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Information Immobility and the Home Bias Puzzle. (2005). Veldkamp, Laura ; Van Nieuwerburgh, Stijn.
In: 2005 Meeting Papers.
RePEc:red:sed005:78.

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Cited: 9

Citations received by this document

Cites: 25

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Cocites: 50

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Coauthors: 0

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Citations

Citations received by this document

  1. Country Portfolios with Imperfect Corporate Governance. (2011). Mukherjee, Rahul.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp08-2011.

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  2. Exogenous Information, Endogenous Information and Optimal Monetary Policy. (2011). Wiederholt, Mirko ; Paciello, Luigi.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1104.

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

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  4. Financial Contagion and Attention Allocation. (2006). Mondria, Jordi.
    In: 2006 Meeting Papers.
    RePEc:red:sed006:177.

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  5. Portfolio Choice in a Monetary Open-Economy DSGE Model. (2006). Matsumoto, Akito ; Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12214.

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  6. International Portfolio Equilibrium and the Current Account. (2006). Kollmann, Robert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5512.

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  7. Portfolio Choice in a Monetary Open-Economy DSGE Model. (2005). Engel, Charles ; Matsumoto, Akito.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2005/165.

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  8. Optimal Sticky Prices under Rational Inattention. (2005). Wiederholt, Mirko ; Maćkowiak, Bartosz.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-040.

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  9. Asymmetric information and the lack of international portfolio diversification. (2005). Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:05-07.

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References

References cited by this document

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  2. Ahearne, Alan; Griever, William and Warnock, Francis. âInformation Costs and Home Bias: An Analysis of US Holding of Foreign Equities.â Journal of International Economics, v.62, 2004, pp.313-336.
    Paper not yet in RePEc: Add citation now

  3. Bacchetta, Philippe and van Wincoop, Eric. âCan Information Heterogeneity Explain the Exchange Rate Determination Puzzle?â Working paper, 2004.

  4. Baxter, Marianne and Jermann, Urban. âThe International Diversiïcation Puzzle Is Worse Than You Thinkâ The American Economic Review, Vol. 87(1), March, 1997, pp. 170-180.
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  7. Calvo, Guillermo and Mendoza, Enrique. âRational Contagion and the Globalization of Securities Markets.â Journal of International Economics. 2000 vol. 51(1), pages 79-113
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  8. Coval, Joshua and Moskowitz, Tobias. âHome Bias at Home: Local Equity Preference in Domestic Portfolios.â Journal of Finance v.54(6), 1999, pp.2045-2073.

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  21. Seasholes, Mark. âRe-examining Information Asymmetries in Emerging Stock Markets.â Working paper, 2004.
    Paper not yet in RePEc: Add citation now
  22. Sims, Christopher. âImplications of Rational Inattention.â Journal of Monetary Economics, v.50(3), 2003, pp.665-690.
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  23. Tesar, Linda and Werner, Ingrid. âHome Bias and High Turnover.â Journal of International Money and Finance. vol. 14(4), 1995, pp.467-92.
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  24. Tesar, Linda and Werner, Ingrid. âInternational Equity Transactions and U.S. Portfolio Choiceâ in Jeïrey Frankel Ed, Internationalization of Equity Markets, NBER Project Report, University of Chicago Press, 1994, 185-216.
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  25. Tesar, Linda and Werner, Ingrid. The Internationalization of Securities Markets Since the 1987 Crash. Brookings-Wharton Papers on Financial Services, The Brookings Institution, 1998.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Information acquisition and learning from prices over the business cycle. (2014). Ohl, Björn ; Mäkinen, Taneli ; Mkinen, Taneli .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_946_14.

    Full description at Econpapers || Download paper

  2. Noise and aggregation of information in large markets. (2013). Uroevi, Branko ; Garcia, Diego .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:3:p:526-549.

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  3. Rational expectations equilibrium with uncertain proportion of informed traders. (2013). Gao, Feng ; Wang, Jun ; Song, Fengming .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:3:p:387-413.

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  4. Speculative dynamics in the term structure of interest rates. (2012). Nimark, Kristoffer.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1194.

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  5. Liquidity and asset prices in rational expectations equilibrium with ambiguous information. (2011). Werner, Jan ; Ozsoylev, Han.
    In: Economic Theory.
    RePEc:spr:joecth:v:48:y:2011:i:2:p:469-491.

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  6. The Real Effects of Financial Markets. (2011). Edmans, Alex ; Bond, Philip ; Goldstein, Itay.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17719.

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  7. Equilibrium Information Acquisition, Prediction Abilities and Asset Prices. (2011). Guo, Wen-Chung.
    In: Computational Economics.
    RePEc:kap:compec:v:37:y:2011:i:1:p:89-111.

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  8. Higher order expectations, illiquidity, and short-term trading. (2011). Vives, Xavier ; Cespa, Giovanni.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0915.

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  9. Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff. (2010). NAPP, Clotilde ; Jouini, Elyès.
    In: Post-Print.
    RePEc:hal:journl:halshs-00488481.

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  10. Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity. (2010). Vives, Xavier ; Manzano, Carolina.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3137.

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  11. Rational Attention Allocation Over the Business Cycle. (2009). Veldkamp, Laura ; Van Nieuwerburgh, Stijn ; Kacperczyk, Marcin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15450.

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  12. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2009). Vives, Xavier ; Cespa, Giovanni.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7506.

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  13. Testing Asymmetric-Information Asset Pricing Models. (2009). Ljungqvist, Alexander ; Kelly, Bryan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7180.

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  14. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2009). Vives, Xavier ; Cespa, Giovanni.
    In: CESifo Working Paper Series.
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  15. A Computational View of Market Efficiency. (2009). Lo, Andrew ; Hasanhodzic, Jasmina ; Viola, Emanuele .
    In: Papers.
    RePEc:arx:papers:0908.4580.

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  16. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2008). Vives, Xavier ; Cespa, Giovanni.
    In: CSEF Working Papers.
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  17. Amplification and asymmetry in crashes and frenzies. (2008). Ozsoylev, Han.
    In: Annals of Finance.
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  18. Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model. (2008). NAPP, Clotilde ; Jouini, Elyès.
    In: Post-Print.
    RePEc:hal:journl:halshs-00176630.

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  19. Information Sales and Insider Trading with Long-lived Information. (2007). Cespa, Giovanni.
    In: CSEF Working Papers.
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  20. Sudden Flight and True Sudden Stops. (2007). Warnock, Francis ; Rothenberg, Alexander D..
    In: The Institute for International Integration Studies Discussion Paper Series.
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  21. Dynamic trading and asset prices: Keynes vs. Hayek. (2007). Vives, Xavier ; Cespa, Giovanni.
    In: IESE Research Papers.
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  22. Financial Contagion and Attention Allocation. (2006). Mondria, Jordi.
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  23. Sudden Flight and True Sudden Stops. (2006). Warnock, Francis ; Rothenberg, Alexander D..
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  24. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2006). van Wincoop, Eric ; Bacchetta, Philippe.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:3:p:552-576.

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  25. Optimal research in financial markets with heterogeneous private information; a rational expectations model. (2005). Tinn, Katrin.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
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  26. Informational asymmetries and a multiplier effect on price correlation and trading. (2005). Pinheiro, Marcelo.
    In: Annals of Finance.
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  27. Characterizing Asymmetric Information in International Equity Markets. (2004). Schneider, Martin ; Bauer, Gregory ; Albuquerque, Rui.
    In: International Finance.
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  28. Noise and aggregation of information in large markets. (2004). Urosevic, Branko ; Garcia, Diego .
    In: Economics Working Papers.
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  29. Information Markets and the Comovement of Asset Prices. (2004). Veldkamp, Laura.
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  30. Essays on Speculation. (2004). Zurita, Felipe.
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  31. International Equity Flows and Returns: A Quantitative Equilibrium Approach. (2004). Schneider, Martin ; Bauer, Gregory ; Albuquerque, Rui.
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  37. Short-term investment and equilibrium multiplicity. (2002). Cespa, Giovanni.
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  38. On the Possibility of Stock Market Crashes in the Absence of Portfolio Insurance. (1999). Barlevy, Gadi ; Veronesi, Pietro.
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  39. A rational expectations model of financial contagion. (1998). Kodres, Laura E. ; Pritsker, Matthew.
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  40. Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market. (1997). Safvenblad, Patrik.
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  41. Lead-Lag Effects When Prices Reveal Cross-Security Information. (1997). Safvenblad, Patrik.
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  42. Information quality, performance measurement, and security demand in rational expectations economies. (1995). Noe, Thomas ; Ramamurtie, Buddhavarapu Sailesh.
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  43. Bid-Ask Spreads with Indirect Competition Among Specialists. (1994). Jackson, Matthew ; Gehrig, Thomas.
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  44. Differential information and dynamic behavior of stock trading volume. (1994). He, Hua ; He, Hua., .
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  45. Insider trading and market manipulations--existence and uniqueness of equilibrium. (1991). Rochet, Jean ; Vila, Jean-Luc., .
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  46. Expectativas racionales, competencia perfecta y comportamiento estratégico en los mercados financieros. (1991). Caballe, Jordi.
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  47. Crash Testing the Efficient Market Hypothesis. (1988). French, Kenneth .
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  48. Banking panics, information, and rational expectations equilibrium. (1988). Aiyagari, S..
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  49. Speculative Behavior of Institutional Investors. (1986). Shiller, Robert ; Pound, John .
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  50. Asset Prices in a Time Series Model with Disparately Informed, Competative Traders. (1986). Singleton, Kenneth.
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