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Home bias and international capital asset pricing model with human capital

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  • Coen, Alain
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    Article provided by Elsevier in its journal Journal of Multinational Financial Management.

    Volume (Year): 11 (2001)
    Issue (Month): 4-5 (December)
    Pages: 497-513

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    Handle: RePEc:eee:mulfin:v:11:y:2001:i:4-5:p:497-513

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    Web page: http://www.elsevier.com/locate/mulfin

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    References

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    Cited by:
    1. 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.
    2. Lally, Martin & Swidler, Steve, 2008. "Betas, market weights and the cost of capital: The example of Nokia and small cap stocks on the Helsinki Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 805-819, December.
    3. Giofré, Maela, 2009. "The role of information asymmetries and inflation hedging in international equity portfolios," Journal of Multinational Financial Management, Elsevier, vol. 19(4), pages 237-255, October.
    4. Mishra, Anil, 2013. "Measures of Equity Home Bias Puzzle," MPRA Paper 51223, University Library of Munich, Germany.

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