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Asymmetric attention and stock returns
Cziraki, Peter; Mondria, Jordi; Wu, Thomas - In: Management science : journal of the Institute for … 67 (2021) 1, pp. 48-71
Persistent link: https://www.econbiz.de/10012435253
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The puzzling evolution of the home bias, information processing and financial openness
Mondria, Jordi; Wu, Thomas - 2007
This paper presents a rational expectations model of asset prices with rationally inattentive investors that, unlike previous papers, explains both the substantial amount of equity wealth invested domestically and the puzzling time series behavior of the home bias - an initial plateau before...
Persistent link: https://www.econbiz.de/10010285303
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The puzzling evolution of the home bias, information processing and financial openness
Mondria, Jordi; Wu, Thomas Yen Hon - In: Journal of economic dynamics & control 34 (2010) 5, pp. 875-896
Persistent link: https://www.econbiz.de/10003972973
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The determinants of international investment and attention allocation : using internet search query data
Mondria, Jordi; Wu, Thomas Yen Hon; Zhang, Yi - In: Journal of international economics 82 (2010) 1, pp. 85-95
Persistent link: https://www.econbiz.de/10008841988
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The puzzling evolution of the home bias, information processing and financial openness
Mondria, Jordi; Wu, Thomas Yen Hon - 2007
This paper presents a rational expectations model of asset prices with rationally inattentive investors that, unlike previous papers, explains both the substantial amount of equity wealth invested domestically and the puzzling time series behavior of the home bias - an initial plateau before...
Persistent link: https://www.econbiz.de/10003855480
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Imperfect financial integration and asymmetric information : competing explanations of the home bias puzzle?
Mondria, Jordi; Wu, Thomas Yen Hon - In: The Canadian journal of economics 46 (2013) 1, pp. 310-337
Persistent link: https://www.econbiz.de/10009729740
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The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness
Mondria, Jordi - 2014
This paper presents a rational expectations model of asset prices with rationally inattentive investors that, unlike previous papers, can explain both the substantial amount of equity wealth invested domestically and the puzzling time series behavior of the home bias - an initial plateau before...
Persistent link: https://www.econbiz.de/10012709566
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Familiarity and surprises in international financial markets : bad news travels like wildfire : good news travels slow
Mondria, Jordi; Wang, Xin; Wu, Thomas - In: Journal of international money and finance 115 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013207173
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The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness
Mondria, Jordi; Wu, Thomas - Economics Department, University of California-Santa … - 2006
This paper presents a rational expectations model of asset prices with rationally inattentive investors that, unlike previous papers, can explain both the substantial amount of equity wealth invested domestically and the puzzling time series behavior of the home bias - an initial plateau before...
Persistent link: https://www.econbiz.de/10010536313
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The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness
Mondria, Jordi; Wu, Thomas - Santa Cruz Institute for International Economics … - 2006
This paper presents a rational expectations model of asset prices with rationally inattentive investors that, unlike previous papers, can explain both the substantial amount of equity wealth invested domestically and the puzzling time series behavior of the home bias - an initial plateau before...
Persistent link: https://www.econbiz.de/10010842984