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The Performance of International Equity Portfolios
16 references·1 citing·44 second hop
The Performance of International Equity Portfolios (2006)The Performance of International Equity P…Efficient tests of stock return predictability☆ (2006)Efficient tests of stock retu…The Limits of Financial Globalization (2005)The Limits of Financial Globa…Corporate Governance and Equity Prices (2003)Corporate Governance and Equi…Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …Value versus Growth: The International Evidence (1998)Value versus Growth: The Inte…Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Why is there a home bias? An …Emerging equity market volatility (1997)Emerging equity market volati…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategie…The Risk and Predictability of International Equity Returns (1993)The Risk and Predictability o…The impact of institutional trading on stock prices (1992)The impact of institutional t…The World Price of Covariance Risk (1991)The World Price of Covariance…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Choic…An equilibrium model of the international capital market (1974)An equilibrium model of the i…Mutual Fund Performance (1966)Mutual Fund PerformanceGlobal Roles of Currencies* (2008)Global Roles of Currencies*CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)The Cross‐Section of Volatility and Expected Returns (2006)Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)A Simple Model of Herd Behavior (1992)Risk Taking by Mutual Funds as a Response to Incentives (1997)Investor Psychology and Asset Pricing (2001)The Geography of Investment: Informed Trading and Asset Prices (2001)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)International evidence on ethical mutual fund performance and investment style (2004)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Time‐Varying World Market Integration (1995)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)The cost of capital, corporation finance and the theory of investment (2008)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Investor Diversification and International Equity Markets (1991)Trying to Explain Home Bias in Equities and Consumption (1999)How Distance, Language, and Culture Influence Stockholdings and Trades (2001)The determinants of cross-border equity flows (2004)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric correlations of equity portfolios (2002)Individualism and Momentum around the World (2010)How do family ownership, control and management affect firm value? (2005)How does financial reporting quality relate to investment efficiency? (2009)The Impact of Corporate Sustainability on Organizational Processes and Performance (2014)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Efficient Capital Markets: II (1991)
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References

  • 2003Corporate Governance and Equity Prices6,115 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1998Value versus Growth: The International Evidence2,233 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1997Emerging equity market volatility1,703 cited
  • 1997Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan1,542 cited
  • 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
  • 1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior1,177 cited
  • 1991The World Price of Covariance Risk1,139 cited
  • 1974An equilibrium model of the international capital market1,130 cited
  • 1993The Risk and Predictability of International Equity Returns1,065 cited
  • 2005The Limits of Financial Globalization1,039 cited

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  • 2006Efficient tests of stock return predictability☆992 cited
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    • 2008Global Roles of Currencies*26 cited