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International Portfolio Flows and Security Markets
16 references·16 citing·44 second hopsampled
International Portfolio Flows and Security Markets (1999)International Portfolio Flows and Securit…Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Stock Market Liberalization, …Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Do foreign investors destabilize stock markets? The Korean experience in 1997 (1999)Do foreign investors destabil…Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Why is there a home bias? An …International Portfolio Investment Flows (1997)International Portfolio Inves…Emerging equity market volatility (1997)Emerging equity market volati…Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings (1996)Preferences for Stock Charact…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…The Limits of Arbitrage (1995)The Limits of ArbitrageTrading Volume and Serial Correlation in Stock Returns (1993)Trading Volume and Serial Cor…Investor Diversification and International Equity Markets (1991)Investor Diversification and …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures (1986)Price and Volume Effects Asso…Do Demand Curves for Stocks Slope Down? (1986)Do Demand Curves for Stocks S…Domestic Saving and International Capital Flows (1980)Domestic Saving and Internati…The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices (1972)The Market for Securities: Su…Global private information in international equity markets☆ (2009)Global private information in…Foreign institutional ownership and stock market liquidity: Evidence from Indonesia (2009)Foreign institutional ownersh…Financial Globalization and Economic Policies (2009)Financial Globalization and E…Fear of the Unknown: Familiarity and Economic Decisions (2009)Fear of the Unknown: Familiar…Institutional Portfolio Flows and International Investments (2008)Institutional Portfolio Flows…Capital Controls, Liberalizations, and Foreign Direct Investment (2006)Capital Controls, Liberalizat…Capital Account Liberalization: Theory, Evidence, and Speculation (2006)Capital Account Liberalizatio…Time-varying market integration and expected returns in emerging markets (2005)Time-varying market integrati…World market integration through the lens of foreign direct investors (2004)World market integration thro…Financial Globalization, Growth and Volatility in Developing Countries (2004)Financial Globalization, Grow…On the measurement of the international propagation of shocks: is the transmission stable? (2003)On the measurement of the int…Effects of Financial Globalization on Developing Countries - Some Empirical Evidence (2003)Effects of Financial Globaliz…Did the Asian financial crisis scare foreign investors out of Japan? (2002)Did the Asian financial crisi…Daily Momentum and Contrarian Behavior of Index Fund Investors (2002)Daily Momentum and Contrarian…Contagion: How to Measure It? (2001)Contagion: How to Measure It?Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997 (1998)Do Foreign Investors Destabil…The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The market for corporate control (1983)Noise (1986)The determinants of cross-border equity flows (2004)An Engine, Not a Camera (2006)The cost of capital, corporation finance and the theory of investment (2008)International Corporations: The Industrial Economics of Foreign Investment (1971)The analysis of household surveys (1997)Familiarity Breeds Investment (2001)The saving and investment nexus for China: evidence from cointegration tests (2005)A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Market Liquidity and Funding Liquidity (2008)The Relation Between Price Changes and Trading Volume: A Survey (1987)Why Does Stock Market Volatility Change Over Time? (1989)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Price Momentum and Trading Volume (2000)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Trying to Explain Home Bias in Equities and Consumption (1999)How Distance, Language, and Culture Influence Stockholdings and Trades (2001)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Foreign Speculators and Emerging Equity Markets (2000)Does financial liberalization spur growth? (2005)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)Herd Behavior and Investment (1988)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)On Persistence in Mutual Fund Performance (1997)Institutional Investors and Equity Prices (2001)Asset Fire Sales (and Purchases) in Equity Markets (2005)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)International Asset Allocation With Regime Shifts (2002)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1980Domestic Saving and International Capital Flows2,767 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 1997Emerging equity market volatility1,703 cited
  • 1993Trading Volume and Serial Correlation in Stock Returns1,560 cited
  • 1997Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan1,542 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 2000Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices1,385 cited
  • 1997International Portfolio Investment Flows1,284 cited
  • 1996Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings1,057 cited
  • 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures1,023 cited
  • 1999Do foreign investors destabilize stock markets? The Korean experience in 1997896 cited

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  • 1972The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices886 cited
  • Cited by

    • 2005Time-varying market integration and expected returns in emerging markets247 cited
    • 2008Institutional Portfolio Flows and International Investments244 cited
    • 2003On the measurement of the international propagation of shocks: is the transmission stable?240 cited
    • 2009Fear of the Unknown: Familiarity and Economic Decisions221 cited
    • 2004World market integration through the lens of foreign direct investors215 cited
    • 2009Foreign institutional ownership and stock market liquidity: Evidence from Indonesia213 cited
    • 2009Financial Globalization and Economic Policies212 cited
    • 1998Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997210 cited
    • 2006Capital Controls, Liberalizations, and Foreign Direct Investment208 cited
    • 2004Financial Globalization, Growth and Volatility in Developing Countries206 cited
    • 2006Capital Account Liberalization: Theory, Evidence, and Speculation202 cited
    • 2009Global private information in international equity markets☆189 cited
    • 2002Daily Momentum and Contrarian Behavior of Index Fund Investors185 cited
    • 2002Did the Asian financial crisis scare foreign investors out of Japan?179 cited
    • 2003Effects of Financial Globalization on Developing Countries - Some Empirical Evidence169 cited
    • 2001Contagion: How to Measure It?165 cited