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International Portfolio Investment Flows
6 references·16 citing·45 second hop
International Portfolio Investment Flows (1997)International Portfolio Investment FlowsWhy is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Why is there a home bias? An …Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…Home bias and high turnover (1995)Home bias and high turnoverInvestor Diversification and International Equity Markets (1991)Investor Diversification and …International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Choic…On the aggregation of information in competitive markets (1980)On the aggregation of informa…The Global Crisis and Equity Market Contagion (2014)The Global Crisis and Equity …Gross capital flows: Dynamics and crises (2013)Gross capital flows: Dynamics…Information Immobility and the Home Bias Puzzle (2009)Information Immobility and th…The economic consequences of increased disclosure: Evidence from international cross-listings☆ (2006)The economic consequences of …Transparency and International Portfolio Holdings (2005)Transparency and Internationa…Portfolio preferences of foreign institutional investors (2005)Portfolio preferences of fore…Do Domestic Investors Have an Information Advantage? Evidence from Indonesia (2005)Do Domestic Investors Have an…The Overseas Listing Decision: New Evidence of Proximity Preference (2003)The Overseas Listing Decision…Presidential Address: Liquidity and Price Discovery (2003)Presidential Address: Liquidi…Information and the Cost of Capital (2002)Information and the Cost of C…Are Financial Assets Priced Locally or Globally? (2002)Are Financial Assets Priced L…A Rational Expectations Model of Financial Contagion (2002)A Rational Expectations Model…The portfolio flows of international investors (2001)The portfolio flows of intern…Location Matters: An Examination of Trading Profits (2001)Location Matters: An Examinat…Trying to Explain Home Bias in Equities and Consumption (1999)Trying to Explain Home Bias i…Do foreign investors destabilize stock markets? The Korean experience in 1997 (1999)Do foreign investors destabil…The equity premium: A puzzle (1985)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)Risk Aversion in the Small and in the Large (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Herd Behavior and Investment (1988)Differences of Opinion Make a Horse Race (1993)Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)An equilibrium model of the international capital market (1974)Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The separation of ownership and control in East Asian Corporations (2000)Contagion as a Wealth Effect (2001)Competition and Financial Stability (2004)Contagion in financial networks (2010)Risk measurement when shares are subject to infrequent trading (1979)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Inferring Trade Direction from Intraday Data (1991)Contagion: Understanding How It Spreads (2000)Investor psychology in capital markets: evidence and policy implications (2002)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Cross-Section of Expected Stock Returns (1992)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)Continuous Auctions and Insider Trading (1985)The impact of institutional trading on stock prices (1992)Mutual Fund Herding and the Impact on Stock Prices (1999)Style investing (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Familiarity Breeds Investment (2001)International Asset Allocation With Regime Shifts (2002)The determinants of cross-border equity flows (2004)
this work references cited by second hop

References

  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1995Time‐Varying World Market Integration2,152 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
  • 1980On the aggregation of information in competitive markets1,247 cited
  • 1995Home bias and high turnover1,245 cited

Cited by

  • 1999Trying to Explain Home Bias in Equities and Consumption1,364 cited
  • 2002A Rational Expectations Model of Financial Contagion1,080 cited
  • 2001The portfolio flows of international investors956 cited
  • 1999Do foreign investors destabilize stock markets? The Korean experience in 1997896 cited
  • 2009Information Immobility and the Home Bias Puzzle876 cited
  • 2013Gross capital flows: Dynamics and crises712 cited
  • 2014The Global Crisis and Equity Market Contagion708 cited
  • 2003Presidential Address: Liquidity and Price Discovery652 cited
  • 2001Location Matters: An Examination of Trading Profits624 cited

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2005
Do Domestic Investors Have an Information Advantage? Evidence from Indonesia
603 cited
  • 2002Are Financial Assets Priced Locally or Globally?548 cited
  • 2005Transparency and International Portfolio Holdings540 cited
  • 2005Portfolio preferences of foreign institutional investors525 cited
  • 2003The Overseas Listing Decision: New Evidence of Proximity Preference477 cited
  • 2002Information and the Cost of Capital477 cited
  • 2006The economic consequences of increased disclosure: Evidence from international cross-listings☆435 cited