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International equity flows and returns: a quantative equilibrium approach

Albuquerque, Rui; Bauer, Gregory H.; Schneider, Martin - 2004

This paper considers the role of foreign investors in developed-country equity markets. It presents a quantitative model of trading that is built around two new assumptions: (i) both the foreign and domestic investor populations contain investors of different sophistication, and (ii) investor...

Persistent link: https://www.econbiz.de/10011604356

Global private information in international equity markets

Albuquerque, Rui; Bauer, Gregory H.; Schneider, Martin - In: Journal of financial economics 94 (2009) 1, pp. 18-46

Persistent link: https://www.econbiz.de/10003891540

Global private information in international equity markets

Albuquerque, Rui; Bauer, Gregory H.; Schneider, Martin - 2006

Persistent link: https://www.econbiz.de/10003381765

International equity flows and returns : a quantitative equilibrium approach

Albuquerque, Rui; Bauer, Gregory H.; Schneider, Martin - 2004

Persistent link: https://www.econbiz.de/10002455986

International equity flows and returns : a quantitative equilibrium approach

Albuquerque, Rui; Bauer, Gregory H.; Schneider, Martin - In: The review of economic studies 74 (2007) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10003402169

International Equity Flows and Returns: A Quantitative Equilibrium Approach<xref ref-type="fn" rid="FN1">-super-1</xref>

Albuquerque, Rui; Bauer, Gregory H.; Schneider, Martin - In: Review of Economic Studies 74 (2007) 1, pp. 1-30

This paper considers the role of foreign investors in developed country equity markets. It presents a quantitative model of trading that is built around two new assumptions about investor sophistication: (i) both the foreign and domestic populations contain investors with superior information...

Persistent link: https://www.econbiz.de/10010970139