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The Information Content of International Portfolio Flows
10 references·16 citing·46 second hop
The Information Content of International Portfolio Flows (2001)The Information Content of International …Closed-End Funds: A Survey (2012)Closed-End Funds: A SurveyInferring investor behavior: Evidence from TORQ data (2000)Inferring investor behavior: …Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Why is there a home bias? An …Costly Arbitrage: Evidence from Closed-End Funds (1996)Costly Arbitrage: Evidence fr…Home bias and high turnover (1995)Home bias and high turnoverAre the Discounts on Closed-End Funds a Sentiment Index? (1993)Are the Discounts on Closed-E…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…THE VALUATION OF CLOSED‐END INVESTMENT‐COMPANY SHARES (1977)THE VALUATION OF CLOSED‐END I…Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam (2017)Trading of foreign investors …Foreign ownership and stock market liquidity (2017)Foreign ownership and stock m…Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions (2017)Foreign Institutional Investm…Foreign ownership in emerging stock markets (2015)Foreign ownership in emerging…Foreign ownership and stock return volatility – Evidence from Vietnam (2015)Foreign ownership and stock r…The interaction between foreigners' trading and emerging stock returns: Evidence from Turkey (2012)The interaction between forei…Investor type trading behavior and trade performance: Evidence from the Thai stock market (2011)Investor type trading behavio…The relation between trades of domestic and foreign investors and stock returns in Sri Lanka (2009)The relation between trades o…An empirical study of portfolio-balance and information effects of order flow on exchange rates (2009)An empirical study of portfol…Foreign versus local investors: Who knows more? Who makes more? (2008)Foreign versus local investor…International Equity Flows and Returns: A Quantitative Equilibrium Approach (2007)International Equity Flows an…Financial Globalization, Governance, and the Evolution of the Home Bias (2006)Financial Globalization, Gove…Gross capital flows and asymmetric information (2003)Gross capital flows and asymm…Are Foreign Institutional Investors Good for Emerging Markets? (2003)Are Foreign Institutional Inv…External Habit Formation and the Home Bias Puzzle (2002)External Habit Formation and …Daily Cross-Border Equity Flows: Pushed or Pulled? (2002)Daily Cross-Border Equity Flo…Investor Sentiment and the Closed‐End Fund Puzzle (1991)Do Investors Care about Sentiment? (1998)Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed‐end Funds (2002)Consumer Confidence and Asset Prices: Some Empirical Evidence (2004)Why Do Security Prices Change? 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(2015)An equilibrium model of the international capital market (1974)International Portfolio Choice and Corporation Finance: A Synthesis (1983)Investor Diversification and International Equity Markets (1991)International Portfolio Investment Flows (1997)Trying to Explain Home Bias in Equities and Consumption (1999)Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2005)The General Theory of Employment, Interest and Money. (1936)Investor psychology in capital markets: evidence and policy implications (2002)Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition (2008)Religious beliefs, gambling attitudes, and financial market outcomes (2011)Dividend Policy, Growth, and the Valuation of Shares (1961)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Closed-end Country Funds and U.S. Market Sentiment (1995)Volatility, Sentiment, and Noise Traders (1999)Arbitrage crashes and the speed of capital (2011)Expectations and Exchange Rate Dynamics (1976)Forward and spot exchange rates (1984)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)The use of technical analysis in the foreign exchange market (1992)Exchange Traded Funds: History, Trading, and Research (2008)Handbook of Financial Engineering (2008)The Role of Boards of Directors in Corporate Governance: A Conceptual Framework and Survey (2010)Who Moves Markets in a Sudden Marketwide Crisis? Evidence from 9/11 (2016)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Cross-Section of Expected Stock Returns (1992)How Distance, Language, and Culture Influence Stockholdings and Trades (2001)The determinants of cross-border equity flows (2004)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Does Algorithmic Trading Improve Liquidity? (2011)
this work references cited by second hop

References

  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 1997Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan1,542 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 1995Home bias and high turnover1,245 cited
  • 1996Costly Arbitrage: Evidence from Closed-End Funds801 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 2000Inferring investor behavior: Evidence from TORQ data491 cited
  • 1977THE VALUATION OF CLOSED‐END INVESTMENT‐COMPANY SHARES372 cited
  • 1993Are the Discounts on Closed-End Funds a Sentiment Index?265 cited
  • 2012Closed-End Funds: A Survey133 cited

Cited by

  • 2007International Equity Flows and Returns: A Quantitative Equilibrium Approach104 cited
  • 2015Foreign ownership and stock return volatility – Evidence from Vietnam102 cited
  • 2015Foreign ownership in emerging stock markets102 cited
  • 2008Foreign versus local investors: Who knows more? Who makes more?100 cited
  • 2002Daily Cross-Border Equity Flows: Pushed or Pulled?85 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2006Financial Globalization, Governance, and the Evolution of the Home Bias69 cited
  • 2009An empirical study of portfolio-balance and information effects of order flow on exchange rates67 cited
  • 2017Foreign ownership and stock market liquidity55 cited
  • 2002External Habit Formation and the Home Bias Puzzle54 cited
  • 2017Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam46 cited
  • 2012The interaction between foreigners' trading and emerging stock returns: Evidence from Turkey43 cited
  • 2003Are Foreign Institutional Investors Good for Emerging Markets?42 cited
  • 2011Investor type trading behavior and trade performance: Evidence from the Thai stock market40 cited
  • 2009The relation between trades of domestic and foreign investors and stock returns in Sri Lanka39 cited
  • 2003Gross capital flows and asymmetric information39 cited
  • 2017Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions38 cited