms and firms that are diversified internationally. The domestic preference for internationally diversified firms implies that...

Persistent link: https://www.econbiz.de/10012991328

Is local bias a cross-border phenomenon? : evidence from individual investors’ international asset allocation

Baltzer, Markus; Stolper, Oscar; Walter, Andreas - 2013

stocks (local bias). We hypothesize that individual investors’ local bias is not limited to the domestic sphere but instead … also determines their international investment decisions. Our results confirm the presence of a cross-border local bias … display a significantly lower foreign investment bias towards investment opportunities in that country and (ii) that this drop …

Persistent link: https://www.econbiz.de/10009740268

Bond and equity home bias and foreign bias : an international study

Vanpée, Rosanne; Moor, Lieven de - 2012

Persistent link: https://www.econbiz.de/10009540823

Domestically formed international diversification

Lu, Qinye; Vivian, Andrew - In: Journal of international money and finance 103 (2020), pp. 1-29

Persistent link: https://www.econbiz.de/10012392630

International Diversification at Home and Abroad

Cai, Fang - 2006

observed home bias …

Persistent link: https://www.econbiz.de/10012466448

Demystifying the "home bias" effect : the benefits of international diversification

Galakis, John; Skourias, Nicolas; Firdauzi, Vivi - In: International journal of portfolio analysis and … 2 (2015) 1, pp. 36-56

Persistent link: https://www.econbiz.de/10012253629

Risk, returns, and biases of listed private equity portfolios

Bilo, Stéphanie; Christophers, Hans; Degosciu, Michèl; … - 2005 - Version - March 2005

This is the first empirical paper investigating a comprehensive sample of listed (i.e. publicly traded) private equity companies, covering 287 companies in the time period 1986 to 2003. After imposing liquidity constraints, and after correcting for non-surviving vehicles, we get a sample of 114...

Persistent link: https://www.econbiz.de/10011570325