1. International portfolio diversification and the home bias puzzle. (2023). Oh, Frederick Dongchuhl ; Lee, Kyounghun.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001933.

   Full description at Econpapers || Download paper

2. The geography and determinants of ADR holdings. (2023). Abdallah, Abed Al-Nasser ; Samet, Anis.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:88:y:2023:i:c:p:228-243.

   Full description at Econpapers || Download paper

3. A Disaster Under-(Re)Insurance Puzzle: Home Bias in Disaster Risk-Bearing. (2022). McCauley, Robert ; Ito, Hiro.
   In: IMF Economic Review.
   RePEc:pal:imfecr:v:70:y:2022:i:4:d:10.1057_s41308-022-00172-w.

   Full description at Econpapers || Download paper

4. Time-varying contemporaneous spillovers during the European Debt Crisis. (2019). Tourani-Rad, Alireza ; Frijns, Bart ; Finta, Marinela Adriana.
   In: Empirical Economics.
   RePEc:spr:empeco:v:57:y:2019:i:2:d:10.1007_s00181-018-1480-1.

   Full description at Econpapers || Download paper

5. Stress testing the equity home bias: A turnover analysis of Eurozone markets. (2019). Lazzari, Valter ; Geranio, Manuela.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:97:y:2019:i:c:p:70-85.

   Full description at Econpapers || Download paper

6. A disaster under-(re)insurance puzzle: Home bias in disaster risk-bearing. (2019). McCauley, Robert N ; Ito, Hiro.
   In: BIS Working Papers.
   RePEc:bis:biswps:808.

   Full description at Econpapers || Download paper

7. Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets. (2019). Lazzari, Valter ; Geranio, Manuela.
   In: BAFFI CAREFIN Working Papers.
   RePEc:baf:cbafwp:cbafwp19114.

   Full description at Econpapers || Download paper

8. DCCs among Sector Indexes and Dynamic Causality between Foreign Exchange and Equity Sector Volatility: Evidence from Egypt. (2018). Ahmed, Amira Akl ; Naguib, Rania Ihab .
   In: Applied Economics and Finance.
   RePEc:rfa:aefjnl:v:5:y:2018:i:1:p:14-28.

   Full description at Econpapers || Download paper

9. Financial liberalization and cross-border market integration: Evidence from Chinas stock market. (2018). Yao, Shujie ; Ou, Jinghua ; Chen, Shou.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:58:y:2018:i:c:p:220-245.

   Full description at Econpapers || Download paper

10. The reality of stock market jumps diversification. (2018). Chen, KE ; Poon, Ser-Huang ; Hyde, Stuart ; Vitiello, Luiz .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:86:y:2018:i:c:p:171-188.

    Full description at Econpapers || Download paper

11. Equity home bias—A global perspective from the shrunk frontier. (2018). Paul, Satya ; Shankar, Sriram ; Mukherjee, Raja.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:57:y:2018:i:c:p:9-21.

    Full description at Econpapers || Download paper

12. Foreign bias in Australias international equity holdings. (2017). Mishra, Anil.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:33:y:2017:i:1:p:41-54.

    Full description at Econpapers || Download paper

13. Micro and Macroeconomic Determinants of Stock Prices: The Case of Turkish Banking Sector. (2017). Rjoub, Husam ; Resatoglu, Nil Gunsel ; Civcir, Irfan .
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2017:i:1:p:150-166.

    Full description at Econpapers || Download paper

14. Home bias in portfolio choices: social learning among partially informed agents. (2017). Gau, Yin-Feng ; Wu, Wen-Lin .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0560-6.

    Full description at Econpapers || Download paper

15. Foreign bias in Australias international equity holdings. (2017). Mishra, Anil.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:33:y:2017:i:c:p:41-54.

    Full description at Econpapers || Download paper

16. Foreign bias in Australian-domiciled mutual fund holdings. (2016). Mishra, Anil.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:39:y:2016:i:c:p:101-123.

    Full description at Econpapers || Download paper

17. Foreign Bias in Australian Domiciled Mutual Fund Holdings. (2015). Mishra, Anil.
    In: MPRA Paper.
    RePEc:pra:mprapa:63376.

    Full description at Econpapers || Download paper

18. Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna.
    In: Working Papers.
    RePEc:gla:glaewp:2015_13.

    Full description at Econpapers || Download paper

19. Diversification and determinants of international credit portfolios: Evidence from German banks. (2015). Boninghausen, Benjamin ; Kohler, Matthias.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:57-75.

    Full description at Econpapers || Download paper

20. Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:39:y:2015:i:c:p:65-88.

    Full description at Econpapers || Download paper

21. Measures of equity home bias puzzle. (2015). Mishra, Anil.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:34:y:2015:i:c:p:293-312.

    Full description at Econpapers || Download paper

22. Matching the BRIC equity premium: A structural approach. (2015). Grüning, Patrick ; Donadelli, Michael ; Curatola, Giuliano ; Gruning, Patrick.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:22:y:2015:i:c:p:65-75.

    Full description at Econpapers || Download paper

23. Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna .
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:684.

    Full description at Econpapers || Download paper

24. Is there a Nonlinear Relationship between Economic Growth and Inequality? Theory and Lessons from ASEAN, People Republic of China and India. (2015). Gangopadhyay, Partha ; Bhattacharyay, Biswanath.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5377.

    Full description at Econpapers || Download paper

25. Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna .
    In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon.
    RePEc:ags:aaea07:684.

    Full description at Econpapers || Download paper

26. Polish Absolute Return Funds And Stock Funds. Short And Long Term Performance Comparison. (2014). Katarzyna, Perez .
    In: Folia Oeconomica Stetinensia.
    RePEc:vrs:foeste:v:14:y:2014:i:2:p:179-197:n:16.

    Full description at Econpapers || Download paper

27. On Asset Allocation’ Studies for Sovereign Wealth Funds. (2014). Mele, Marco .
    In: International Journal of Financial Economics.
    RePEc:rss:jnljfe:v2i4p2.

    Full description at Econpapers || Download paper

28. The Effect of Immigration on Economic Growth in an Ageing Economy. (2014). Ziesemer, Thomas ; Muysken, Joan.
    In: Bulletin of Applied Economics.
    RePEc:rmk:rmkbae:v:1:y:2014:i:1:p:35-63.

    Full description at Econpapers || Download paper

29. Home Equity Bias. (2014). Mubashir Ali, Mubashir Ali, ; Shah, Zulifqar Ali ; Akbar, Ume Salma .
    In: Sukkur IBA Journal of Management and Business.
    RePEc:ris:ibajmb:0003.

    Full description at Econpapers || Download paper

30. PICKING THE RIGHT BUDGET CONSTRAINT FOR SCOTLAND. (2014). Tsoukas, Serafeim ; MacDonald, Ronald ; Hallwood, Paul ; Bose, Udichibarna .
    In: Working Papers.
    RePEc:gla:glaewp:2014_18.

    Full description at Econpapers || Download paper

31. Equity home bias, financial integration, and regulatory reforms: implications for emerging Asia. (2014). Park, Cyn-Young ; Mercado, Rogelio V..
    In: Chapters.
    RePEc:elg:eechap:15939_9.

    Full description at Econpapers || Download paper

32. The role of education in equity portfolios during the recent financial crisis. (2014). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna .
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:614.

    Full description at Econpapers || Download paper

33. The role of education in equity portfolios during the recent financial crisis. (2014). MacDonald, Ronald ; Bose, Udichibarna ; Tsoukas, Serafeim.
    In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon.
    RePEc:ags:aaea07:614.

    Full description at Econpapers || Download paper

34. Investing at Home and Abroad: Different Costs, Different People?. (2013). Georgarakos, Dimitris ; Christelis, Dimitris.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:188.

    Full description at Econpapers || Download paper

35. Measures of Equity Home Bias Puzzle. (2013). Mishra, Anil.
    In: MPRA Paper.
    RePEc:pra:mprapa:51223.

    Full description at Econpapers || Download paper

36. Home bias and cross border taxation. (2013). Ratti, Ronald ; Mishra, Anil.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:169-193.

    Full description at Econpapers || Download paper

37. Investing at home and abroad: Different costs, different people?. (2013). Georgarakos, Dimitris ; Christelis, Dimitris.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:6:p:2069-2086.

    Full description at Econpapers || Download paper

38. The determinants of home bias puzzle in equity portfolio investment in Australia. (2013). Vo, Xuan Vinh ; Daly, Kevin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:27:y:2013:i:c:p:34-42.

    Full description at Econpapers || Download paper

39. Integracja finansowa w Europie po wprowadzeniu euro. Przegląd literatury. (2012). Rogowski, Wojciech ; Pawłowska, Małgorzata ; Olszewski, Krzysztof.
    In: MPRA Paper.
    RePEc:pra:mprapa:42482.

    Full description at Econpapers || Download paper

40. Equity home bias and corporate disclosure. (2012). Eichler, Stefan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:5:p:1008-1032.

    Full description at Econpapers || Download paper

41. The effect of Emu on bond market integration and investor portfolio allocations. (2011). Pieterse-Bloem, M..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:3c6ce80d-9260-424a-b889-bf521d2e0313.

    Full description at Econpapers || Download paper

42. Integrarea pietei bursiere europene in contextul UEM. (2011). Avadanei, Andreea .
    In: MPRA Paper.
    RePEc:pra:mprapa:31086.

    Full description at Econpapers || Download paper

43. Australia’s equity home bias and real exchange rate volatility. (2011). Mishra, Anil.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:37:y:2011:i:2:p:223-244.

    Full description at Econpapers || Download paper

44. Foreign equity flows and the Size Bias : Evidence from an emerging stock market. (2011). Diyarbakirlioglu, Erkin .
    In: Post-Print.
    RePEc:hal:journl:hal-01127657.

    Full description at Econpapers || Download paper

45. Domestic and foreign country bias in international equity portfolios. (2011). Diyarbakirlioglu, Erkin .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:21:y:2011:i:5:p:301-329.

    Full description at Econpapers || Download paper

46. Subjective measures of risk aversion, fixed costs, and portfolio choice. (2011). Kapteyn, Arie ; Teppa, Federica.
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:32:y:2011:i:4:p:564-580.

    Full description at Econpapers || Download paper

47. The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation. (2011). Milani, Fabio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:1:p:111-129.

    Full description at Econpapers || Download paper

48. Foreign equity flows and the “Size Bias”: Evidence from an emerging stock market. (2011). Diyarbakirlioglu, Erkin .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:4:p:485-509.

    Full description at Econpapers || Download paper

49. The determinates of equity portfolio holdings. (2010). Vo, Xuan Vinh ; Batten, Jonathan.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:20:y:2010:i:14:p:1125-1132.

    Full description at Econpapers || Download paper

50. Time-varying integration, interdependence and contagion. (2010). Inghelbrecht, Koen ; Baele, Lieven.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:5:p:791-818.

    Full description at Econpapers || Download paper

51. International asset allocation for incompletely-informed investors. (2010). Gau, Yin-Feng ; Hua, Mingshu ; Wu, Wen-Lin .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:13:y:2010:i:4:p:422-447.

    Full description at Econpapers || Download paper

52. Investing at home and abroad: Different costs, different people. (2009). Georgarakos, Dimitris ; Christelis, Dimitris.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200928.

    Full description at Econpapers || Download paper

53. The determinants of home bias puzzle in equity portfolio investment in Australia. (2009). Vo, Xuan Vinh.
    In: MPRA Paper.
    RePEc:pra:mprapa:26982.

    Full description at Econpapers || Download paper

54. Comment on Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust. (2009). Mendoza, Enrique G..
    In: NBER Chapters.
    RePEc:nbr:nberch:3017.

    Full description at Econpapers || Download paper

55. Does home bias affect firm value? Evidence from holdings of mutual funds worldwide. (2009). Chan, Kalok ; Covrig, Vicentiu ; Ng, Lilian .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:78:y:2009:i:2:p:230-241.

    Full description at Econpapers || Download paper

56. Time-varying Integration and International diversification strategies. (2009). Inghelbrecht, Koen ; Baele, Lieven.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:3:p:368-387.

    Full description at Econpapers || Download paper

57. Subjective Measures of Risk Aversion, Fixed Costs, and Portfolio Choice. (2009). Kapteyn, Arie ; Teppa, Federica.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:216.

    Full description at Econpapers || Download paper

58. Financial Globalization, Governance, and the Evolution of the Home Bias. (2009). Warnock, Francis ; Stulz, René ; Kho, Bong-Chan.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:47:y:2009:i:2:p:597-635.

    Full description at Econpapers || Download paper

1. Adam, K., Jappelli, T., Menichini, A., Padula, M., Pagano, M., 2002. Analyse, compare and apply alternative indicators and monitoring methodologies to measure the evolution of capital market integration in the European Union. CSEF.
   Paper not yet in RePEc: Add citation now
   

2. Adler, M. ; Dumas, B. International portfolio choice and corporation finance: a synthesis. 1983 Journal of Finance. 38 925-984

3. Ahearne, A.G. ; Griever, W.L. ; Warnock, F.E. Information costs and home bias: an analysis of U.S. holdings of foreign equities. 2004 Journal of International Economics. 62 313-336

4. Asgharian, H. ; Hansson, B. Home bias among European investors from a Bayesian perspective. 2006 Journal of International Financial Markets, Institutions and Money. 16 397-410

5. Baele, L. Volatility spillover effects in European equity markets. 2005 Journal of Financial and Quantitative Analysis. 40 373-401

6. Baele, L. ; Ferrando, A. ; Hördahl, P. ; Krylova, E. ; Monnet, C. Measuring European financial integration. 2004 Oxford Review of Economic Policy. 20 509-530

7. Baele, L., Inghelbrecht, K., 2006. Structural versus temporary drivers of country and industry risk. Working Paper.

8. Barro, R.J. ; Sala-i-Martin, X. Convergence. 1992 Journal of Political Economy. 100 223-251
   Paper not yet in RePEc: Add citation now
   
9. Beck, T. ; Demirgüç-Kunt, A. ; Levine, R. A new database on financial development and structure. 2000 World Bank Economic Review. 14 597-605
   Paper not yet in RePEc: Add citation now
   

10. Bekaert, G. ; Harvey, C.R. Emerging equity market volatility. 1997 Journal of Financial Economics. 43 29-77

11. Bekaert, G. ; Harvey, C.R. Foreign speculators and emerging equity markets. 2000 Journal of Finance. 55 565-613

12. Bekaert, G. ; Harvey, C.R. Time-varying world integration. 1995 Journal of Finance. 50 403-444
    Paper not yet in RePEc: Add citation now
    

13. Bekaert, G., Hodrick, R.J., Zhang, X., 2005. International stock returns comovements. Working Paper.

14. Black, F. International capital market equilibrium with investment barriers. 1974 Journal of Financial Economics. 1 337-352

15. Brennan, M.J. ; Cao, H.H. International portfolio investment flows. 1997 Journal of Finance. 52 1851-1880

16. Britten-Jones, M. The sampling error in estimates of mean–variance efficient portfolio weights. 1994 Journal of Finance. 54 655-671
    Paper not yet in RePEc: Add citation now
    

17. Chen, N.-F. ; Zhang, F. Correlations, trades and stock returns of the Pacific-Basin markets. 1997 Pacific-Basin Finance Journal. 7 559-577

18. Cooper, I. ; Kaplanis, E. Home bias in equity portfolios, inflation hedging, and international capital market equilibrium. 1994 Review of Financial Studies. 7 45-60

19. Coval, J.D. ; Moskowitz, T.J. Home bias at home: local equity preference in domestic portfolios. 1999 Journal of Finance. 54 2045-2073

20. De Santis, R.A., Gérard, B., 2006. Financial integration, international portfolio choice and the European Monetary Union. ECB Working Paper 626.

21. Eiling, E., Gerard, B., De Roon, F., 2004. Asset allocation in the euro-zone: industry or country based? Working Paper.
    Paper not yet in RePEc: Add citation now
    
22. Errunza, V. ; Losq, E. International asset pricing under mild segmentation: theory and test. 1981 Journal of Finance. 40 105-124
    Paper not yet in RePEc: Add citation now
    

23. Fidora, M., Fratzscher, M., Thimann, C., 2006. Home bias in global bond and equity markets: the role of real exchange rate volatility. Working Paper.

24. Fratzscher, M. Financial market integration in Europe: on the effects of EMU on stock markets. 2002 International Journal of Finance and Economics. 7 165-193

25. French, K.R. ; Poterba, J.M. Investor diversification and international equity markets. 1991 American Economic Review. 81 222-226

26. Garlappi, L. ; Uppal, R. ; Wang, T. Portfolio selection with parameter and model uncertainty: a multi-prior approach. 2007 Review of Financial Studies. 20 41-81

27. Gehrig, T. An information based explanation of the domestic bias in international equity investment. 1993 Scandinavian Journal of Economics. 95 97-109

28. Glassman, D.A. ; Riddick, L.A. What causes home asset bias and how should it be measured?. 2001 Journal of Empirical Finance. 8 35-54

29. Goergen, M. ; Martynova, M. ; Renneboog, L. Corporate governance convergence, evidence from takeover regulation reforms. 2005 Oxford Review of Economic Policy. 21 243-268

30. Goldberg, P.K., Verboven, F., 2001. Market integration and convergence to the law of one price: evidence from the European car market. NBER Working Paper.

31. Griever, W.L. ; Lee, G.A. ; Warnock, F.E. The U.S. system for measuring cross-border investment in securities: a primer with a discussion of recent developments. 2001 Federal Reserve Bulletin. 87 634-650

32. Griffin, J.M. ; Karolyi, G.A. Another look at the role of the industrial structure of markets for international diversification strategies. 1998 Journal of Financial Economics. 50 351-373

33. Grinblatt, M. ; Keloharju, M. The investment behavior, and performance of various investor types: a study of Finland's unique data set. 2000 Journal of Financial Economics. 55 43-67

34. Heston, S.L. ; Rouwenhorst, K.G. Does industrial structure explain the benefits of international diversification?. 1994 Journal of Financial Economics. 36 3-27

35. Huberman, G. Familiarity breeds investment. 2001 Review of Financial Studies. 14 659-680

36. IMF, 2005. Global financial stability report, September Issue.
    Paper not yet in RePEc: Add citation now
    

37. Islam, N. Growth empirics: a panel data approach. 1995 Quarterly Journal of Economics. 110 1127-1170

38. Islam, N. What have we learnt from the convergence debate?. 2003 Journal of Economic Surveys. 17 309-362

39. Jenske, K. Equity home bias: can information cost explain the puzzle?. 2001 Economic Review, Federal Reserve Bank of Atlanta. Q3 31-42

40. Kho, B.-C., Stulz, R., Warnock, F.M., 2006. Financial globalization, governance, and the evolution of the home bias. Working Paper.

41. Koop, G. Bayesian Econometrics. 2003 John Wiley and Sons Ltd:
    Paper not yet in RePEc: Add citation now
    

42. Lane, P.R., Milesi-Ferretti, G.M., 2003. International financial integration. Centre of Economic Policy Research, Discussion Paper 3739.

43. Levine, R., Zervos, S., 1996. Stock market development and long-run growth. World Bank Policy Research Working Paper 1582.

44. Lewis, K.K. Trying to explain home bias in equities and consumption. 1999 Journal of Economic Literature. 37 571-608

45. Li, K. Confidence in the familiar: an international perspective. 2004 Journal of Financial and Quantitative Analysis. 39 47-68

46. Lintner, J. The valuation of risky assets and the selection of risky investments in stock portfolios and capital budgets. 1965 Review of Economics and Statistics. 47 13-37
    Paper not yet in RePEc: Add citation now
    
47. Longin, F. ; Solnik, B. Is the correlation in international equity returns constant: 1960–1990?. 1995 Journal of International Money and Finance. 14 3-26
    Paper not yet in RePEc: Add citation now
    

48. Mann, C.L., Meade, E.E., 2002. Home bias, transaction costs, and prospects for the euro: a more detailed analysis. IIE Working Paper.

49. Markowitz, H.M. Portfolio selection. 1952 Journal of Finance. 7 77-91

50. Martynova, M., Renneboog, L., 2006. A corporate governance index: convergence and diversity of national corporate governance regulations. Working Paper.
    Paper not yet in RePEc: Add citation now
    
51. Merton, R.C. On estimating the expected return on the market. 1980 Journal of Financial Economics. 8 323-361
    Paper not yet in RePEc: Add citation now
    

52. Pástor, L. Portfolio selection and asset pricing models. 2000 Journal of Finance. 55 179-223

53. Pástor, L. ; Stambaugh, R.F. Comparing asset pricing models: an investment perspective. 2000 Journal of Financial Economics. 56 335-381

54. Shanken, J. On the estimation of beta-pricing models. 1992 Review of Financial Studies. 5 1-33

55. Sharpe, W. A simplified model for portfolio analysis. 1963 Management Science. 9 277-293

56. Stockman, A.C. ; Dellas, H. International portfolio nondiversification and exchange rate variability. 1989 Journal of International Economics. 26 271-289

57. Stulz, R. On the effects of barriers to international investment. 1981 Journal of Finance. 36 923-934

58. Tesar, L.L. ; Werner, I. Home bias and high turnover. 1995 Journal of International Money and Finance. 14 467-492

59. Veldkamp, L., Van Nieuwerburgh, S., 2006. Information immobility and the home bias puzzle. Working Paper.
    Paper not yet in RePEc: Add citation now
    

60. Warnock, F.E., 2001. Home bias and high turnover reconsidered. Working Paper.

1. Time-varying performance of international mutual funds. (2012). Zhang, Chengping ; Turtle, H. J..
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:19:y:2012:i:3:p:334-348.

   Full description at Econpapers || Download paper

2. The Impact of Macroeconomic Variables on Corporate Performance - What Shareholders Ought to Know?. (2007). Oxelheim, Lars.
   In: Working Paper Series.
   RePEc:hhs:iuiwop:0571.

   Full description at Econpapers || Download paper

3. Is Home Bias in Assets Related to Home Bias in Goods?. (2006). Warnock, Francis ; van Wincoop, Eric.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12728.

   Full description at Econpapers || Download paper

4. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen K..
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12697.

   Full description at Econpapers || Download paper

5. The Performance of International Equity Portfolios. (2006). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, .
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12346.

   Full description at Econpapers || Download paper

6. The Performance of International Equity Portfolios. (2006). Thomas, Charles ; CharlesP. Thomas, .
   In: The Institute for International Integration Studies Discussion Paper Series.
   RePEc:iis:dispap:iiisdp162.

   Full description at Econpapers || Download paper

7. Evaluating a nonlinear asset pricing model on international data. (2006). Asgharian, Hossein ; Karlsson, Sonnie.
   In: Working Papers.
   RePEc:hhs:lunewp:2006_005.

   Full description at Econpapers || Download paper

8. Foreign exchange volatility is priced in equities. (2006). Neely, Christopher ; Guo, Hui.
   In: Working Papers.
   RePEc:fip:fedlwp:2004-029.

   Full description at Econpapers || Download paper

9. Home bias in global bond and equity markets: the role of real exchange rate volatility. (2006). Thimann, Christian ; Fratzscher, Marcel ; Fidora, Michael.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:2006685.

   Full description at Econpapers || Download paper

10. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Kadareja, Arjan ; Gerard, Bruno ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006683.

    Full description at Econpapers || Download paper

11. German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs. (2005). Entorf, Horst ; Jamin, .
    In: International Finance.
    RePEc:wpa:wuwpif:0508005.

    Full description at Econpapers || Download paper

12. Explaining exchange rate dynamics: the uncovered equity return parity condition. (2005). De Santis, Roberto A ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005529.

    Full description at Econpapers || Download paper

13. La recherche française en finance:une perspective à travers les travaux des enseignants-chercheurs en gestion sur la période 1994-2003. (2005). Schatt, Alain ; Charreaux, Gerard.
    In: Working Papers CREGO.
    RePEc:dij:wpfarg:1051001.

    Full description at Econpapers || Download paper

14. Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets. (2005). Zalewska, Ania ; Schotman, Peter C.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5352.

    Full description at Econpapers || Download paper

15. Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth. (2005). Sorensen, Bent ; Yosha, Oved ; Zhu, YU ; Wu, Yi-Tsung.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5113.

    Full description at Econpapers || Download paper

16. Return-volatility linkages in the international equity and currency markets. (2004). HASAN, IFTEKHAR ; Francis, Bill B. ; Hunter, Delroy M..
    In: Finance.
    RePEc:wpa:wuwpfi:0405022.

    Full description at Econpapers || Download paper

17. TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION. (2004). Shields, K ; Olekalns, Nilss ; Henry, Ólan.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:907.

    Full description at Econpapers || Download paper

18. The Performance of International Equity Portfolios. (2004). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:817.

    Full description at Econpapers || Download paper

19. That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds. (2004). Thorp, Susan.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:148.

    Full description at Econpapers || Download paper

20. Keeping up with the Joneses: An international asset pricing model. (2003). Zapatero, Fernando ; Priestly, Richard ; Gomez, Juan-Pedro .
    In: Economics Working Papers.
    RePEc:upf:upfgen:694.

    Full description at Econpapers || Download paper

21. Exchange Rate Pegs and Foreign Exchange Exposure in East Asia. (2002). Popper, Helen ; Parsley, David.
    In: International Finance.
    RePEc:wpa:wuwpif:0211001.

    Full description at Econpapers || Download paper

22. Are Financial Assets Priced Locally or Globally?. (2002). Stulz, René ; Karolyi, G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8994.

    Full description at Econpapers || Download paper

23. International Asset Pricing and the Benefits from World Market Diversification. (2002). Nilsson, Birger.
    In: Working Papers.
    RePEc:hhs:lunewp:2002_001.

    Full description at Econpapers || Download paper

24. Emerging market liberalization and the impact on uncovered interest rate parity. (2002). HASAN, IFTEKHAR ; Francis, Bill ; Hunter, Delroy.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-16.

    Full description at Econpapers || Download paper

25. An Evaluation of International Asset Pricing Models. (2002). Dahlquist, Magnus ; Sallstrom, Torbjorn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3145.

    Full description at Econpapers || Download paper

26. Corporate Financial Policies and Performance Prior to Currency Crises. (2001). Koskinen, Yrjö ; Bris, Arturo ; Pons, Vicente .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2001-386.

    Full description at Econpapers || Download paper

27. Corporate Financial Policies and Performance Around Currency Crises. (2001). Koskinen, Yrjö ; Bris, Arturo ; Pons, Vicente .
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0467.

    Full description at Econpapers || Download paper

28. The Cost of Capital in International Financial Markets: Local or Global. (2001). van Dijk, Mathijs ; Kool, Clemens ; Koedijk, Kees ; Schotman, Peter ; Kool, Clemens J. M., .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3062.

    Full description at Econpapers || Download paper

29. The selection of multinational equity portfolios: forecasting models and estimation risk. (2000). Nigel Meade, Gerry R. Salkin, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:6:y:2000:i:3:p:259-279.

    Full description at Econpapers || Download paper

30. International bond markets and the introduction of the Euro. (2000). Kool, Clemens ; Clemens J. M. Kool, .
    In: Review.
    RePEc:fip:fedlrv:y:2000:i:sep:p:41-56:n:v.82no.5.

    Full description at Econpapers || Download paper

31. Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns. (2000). Vassalou, Maria.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2448.

    Full description at Econpapers || Download paper

32. An International Dynamic Asset Pricing Model. (1999). Ng, David ; Hodrick, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7157.

    Full description at Econpapers || Download paper

33. Risk and International Parity Conditions: A Synthesis from Consumption Based Models. (1997). Chiang, Thomas ; JOSÉ A. TRINIDAD, .
    In: International Economic Journal.
    RePEc:taf:intecj:v:11:y:1997:i:2:p:73-101.

    Full description at Econpapers || Download paper

34. Tests of Three Parity Conditions: Distinguishing Risk Premia and Systematic Forecast Errors. (1994). Marston, Richard C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4923.

    Full description at Econpapers || Download paper

35. Why is Capital so Immobile Internationally?: Possible Explanations and Implications for Capital Income Taxation. (1994). Gordon, Roger ; Bovenberg, Lans.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4796.

    Full description at Econpapers || Download paper

36. International Portfolio Choice and Asset Pricing: An Integrative Survey. (1994). Stulz, René.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4645.

    Full description at Econpapers || Download paper

37. International Equity Transactions and U.S. Portfolio Choice. (1994). Tesar, Linda ; Werner, Ingrid M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4611.

    Full description at Econpapers || Download paper

38. Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets. (1993). Ito, Takatoshi ; Lin, Wen-Ling .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4592.

    Full description at Econpapers || Download paper

39. Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment. (1993). Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4544.

    Full description at Econpapers || Download paper

40. The World Price of Foreign Exchange Risk. (1993). Dumas, Bernard ; Solnik, Bruno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4459.

    Full description at Econpapers || Download paper

41. Home Bias and the High Turnover. (1992). Tesar, Linda ; Werner, Ingrid M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4218.

    Full description at Econpapers || Download paper

42. The Globalization of Information and Capital Mobility. (1990). Jaffee, Dwight M. ; Branson, William H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3496.

    Full description at Econpapers || Download paper

43. The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk. (1990). Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3466.

    Full description at Econpapers || Download paper

44. Promoting Investment under International Capital Mobility: An Intertemporal General Equilibrium Analysis. (1989). Bovenberg, Lans ; Goulder, Lawrence H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3139.

    Full description at Econpapers || Download paper

45. Trade Liberalization in General Equilibrium: Intertemporal and Inter-Industry Effects. (1989). Eichengreen, Barry ; Goulder, Lawrence H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2965.

    Full description at Econpapers || Download paper

46. Equilibrium Exchange Rate Hedging. (1989). Black, Fischer .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2947.

    Full description at Econpapers || Download paper

47. Pricing Physical Assets Internationally. (1988). Dumas, Bernard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2569.

    Full description at Econpapers || Download paper

48. Consumption Risk and International Asset Returns: Some Empirical Evidence. (1987). Cumby, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2383.

    Full description at Econpapers || Download paper

49. Capital Flows, Investment, and Exchange Rates. (1985). Svensson, Lars ; Stockman, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1598.

    Full description at Econpapers || Download paper

50. Asset Markets, Tariffs, and Political Risk. (1984). Stockman, Alan ; Dellas, Harris.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1413.

    Full description at Econpapers || Download paper

Report date: 2025-02-16 12:04:11 || Missing content? Let us know