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The Economic Determinants of the Home Country Bias in Investors' Portfolios: A Survey
16 references·7 citing·35 second hop
The Economic Determinants of the Home Country Bias in Investors' Portfolios: A Survey (1992)The Economic Determinants of the Home Cou…Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Dynamic Equilibrium and the R…Investor Diversification and International Equity Markets (1991)Investor Diversification and …Recent Advances in Corporate Finance. (1986)Recent Advances in Corporate …Integration vs. Segmentation in the Canadian Stock Market (1986)Integration vs. Segmentation …Handbook of international economics (1986)Handbook of international eco…International Portfolio Diversification with Estimation Risk (1985)International Portfolio Diver…International Asset Pricing under Mild Segmentation: Theory and Test (1985)International Asset Pricing u…International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Choic…On the Effects of Barriers to International Investment (1981)On the Effects of Barriers to…A model of international asset pricing (1981)A model of international asse…INVESTOR RECOGNITION OF CORPORATE INTERNATIONAL DIVERSIFICATION (1977)INVESTOR RECOGNITION OF CORPO…Why Not Diversify Internationally Rather Than Domestically? (1974)Why Not Diversify Internation…International capital market equilibrium with investment barriers (1974)International capital market …An equilibrium model of the international capital market (1974)An equilibrium model of the i…International Diversification of Investment Portfolios (1970)International Diversification…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…Neuroscience and Consumer Finance (2016)Neuroscience and Consumer Fin…The determinants of international equity investment: Do they differ between institutional and noninstitutional investors? (2014)The determinants of internati…Australia’s equity home bias and real exchange rate volatility (2010)Australia’s equity home bias …American Corporate Reform Abroad: Sarbanes-Oxley and the Foreign Private Issuer (2003)American Corporate Reform Abr…American Corporate Reform Abroad: Sarbanes-Oxley and the Foreign Private Issuer (2003)American Corporate Reform Abr…Home bias and international capital asset pricing model with human capital (2001)Home bias and international c…Why empirical international portfolio models fail: evidence that model misspecification creates home asset bias (1996)Why empirical international p…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)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)International comovement of stock market returns: A wavelet analysis (2009)Portfolio Selection: Efficient Diversification of Investments (1959)Does industrial structure explain the benefits of international diversification? (1994)Portfolio Selection: Efficient Diversification of Investments. (1962)On estimating the expected return on the market (1980)Portfolio Selection and Asset Pricing Models (2000)Stock return predictability and model uncertainty (2002)60 Years of portfolio optimization: Practical challenges and current trends (2013)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Time‐Varying World Market Integration (1995)Value versus Growth: The International Evidence (1998)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)The cost of capital, corporation finance and the theory of investment (2008)A Note on Uncertainty and Indifference Curves (1969)Size, value, and momentum in international stock returns (2012)… and the Cross-Section of Expected Returns (2015)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Foundations of Finance. (1977)The market reaction to international cross-listings: evidence from Depositary Receipts (1999)Emerging markets finance (2003)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)Are Government Bonds Net Wealth? (1974)Empirical Tests of the Consumption‐Oriented CAPM (1989)The World Price of Foreign Exchange Risk (1995)International Asset Pricing and Portfolio Diversification with Time-Varying Risk (1997)Familiarity Breeds Investment (2001)International Asset Allocation With Regime Shifts (2002)The determinants of cross-border equity flows (2004)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)
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References

  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
  • 1974An equilibrium model of the international capital market1,130 cited
  • 1970International Diversification of Investment Portfolios1,130 cited
  • 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows1,025 cited
  • 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
  • 1974Why Not Diversify Internationally Rather Than Domestically?899 cited
  • 1981A model of international asset pricing807 cited
  • 1981On the Effects of Barriers to International Investment699 cited
  • 1985International Portfolio Diversification with Estimation Risk672 cited
  • 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World642 cited
  • 1974International capital market equilibrium with investment barriers551 cited
  • 1986Handbook of international economics494 cited
  • 1986Integration vs. Segmentation in the Canadian Stock Market439 cited
  • 1977INVESTOR RECOGNITION OF CORPORATE INTERNATIONAL DIVERSIFICATION402 cited

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  • 1986Recent Advances in Corporate Finance.393 cited
  • Cited by

    • 2003American Corporate Reform Abroad: Sarbanes-Oxley and the Foreign Private Issuer39 cited
    • 2010Australia’s equity home bias and real exchange rate volatility37 cited
    • 1996Why empirical international portfolio models fail: evidence that model misspecification creates home asset bias35 cited
    • 2001Home bias and international capital asset pricing model with human capital33 cited
    • 2014The determinants of international equity investment: Do they differ between institutional and noninstitutional investors?30 cited
    • 2003American Corporate Reform Abroad: Sarbanes-Oxley and the Foreign Private Issuer25 cited
    • 2016Neuroscience and Consumer Finance1 cited