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The Determinants of International Portfolio Holdings and Home Bias
16 references·11 citing·42 second hop
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this work references cited by second hop

References

  • 1979A Theoretical Foundation for the Gravity Equation.3,614 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
  • 1997Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan1,542 cited
  • 1999Trying to Explain Home Bias in Equities and Consumption1,364 cited
  • 2001What Makes Investors Trade?1,296 cited
  • 1997International Portfolio Investment Flows1,290 cited
  • 1995Home bias and high turnover1,245 cited
  • 2000Rational contagion and the globalization of securities markets952 cited
  • 1976How Far Can We Push The "Law of One Price"?564 cited
  • 2001Financial Super-Markets: Size Matters for Asset Trade391 cited
  • 1993An Information Based Explanation of the Domestic Bias in International Equity Investment389 cited
  • 1982In search of the exchange risk premium: A six-currency test assuming mean-variance optimization318 cited
  • 1998The Feldstein-Horioka puzzle and capital mobility: a review254 cited
  • 1994Why is Capital so Immobile Internationally?: Possible Explanations and Implications for Capital Income Taxation

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239 cited
  • 2000International investment positions: a cross-sectional analysis85 cited
  • Cited by

    • 2012Capital flow waves: Surges, stops, flight, and retrenchment1,602 cited
    • 2013Financial Integration in East Asia: An Empirical Investigation31 cited
    • 2008AUSTRALIA'S EQUITY HOME BIAS29 cited
    • 2007Globalisation and the Macroeconomic Policy Environment29 cited
    • 2006The Geography of International Portfolio Flows, International CAPM and the Role of Monetary Policy Frameworks27 cited
    • 2010Gravity in International Finance25 cited
    • 2014Determinants of Foreign Portfolio Inflows: Analysis and Implications for China22 cited
    • 2014Home Bias in Emerging Bond and Stock Markets19 cited
    • 2011Cross-border portfolio investment in the APEC region18 cited
    • 2012The Home Bias Puzzle in Equity Portfolios17 cited
    • 2014Nominal Stability and Financial Globalization14 cited