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Why stay-at-home investing makes sense
16 references·0 citing·46 second hop
Why stay-at-home investing makes sense (2015)Why stay-at-home investing makes senseWhat Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)What Determines the Domestic …International Stock Return Comovements (2005)International Stock Return Co…Determinants of business cycle comovement: a robust analysis (2005)Determinants of business cycl…Information costs and home bias: an analysis of US holdings of foreign equities (2004)Information costs and home bi…Mean-Modified Value-at-Risk Optimization with Hedge Funds (2002)Mean-Modified Value-at-Risk O…The Increasing Importance of Industry Factors (2000)The Increasing Importance of …Can the Gains from International Diversification Be Achieved without Trading Abroad? (1999)Can the Gains from Internatio…Diversification, Integration and Emerging Market Closed‐End Funds (1996)Diversification, Integration …The International Diversification Puzzle is Worse Than You Think (1995)The International Diversifica…Closed-end Country Funds and U.S. Market Sentiment (1995)Closed-end Country Funds and …Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)Industrial Structure and the …Mean-Variance Spanning (1987)Mean-Variance SpanningMultinational Corporations vs. Domestic Corporations: Financial Performance and Characteristics (1986)Multinational Corporations vs…INVESTOR RECOGNITION OF CORPORATE INTERNATIONAL DIVERSIFICATION (1977)INVESTOR RECOGNITION OF CORPO…Why Not Diversify Internationally Rather Than Domestically? (1974)Why Not Diversify Internation…International Diversification of Investment Portfolios (1970)International Diversification…Liquidity Preference as Behavior Towards Risk (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)International comovement of stock market returns: A wavelet analysis (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)Stock returns and the weekend effect (1980)Generalized autoregressive conditional heteroskedasticity (1986)Market Integration and Investment Barriers in Emerging Equity Markets (1995)Striking oil: Another puzzle? (2008)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Legal Determinants of External Finance (1997)Law and Finance (1998)Investor protection and corporate governance (2000)Home Bias, Foreign Mutual Fund Holdings, and the Voluntary Adoption of International Accounting Standards (2006)Shareholders at the Gate? Institutional Investors and Cross-Border Mergers and Acquisitions (2009)The world price of liquidity risk (2010)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The empirical foundations of the arbitrage pricing theory (1988)Corporate Ownership Around the World (1999)Emerging markets finance (2003)Do Domestic Investors Have an Information Advantage? Evidence from Indonesia (2005)The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom (2006)Market and Industry Factors in Stock Price Behavior (1966)Economic Forces and the Stock Market (1986)The rise in comovement across national stock markets: market integration or IT bubble? (2004)Comovement in international equity markets: A sectoral view (2005)European banking: An overview (2007)Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Does industrial structure explain the benefits of international diversification? (1994)Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Common risk factors in the returns on stocks and bonds (1993)Journal of the American Statistical Association (1995)Does the stock market value bank diversification? (2007)International Stock Return Predictability: What Is the Role of the United States? (2013)The Global Crisis and Equity Market Contagion (2014)A Theory of Optimum Currency Areas (1961)A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)Technology, Geography, and Trade (2002)How Does Globalization Affect the Synchronization of Business Cycles? (2003)Understanding the Evolution of World Business Cycles (2005)GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?* (2008)Puzzles in International Financial Markets (1994)Stock Market Openings: Experience of Emerging Economies (2000)Are Financial Assets Priced Locally or Globally? (2002)
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References

  • 1970International Diversification of Investment Portfolios1,130 cited
  • 1974Why Not Diversify Internationally Rather Than Domestically?899 cited
  • 2005What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide893 cited
  • 2005International Stock Return Comovements860 cited
  • 2004Information costs and home bias: an analysis of US holdings of foreign equities816 cited
  • 2005Determinants of business cycle comovement: a robust analysis663 cited
  • 1992Industrial Structure and the Comparative Behavior of International Stock Market Indices662 cited
  • 1987Mean-Variance Spanning590 cited
  • 1995The International Diversification Puzzle is Worse Than You Think561 cited
  • 2000The Increasing Importance of Industry Factors457 cited
  • 1977INVESTOR RECOGNITION OF CORPORATE INTERNATIONAL DIVERSIFICATION402 cited
  • 2002Mean-Modified Value-at-Risk Optimization with Hedge Funds378 cited
  • 1999Can the Gains from International Diversification Be Achieved without Trading Abroad?365 cited
  • 1996Diversification, Integration and Emerging Market Closed‐End Funds363 cited
  • 1995Closed-end Country Funds and U.S. Market Sentiment

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358 cited
  • 1986Multinational Corporations vs. Domestic Corporations: Financial Performance and Characteristics334 cited
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