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Citations for "International Portfolio Investment Flows"

by Michael J. Brennan. and H. Henry Cao.

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, EconWPA. [Downloadable!]
  2. Juan Pedro Gomez, 2005. "An International Capm With Consumption Externalities And Non-Financial Wealth," Working Papers Economia wp05-08, Instituto de Empresa, Area of Economic Environment. [Downloadable!]
  3. Medvedev, Alexei, 2001. "International investors, contagion and the Russian crisis," BOFIT Discussion Papers 6/2001, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
  4. Albuquerque, Rui & Bauer, Gregor H & Schneider, Martin, 2006. "Global Private Information in International Equity Markets," CEPR Discussion Papers 5819, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  5. BIAIS, Bruno & BOSSAERTS, Peter & SPATT, Chester, 2009. "Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information," IDEI Working Papers 474, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
  6. Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006. "Are Domestic Investors Better Informed than Foreign Investors? : Evidence from the Perfectly Segmented Market in China," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  7. Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shirishi & Masahiro Watanabe, 2003. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," NBER Working Papers 9470, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  8. Dahlquist, Magnus & Robertsson, Göran, 2001. "Foreigners´ Trading and Price Effects Across Firms," SIFR Research Report Series 1, Institute for Financial Research. [Downloadable!]
  9. Richard Portes & Hélène Rey, 2001. "The Determinants of Cross-Border Equity Flows," DELTA Working Papers 2001-08, DELTA (Ecole normale supérieure). [Downloadable!]
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  10. Albuquerque, Rui & de Francisco, Eva & Marques, Luis, 2006. "Marketwide Private Information in Stocks: Forecasting Currency Returns," CEPR Discussion Papers 5604, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  11. Malkamäki , Markku & Topi, Jukka, 1999. "Strategic Challenges for Exchanges and Securities Settlement," Research Discussion Papers 21/1999, Bank of Finland. [Downloadable!]
  12. Philippe Bacchetta & Eric van Wincoop, 1998. "Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility," NBER Working Papers 6530, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  13. Cédric Tille & Eric van Wincoop, 2007. "International capital flows," Staff Reports 280, Federal Reserve Bank of New York. [Downloadable!]
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  14. Francis E. Warnock, 2001. "Home bias and high turnover reconsidered," International Finance Discussion Papers 702, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  15. Diego Nocetti, 2006. "Portfolio Selection with Endogenous Estimation Risk," Economics Bulletin, Economics Bulletin, vol. 7(6), pages 1-9. [Downloadable!]
  16. FitzGerald, Valpy, 2002. "The Instability of the Emerging Market Assets Demand Schedule," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
  17. Griffin, John M. & Nardari, Federico & Stulz, Rene M., 2005. "Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries," Working Paper Series 2005-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
  18. Hau, Harald, 1999. "Information and Geography: Evidence from the German Stock Market," CEPR Discussion Papers 2297, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  19. Juan Carlos Hatchondo, 2005. "Asymmetric information and the lack of international portfolio diversification," Working Paper 05-07, Federal Reserve Bank of Richmond. [Downloadable!]
  20. Alexander D. Rothenberg & Francis E. Warnock, 2006. "Sudden Flight and True Sudden Stops," NBER Working Papers 12726, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  21. Shujing Li & Isabel K. Yan & Hamid Faruqee, 2004. "The Determinants of International Portfolio Holdings and Home Bias," IMF Working Papers 04/34, International Monetary Fund. [Downloadable!]
  22. Foucault, Thierry & Gehrig, Thomas, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," CEPR Discussion Papers 5722, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  23. Bruno Biais & Peter Bossaerts & Chester Spatt, 2003. "Equilibrium Asset Pricing Under Heterogeneous Information," Levine's Bibliography 666156000000000086, UCLA Department of Economics. [Downloadable!]
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  24. Chayawadee Chai-Anant & Corinna Ho, 2008. "Understanding Asian equity flows, market returns and exchange rates," BIS Working Papers 245, Bank for International Settlements. [Downloadable!]
  25. Takato Hiraki & Akitoshi Ito & Fumiaki Kuroki, 2003. "Investor Familiarity and Home Bias: Japanese Evidence," Asia-Pacific Financial Markets, Springer, vol. 10(4), pages 281-300, December. [Downloadable!] (restricted)
  26. Kee-Hong Bae & Rene M. Stulz & Hongping Tan, 2005. "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," NBER Working Papers 11697, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  27. Bae, Kee-Hong & Stulz, Rene M. & Tan, Hongping, 2006. "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," Working Paper Series 2005-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
  28. Jean-Pierre Danthine & Francesco Giavazzi & Ernst-Ludwig von Thadden, 2000. "European Financial Markets After EMU: A First Assessment," NBER Working Papers 8044, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  29. Massimo Guidolin, 2005. "Home bias and high turnover in an overlapping generations model with learning," Working Papers 2005-012, Federal Reserve Bank of St. Louis. [Downloadable!]
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  30. Richard Portes & Hélène Rey, 2000. "The Determinants of Cross-Border Equity Flows: The Geography of Information," Center for International and Development Economics Research, Working Paper Series 1011, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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  31. Kenneth A. Froot & Tarun Ramadorai, 2002. "Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals," NBER Working Papers 9101, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  32. Amita Batra, 2003. "The Dynamics of foreign portfolio inflows and equity returns in India," Indian Council for Research on International Economic Relations, New Delhi Working Papers 109, Indian Council for Research on International Economic Relations, New Delhi, India. [Downloadable!]
  33. Francis E. Warnock & Chad Cleaver, 2002. "Financial centers and the geography of capital flows," International Finance Discussion Papers 722, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  34. Vittas, Dimitri, 1998. "Institutional investors and securities markets : which comes first?," Policy Research Working Paper Series 2032, The World Bank. [Downloadable!]
  35. Philippe Bacchetta & Eric Van Wincoop, 2006. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, vol. 96(3), pages 552-576, June. [Downloadable!]
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  36. Roberto A. De Santis & Bruno Gérard, 2006. "Financial integration, international portfolio choice and the European Monetary Union," Working Paper Series 626, European Central Bank. [Downloadable!]
  37. Karolyi, G. Andrew & Lee, Kuan Hui & van Dijk, Mathijs A., 2007. "Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World," Working Paper Series 2007-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
  38. Narjess Boubakri & Jean-Claude Cosset & Omrane Guedhami & Mohammed Omran, 2004. "Foreign Investor Participation in Privatizations: does the Institutional Environment Matter?," Cahiers de recherche 0405, CIRPEE. [Downloadable!]
  39. Kenneth A. Froot & Jessica D. Tjornhom, 2002. "Decomposing the Persistence of International Equity Flows," NBER Working Papers 9079, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  40. Claudia M. Buch, 2000. "Are Banks Different? Evidence from International Data," Kiel Working Papers 1012, Kiel Institute for the World Economy. [Downloadable!]
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  41. Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006. "Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
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  42. Roberto A. De Santis, 2006. "The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks," Working Paper Series 678, European Central Bank. [Downloadable!]
  43. Egil Matsen, 2001. "On Asymmetric Information across Countries and the Home-Bias Puzzel," Working Paper Series 0202, Department of Economics, Norwegian University of Science and Technology. [Downloadable!]
  44. Tomas Dvorak, 2001. "Gross Capital Flows and Asymmetric Information," Department of Economics Working Papers 189, Department of Economics, Williams College. [Downloadable!]
  45. Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," Working Papers 04-42, Bank of Canada. [Downloadable!]
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  46. Richard Portes & =20 H=E9l=E8ne Rey, 2001. "The Determinants of Cross-Border Equity Flows: The Geography of=20 Information," International Finance 0012002, EconWPA. [Downloadable!]
  47. Flôres Junior, Renato Galvão & Araújo, Carlos Hamilton Vasconcelos, 2002. "Foreign funding to an emerging market: the Monetary Premium Theory and the Brazilian Case, 1991 - 1998," Economics Working Papers (Ensaios Economicos da EPGE) 459, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  48. Woochan Kim & Shang-Jin Wei, 1999. "Offshore Investment Funds: Monsters in Emerging Markets?," NBER Working Papers 7133, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  49. Roberto A. De Santis & Melanie Lührmann, 2006. "On the determinants of external imbalances and net international portfolio flows - a global perspective," Working Paper Series 651, European Central Bank. [Downloadable!]
  50. Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 1998. "Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997," NBER Working Papers 6661, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  51. Säfvenblad, Patrik, 1999. "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," Working Paper Series 86, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
  52. Tomas Dvorak, . "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Center for Development Economics 168, Department of Economics, Williams College. [Downloadable!]
  53. Ladekarl, Jeppe & Zervos, Sara, 2004. "Housekeeping and plumbing - the investability of emerging markets," Policy Research Working Paper Series 3229, The World Bank. [Downloadable!]
  54. Frenkel, Michael & Menkhoff, Lukas, 2003. "Are Foreign Institutional Investors Good for Emerging Markets?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-283, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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  55. John M. Griffin & Federico Nardari & Rene M. Stulz, 2004. "Stock Market Trading and Market Conditions," NBER Working Papers 10719, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  56. Woochan Kim & Shang-Jin Wei, 1999. "Foreign Portfolio Investors Before and During a Crisis," NBER Working Papers 6968, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  57. Schertler, Andrea & Tykvová, Tereza, 2006. "Rivals or partners? : Evidence from Europe's international private equity deals," ZEW Discussion Papers 06-91, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  58. Alexis Derviz, 2003. "Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market," Working Papers 2003/04, Czech National Bank, Research Department. [Downloadable!]
  59. E Philip Davis & Christine Li, 2003. "Demographics And Financial Asset Prices In The Major Industrial Economies," Public Policy Discussion Papers 03-07, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  60. Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1998. "Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares," Research Paper 9820, Federal Reserve Bank of New York. [Downloadable!]
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  61. Andre Mollick, 2002. "Effects Of U.S. Interest Rates On The Real Exchange Rate In Mexico," Economics Bulletin, Economics Bulletin, vol. 6, pages 1-15. [Downloadable!]
  62. Säfvenblad, Patrik, 1998. "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," Working Paper Series in Economics and Finance 240, Stockholm School of Economics. [Downloadable!]
  63. Michael Brennan & H. Cao & Norman Strong & Xinzhong Xu, 2003. "The Dynamics of International Equity Market Expectations," University of California at Los Angeles, Anderson Graduate School of Management 1135, Anderson Graduate School of Management, UCLA. [Downloadable!]
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  64. Timothy K. Chue, 2004. "The Spirit of Capitalism and International Risk Sharing," Econometric Society 2004 Far Eastern Meetings 589, Econometric Society. [Downloadable!]
  65. Alexander D. Rothenberg & Francis E. Warnock, 2007. "Sudden Flight and True Sudden Stops," The Institute for International Integration Studies Discussion Paper Series iiisdp187, IIIS. [Downloadable!]
  66. Bacchetta, Philippe & van Wincoop, Eric, 2008. "Higher Order Expectations in Asset Pricing," CEPR Discussion Papers 6648, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  67. Harald Hau & Helene Rey, 2002. "Exchange Rate, Equity Prices and Capital Flows," NBER Working Papers 9398, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  68. Marcelo Pinheiro, 2005. "Informational asymmetries and a multiplier effect on price correlation and trading," Annals of Finance, Springer, vol. 1(4), pages 395-421, October. [Downloadable!] (restricted)
  69. Ministry of Finance, 2006. "Report of the Expert Group on Encouraging FII Flows and Checking the Vulnerability of Capital Markets to Speculative Flows," Working Papers id:351, esocialsciences.com. [Downloadable!]
  70. Griffin, John M. & Nardari, Federico & Stulz, Rene M., 2004. "Stock Market Trading and Market Conditions," Working Paper Series 2004-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
  71. P Martin & H Rey, 2000. "Financial Integration and Asset Returns," CEP Discussion Papers dp0451, Centre for Economic Performance, LSE. [Downloadable!]
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  72. Reena Aggarwal & Leora Klapper & Peter D. Wysocki, 2003. "Portfolio preferences of foreign institutional investors," Policy Research Working Paper Series 3101, The World Bank. [Downloadable!]
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  73. Raphael H. Solomon, 2003. "Anatomy of a Twin Crisis," Working Papers 03-41, Bank of Canada. [Downloadable!]
  74. Roger Gordon & Vitor Gaspar, 2001. "Home Bias in Portfolios and Taxation of Asset Income," Advances in Economic Analysis & Policy, Berkeley Electronic Press, vol. 1(advances/), pages 1001-1001. [Downloadable!] (restricted)
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  75. Barbara Berkel, 2004. "Institutional Determinants of International Equity Portfolios - A Country-Level Analysis," MEA discussion paper series 04061, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
  76. Francis E. Warnock & Molly Mason, 2000. "The geography of capital flows: what we can learn from benchmark surveys of foreign equity holdings," International Finance Discussion Papers 688, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  77. Aggarwal, Reena & Klapper, Leora, 2003. "Ownership structure and initial public offerings," Policy Research Working Paper Series 3103, The World Bank. [Downloadable!]
  78. Anthony Richards, 2004. "Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets," RBA Research Discussion Papers rdp2004-05, Reserve Bank of Australia. [Downloadable!]
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  79. Dahlquist, Magnus & Robertsson, Göran, 2001. "Foreigners Trading and Price Effects Across Firms," CEPR Discussion Papers 3033, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  80. Laura E. Kodres & Matthew Pritsker, 1998. "A rational expectations model of financial contagion," Finance and Economics Discussion Series 1998-48, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  81. Marina Halac & Sergio Schmukler, 2003. "Distributional effects of crises : the role of financial transfers," Policy Research Working Paper Series 3173, The World Bank. [Downloadable!]
  82. Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2009. "Decomposing the U.S. External Returns Differential," NBER Working Papers 15077, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  83. Buch, Claudia M. & Heinrich, Ralph P. & Schertler, Andrea, 2003. "External and Internal Financial Structures in Europe: A Corporate Finance Perspective," EIFC - Technology and Finance Working Papers 19, United Nations University, Institute for New Technologies. [Downloadable!]
  84. Kenneth A. Froot & Melvyn Teo, 2004. "Equity Style Returns and Institutional Investor Flows," NBER Working Papers 10355, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  85. Cédric Tille & Eric van Wincoop, 2008. "International Capital Flows under Dispersed Information: Theory and Evidence," NBER Working Papers 14390, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  86. Gregory H. Bauer & Clara Vega, 2006. "The monetary origins of asymmetric information in international equity markets," International Finance Discussion Papers 872, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  87. Pagano, Marco & Röell, Ailsa A & Zechner, Josef, 2001. "The Geography of Equity Listing: Why Do Companies List Abroad?," CEPR Discussion Papers 2681, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  88. Leyuan You and Brian Lucey, 2008. "An Empirical Study of Multiple Listings," The Institute for International Integration Studies Discussion Paper Series iiisdp273, IIIS. [Downloadable!]
  89. Barbara Berkel, 2004. "Institutional Determinants of International Equity Portfolios - A Country-Level Analysis," MEA discussion paper series 04061, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
  90. Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 2001. "Do Domestic Investors Have More Valuable Information About Individual Stocks Than Foreign Investors?," NBER Working Papers 8073, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  91. James P. F. Gordon & Poonam Gupta, 2003. "Portfolio Flows into India: Do Domestic Fundamentals Matter?," IMF Working Papers 03/20, International Monetary Fund. [Downloadable!]
  92. Juan-Pedro Gómez & Richard Priestly & Fernando Zapatero, 2003. "Keeping Up with the Joneses: An International Asset Pricing Model," Economics Working Papers 694, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  93. Daxue Wang, 2006. "Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market," Computing in Economics and Finance 2006 182, Society for Computational Economics. [Downloadable!]
  94. Wen-Hsiu Kuo & Ching-Chung Lin & Liu-Hsiang Hsu, 2007. "The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set," Economics Bulletin, Economics Bulletin, vol. 7(10), pages 1-14. [Downloadable!]
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This page was last updated on 2009-10-31.

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