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The portfolio flows of international investors

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Author Info
Froot, Kenneth A.
O'Connell, Paul G. J.
Seasholes, Mark S.

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Abstract

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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 59 (2001)
Issue (Month): 2 (February)
Pages: 151-193
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Handle: RePEc:eee:jfinec:v:59:y:2001:i:2:p:151-193

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Web page: http://www.elsevier.com/locate/inca/505576

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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. Kenneth A. Froot & Paul G.J. O'Connell, . "On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance," Center for Financial Institutions Working Papers 97-24, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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  2. Bohn, Henning & Tesar, Linda L, 1996. "U.S. Equity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing?," American Economic Review, American Economic Association, vol. 86(2), pages 77-81, May. [Downloadable!] (restricted)
  3. John Clark & Elizabeth Berko, 1996. "Foreign investment fluctuations and emerging market stock returns: the case of Mexico," Research Paper 9635, Federal Reserve Bank of New York. [Downloadable!]
  4. Warther, Vincent A., 1995. "Aggregate mutual fund flows and security returns," Journal of Financial Economics, Elsevier, vol. 39(2-3), pages 209-235. [Downloadable!] (restricted)
  5. Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November. [Downloadable!] (restricted)
  6. Lo, Andrew W & MacKinlay, A Craig, 1990. "When Are Contrarian Profits Due to Stock Market Overreaction?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 3(2), pages 175-205. [Downloadable!] (restricted)
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  7. Linda L. Tesar & Ingrid M. Werner, 1994. "International Equity Transactions and U.S. Portfolio Choice," NBER Chapters, in: The Internationalization of Equity Markets, pages 185-227 National Bureau of Economic Research, Inc. [Downloadable!]
  8. Scholes, Myron S, 1972. "The Market for Securities: Substitution versus Price Pressure and the Effects of Information on Share Prices," Journal of Business, University of Chicago Press, vol. 45(2), pages 179-211, April. [Downloadable!] (restricted)
  9. Tesar, Linda L. & Werner, Ingrid M., 1995. "Home bias and high turnover," Journal of International Money and Finance, Elsevier, vol. 14(4), pages 467-492, August. [Downloadable!] (restricted)
  10. Linda L. Tesar & Ingrid M. Werner, 1994. "International Equity Transactions and U.S. Portfolio Choice," NBER Working Papers 4611, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. Jeffrey A. Frankel, 1994. "The Internationalization of Equity Markets," NBER Working Papers 4590, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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