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ARE DAILY CROSS-BORDER EQUITY FLOWS PUSHED OR PULLED?
16 references·16 citing·49 second hopsampled
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References

  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1988Estimating Vector Autoregressions with Panel Data4,242 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 1999Do Investors Trade Too Much?2,245 cited
  • 1999The Lexus and the Olive Tree1,778 cited
  • 2000The investment behavior and performance of various investor types: a study of Finland's unique data set1,639 cited
  • 1993Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors1,512 cited
  • 2001The portfolio flows of international investors956 cited
  • 1999Do foreign investors destabilize stock markets? The Korean experience in 1997896 cited
  • 1981On the Effects of Barriers to International Investment699 cited
  • 1996The new wave of private capital inflows: Push or pull?679 cited
  • 2005Do Domestic Investors Have an Information Advantage? Evidence from Indonesia603 cited
  • 2002Are Financial Assets Priced Locally or Globally?548 cited
  • 2003The Dynamics of Institutional and Individual Trading506 cited
  • 1998Testing For and Dating Common Breaks in Multivariate Time Series

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

434 cited
  • 2016U.S. Equity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing?433 cited
  • Cited by

    • 2005The dynamics of international equity market expectations141 cited
    • 2008Cross-border listings, capital controls, and equity flows to emerging markets136 cited
    • 2011Sudden Flight and True Sudden Stops129 cited
    • 2010A Study of Exchange Rates Movement and Stock Market Volatility119 cited
    • 2011Global Asset Pricing115 cited
    • 2015What drives international portfolio flows?110 cited
    • 2008Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange107 cited
    • 2012Flight-to-Quality and Correlation between Currency and Stock Returns105 cited
    • 2007International Equity Flows and Returns: A Quantitative Equilibrium Approach104 cited
    • 2006Portfolio investment flows to Asia and Latin America: Pull, push or market sentiment?99 cited
    • 2011Joint dynamics of foreign exchange and stock markets in emerging Europe85 cited
    • 2015Mutual funds flows and the geography of contagion84 cited
    • 2015How Important Are Foreign Ownership Linkages for International Stock Returns?80 cited
    • 2015What Do Stock Markets Tell Us about Exchange Rates?70 cited
    • 2014Dynamic linkages between Asian stock prices and exchange rates: new evidence from causality in quantiles70 cited
    • 2020Does Regulatory Cooperation Help Integrate Equity Markets?56 cited