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That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907
16 references·1 citing·44 second hop
That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907 (2009)That's Where the Money Was: Foreign Bias …The History of Foreign Investment in the United States, 1914–1945 (2009)The History of Foreign Invest…Information costs and home bias: an analysis of US holdings of foreign equities (2004)Information costs and home bi…Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets (2001)Testing for Mean‐Variance Spa…Testing for mean-variance spanning: a survey (2001)Testing for mean-variance spa…Globalization and History: The Evolution of a Nineteenth-Century Atlantic Economy (2001)Globalization and History: Th…The London Stock Exchange: a history (2000)The London Stock Exchange: a …Trying to Explain Home Bias in Equities and Consumption (1999)Trying to Explain Home Bias i…The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights (1999)The Sampling Error in Estimat…The Global Export of Capital from Great Britain, 1865–1914 (1999)The Global Export of Capital …Globalization and History (1999)Globalization and HistoryThe productivity race: British manufacturing in international perspective, 1850-1990 (1998)The productivity race: Britis…Equipment Investment and Economic Growth (1990)Equipment Investment and Econ…Commodity Trade and International Risk Sharing: How Much Do Financial Markets Matter? (1989)Commodity Trade and Internati…A Test of the Efficiency of a Given Portfolio (1989)A Test of the Efficiency of a…Mean-Variance Spanning (1987)Mean-Variance SpanningPortfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Foreign Capital and Economic Growth in the First Era of Globalization (2007)Foreign Capital and Economic …Domestic Saving and International Capital Flows (1980)Real Business Cycles (1983)The equity premium: A puzzle (1985)Dating the integration of world equity markets (2002)Financial autarky and international business cycles (2002)International Risk Sharing and the Transmission of Productivity Shocks (2008)Investor Diversification and International Equity Markets (1991)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)Strategic Asset Allocation (2002)Winter Blues: A SAD Stock Market Cycle (2003)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Handbooks in operations research and management science (1989)Global Portfolio Optimization (1992)Systemic Risk and International Portfolio Choice (2004)PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES (2009)Accounting anomalies and fundamental analysis: A review of recent research advances (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)The empirical foundations of the arbitrage pricing theory (1988)Diversification, Integration and Emerging Market Closed‐End Funds (1996)Can the Gains from International Diversification Be Achieved without Trading Abroad? (1999)Law and Finance (1998)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)Editor's Choice Digesting Anomalies: An Investment ApproachTHE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Value versus Growth: The International Evidence (1998)Value and Momentum Everywhere (2013)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)A Contribution to the Empirics of Economic Growth (1992)Economic Reform and the Process of Global Integration (1995)Reopening the convergence debate: A new look at cross-country growth empirics (1996)Does Social Capital Have an Economic Payoff? A Cross-Country Investigation (1997)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Global Capital and National Governments (2001)Applications of Social Capital in Educational Literature: A Critical Synthesis (2002)The determinants of individual attitudes towards immigration (2006)On Global Order (2007)The Political Economy of the World Trading System (2009)
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References

  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 1989A Test of the Efficiency of a Given Portfolio2,369 cited
  • 1990Equipment Investment and Economic Growth1,715 cited
  • 1999Trying to Explain Home Bias in Equities and Consumption1,364 cited
  • 1999Globalization and History1,004 cited
  • 2001Globalization and History: The Evolution of a Nineteenth-Century Atlantic Economy866 cited
  • 2004Information costs and home bias: an analysis of US holdings of foreign equities816 cited
  • 1989Commodity Trade and International Risk Sharing: How Much Do Financial Markets Matter?648 cited
  • 1987Mean-Variance Spanning590 cited
  • 1999The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights472 cited
  • 2000The London Stock Exchange: a history447 cited
  • 2001Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets293 cited
  • 1998The productivity race: British manufacturing in international perspective, 1850-1990198 cited
  • 1999The Global Export of Capital from Great Britain, 1865–1914192 cited
  • 2001Testing for mean-variance spanning: a survey167 cited

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  • 2009The History of Foreign Investment in the United States, 1914–1945165 cited
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    • 2007Foreign Capital and Economic Growth in the First Era of Globalization50 cited