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Equity home bias: Can information cost explain the puzzle?

Citations

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Cited by:

  1. Glabadanidis, Paskalis, 2009. "Measuring the economic significance of mean-variance spanning," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 596-616, May.
  2. Jonathan Heathcote & Fabrizio Perri, 2013. "The International Diversification Puzzle Is Not as Bad as You Think," Journal of Political Economy, University of Chicago Press, vol. 121(6), pages 1108-1159.
  3. Bong‐Chan Kho & René M. Stulz & Francis E. Warnock, 2009. "Financial Globalization, Governance, and the Evolution of the Home Bias," Journal of Accounting Research, Wiley Blackwell, vol. 47(2), pages 597-635, May.
  4. Chaehee Shin, 2014. "An Industrial Organization Approach to International Portfolio Diversification: Evidence from the U.S. Mutual Fund Families," Finance and Economics Discussion Series 2014-78, Board of Governors of the Federal Reserve System (U.S.).
  5. Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Journal of Economic Literature, American Economic Association, vol. 51(1), pages 63-115, March.
  6. Mishra, Anil V., 2016. "Foreign bias in Australian-domiciled mutual fund holdings," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 101-123.
  7. Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2011. "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," Journal of Human Capital, University of Chicago Press, vol. 5(3), pages 255-301.
  8. Bhaumik, Sumon Kumar & Owolabi, Oluwarotimi & Pal, Sarmistha, 2018. "Private information, institutional distance, and the failure of cross-border acquisitions: Evidence from the banking sector in Central and Eastern Europe," Journal of World Business, Elsevier, vol. 53(4), pages 504-513.
  9. Bekaert, Geert & Hoyem, Kenton & Hu, Wei-Yin & Ravina, Enrichetta, 2017. "Who is internationally diversified? Evidence from the 401(k) plans of 296 firms," Journal of Financial Economics, Elsevier, vol. 124(1), pages 86-112.
  10. Christopher Balding, 2009. "Who's Afraid of Sovereign Wealth Funds ?," Revue d'Économie Financière, Programme National Persée, vol. 9(1), pages 201-210.
  11. Lau, Sie Ting & Ng, Lilian & Zhang, Bohui, 2010. "The world price of home bias," Journal of Financial Economics, Elsevier, vol. 97(2), pages 191-217, August.
  12. Grace Pownall & Maria Vulcheva & Xue Wang, 2014. "The Ability of Global Stock Exchange Mechanisms to Mitigate Home Bias: Evidence from Euronext," Management Science, INFORMS, vol. 60(7), pages 1655-1676, July.
  13. Baele, Lieven & Pungulescu, Crina & Ter Horst, Jenke, 2007. "Model uncertainty, financial market integration and the home bias puzzle," Journal of International Money and Finance, Elsevier, vol. 26(4), pages 606-630, June.
  14. repec:hal:spmain:info:hdl:2441/1shj1p7td8e0r5c9fcsnk8a91 is not listed on IDEAS
  15. Prat, Georges, 2013. "Equity risk premium and time horizon: What do the U.S. secular data say?," Economic Modelling, Elsevier, vol. 34(C), pages 76-88.
  16. Marcus Schulmerich & Yves-Michel Leporcher & Ching-Hwa Eu, 2015. "Stock Market Anomalies," Management for Professionals, in: Applied Asset and Risk Management, edition 127, chapter 3, pages 175-244, Springer.
  17. Marco Bade & Martin Walther, 2021. "Local preferences and the allocation of attention in equity-based crowdfunding," Review of Managerial Science, Springer, vol. 15(8), pages 2501-2533, November.
  18. Jones Odei Mensah & Gamini Premaratne, 2019. "Exploring Diversification Benefits In Asian Equity Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(03), pages 517-542, June.
  19. Yakov Ben-Haim & Karsten Jeske, 2003. "Home bias in financial markets: robust satisficing with info gaps," FRB Atlanta Working Paper 2003-35, Federal Reserve Bank of Atlanta.
  20. Oehler, Andreas & Wendt, Stefan & Horn, Matthias, 2017. "Are investors really home-biased when investing at home?," Research in International Business and Finance, Elsevier, vol. 40(C), pages 52-60.
  21. Shijie Wang, 2023. "Accounting vs. Politics: Effects of China-US Audit Cooperation on China Concept Stocks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(5), pages 1-6.
  22. repec:spo:wpmain:info:hdl:2441/1shj1p7td8e0r5c9fcsnk8a91 is not listed on IDEAS
  23. Juan Carlos Hatchondo, 2005. "Asymmetric information and the lack of international portfolio diversification," Working Paper 05-07, Federal Reserve Bank of Richmond.
  24. Geoffrey J. Warren, 2010. "Equity home bias in Australian superannuation funds," Australian Journal of Management, Australian School of Business, vol. 35(1), pages 69-93, April.
  25. Anil Mishra, 2011. "Australia’s equity home bias and real exchange rate volatility," Review of Quantitative Finance and Accounting, Springer, vol. 37(2), pages 223-244, August.
  26. Mishra, Anil V., 2015. "Measures of equity home bias puzzle," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 293-312.
  27. Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," SciencePo Working papers hal-03473901, HAL.
  28. Christopher Balding, 2009. "Qui a peur des fonds souverains ?," Revue d'Économie Financière, Programme National Persée, vol. 9(1), pages 215-227.
  29. Yakov Ben-Haim, 2007. "Info-Gap Robust-Satisficing and the Probability of Survival," DNB Working Papers 138, Netherlands Central Bank, Research Department.
  30. Marta Arespa, 2011. "A New Open Economy Macroeconomic Model with Endogenous Portfolio Diversifi cation and Firms Entry," Working Papers XREAP2011-15, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2011.
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