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The Performance of International Portfolios
16 references·8 citing·43 second hopsampled
The Performance of International Portfolios (2004)The Performance of International Portfoli…Why are foreign firms listed in the U.S. worth more? (2003)Why are foreign firms listed …International Corporate Governance (2003)International Corporate Gover…Equity Ownership and Firm Value in Emerging Markets (2003)Equity Ownership and Firm Val…The ultimate ownership of Western European corporations (2002)The ultimate ownership of Wes…The separation of ownership and control in East Asian Corporations (2000)The separation of ownership a…Trying to Explain Home Bias in Equities and Consumption (1999)Trying to Explain Home Bias i…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 …International Portfolio Investment Flows (1997)International Portfolio Inves…Emerging equity market volatility (1997)Emerging equity market volati…Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategie…The World Price of Covariance Risk (1991)The World Price of Covariance…The Variation of Economic Risk Premiums (1991)The Variation of Economic Ris…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…Foreign Investors and US Treasuries (2021)Foreign Investors and US Trea…Policy Uncertainty, Irreversibility, and Cross-Border Flows of Capital (2013)Policy Uncertainty, Irreversi…U.S. International Equity Investment (2012)U.S. International Equity Inv…Europe and Global Imbalances (2007)Europe and Global ImbalancesThe Performance of International Equity Portfolios (2006)The Performance of Internatio…How do Individual, Institutional, and Foreign Investors Win and Lose in Equity Trades? Evidence from Japan* (2006)How do Individual, Institutio…A Global Perspectiveon External Positions (2005)A Global Perspectiveon Extern…International Diversification at Home and Abroad (2004)International Diversification…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)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Modeling the conditional distribution of interest rates as a regime-switching process (1996)Asymmetric correlations of equity portfolios (2002)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)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)How do family ownership, control and management affect firm value? (2005)Law, finance, and economic growth in China (2005)A Survey of Corporate Governance (1997)Founding‐Family Ownership and Firm Performance: Evidence from the S&P 500 (2003)Politically Connected Firms (2006)Limited-dependent and qualitative variables in econometrics (1983)Earnings management and investor protection: an international comparison (2003)Mandatory IFRS Reporting around the World: Early Evidence on the Economic Consequences (2008)On the use of instrumental variables in accounting research (2009)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)Investor Diversification and International Equity Markets (1991)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)Individualism and Momentum around the World (2010)Ownership Structure, Corporate Governance, and Firm Value: Evidence from the East Asian Financial Crisis (2003)Corporate governance in emerging markets: A survey (2012)Corporate governance in the 2007–2008 financial crisis: Evidence from financial institutions worldwide (2012)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2000The separation of ownership and control in East Asian Corporations5,753 cited
  • 2002The ultimate ownership of Western European corporations3,798 cited
  • 1998Value versus Growth: The International Evidence2,233 cited
  • 1991The Variation of Economic Risk Premiums1,740 cited
  • 1997Emerging equity market volatility1,703 cited
  • 2003Why are foreign firms listed in the U.S. worth more?1,638 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
  • 2003International Corporate Governance1,398 cited
  • 1999Trying to Explain Home Bias in Equities and Consumption1,364 cited
  • 1997International Portfolio Investment Flows1,284 cited
  • 2003Equity Ownership and Firm Value in Emerging Markets1,182 cited
  • 1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior1,177 cited
  • 1991The World Price of Covariance Risk1,139 cited

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1974
An equilibrium model of the international capital market
1,130 cited

Cited by

  • 2006How do Individual, Institutional, and Foreign Investors Win and Lose in Equity Trades? Evidence from Japan*35 cited
  • 2012U.S. International Equity Investment30 cited
  • 2006The Performance of International Equity Portfolios27 cited
  • 2005A Global Perspectiveon External Positions26 cited
  • 2021Foreign Investors and US Treasuries26 cited
  • 2004International Diversification at Home and Abroad25 cited
  • 2013Policy Uncertainty, Irreversibility, and Cross-Border Flows of Capital24 cited
  • 2007Europe and Global Imbalances24 cited