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Citations of
Kenneth R. French

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The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. 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.

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Working papers

  1. Kenneth R. French & James M. Poterba, 1991. "Japanese and U.S. Cross-Border Common Stock Investments," NBER Reprints 1537, National Bureau of Economic Research, Inc.
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    Cited by:

    1. Takatoshi Ito & Wen-Ling Lin, 1993. "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Working Papers 4592, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Uppal, Raman & Wang, Tan, 2002. "Model Misspecification and Under-Diversification," CEPR Discussion Papers 3304, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    3. Marianne Baxter & Urban J. Jermann, 1995. "The International Diversification Puzzle is Worse Than You Think," NBER Working Papers 5019, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. Robert J. Shiller & Fumiko Kon-Ya & Yoshiro Tsutsui, 1992. "Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets," Cowles Foundation Discussion Papers 1012, Cowles Foundation, Yale University. [Downloadable!]
    5. Martin Feldstein, 1997. "Tax Policy and International Capital Flows," NBER Working Papers 4851, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Kapteyn, A. & Teppa, F., 2002. "Subjective measures of risk aversion and portfolio choice," Discussion Paper 11, Tilburg University, Center for Economic Research. [Downloadable!]
    7. Karsten Jeske, 2001. "Equity home bias: Can information cost explain the puzzle?," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 31-42. [Downloadable!]
    8. Paolo Pesenti & Eric van Wincoop, 1996. "Do Nontraded Goods Explain the Home Bias Puzzle?," NBER Working Papers 5784, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Kenneth R. French & James M. Poterba, 1991. "Investor Diversification and International Equity Markets," NBER Working Papers 3609, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Cited by:

    1. Scott Weisbenner & Zoran Ivkovich, 2003. "Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments," NBER Working Papers 9685, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Kalemli-Ozcan, Sebnem & Reshef, Ariell & Sorensen, Bent E & Yosha, Oved, 2006. "Why Does Capital Flow to Rich States?," CEPR Discussion Papers 5635, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    3. Iris Claus & David Haugh & Grant Scobie & Jonas Tornquist, 2001. "Saving and growth in an open economy," Treasury Working Paper Series 01/32, New Zealand Treasury. [Downloadable!]
    4. Blackburn, Keith & Forgues-Puccio, Gonzalo F., 2006. "Financial Liberalisation, Bureaucratic Corruption and Economic," Proceedings of the German Development Economics Conference, Berlin 2006 8, Verein für Socialpolitik, Research Committee Development Economics. [Downloadable!]
    5. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, EconWPA. [Downloadable!]
    6. Marie-Paule Laurent, 2003. "Indices as diversification instruments in Europe," Working Papers CEB 03-004.RS, Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB). [Downloadable!]
    7. Karen K. Lewis, 1997. "Are Countries with Official International Restrictions "Liquidity Constrained?"," NBER Working Papers 5991, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. Garry Young, . "The implications of an ageing population for the UK economy," Bank of England working papers 159, Bank of England. [Downloadable!]
    9. Roberto A. De Santis & Paul Ehling, 2007. "Do international portfolio investors follow firms’ foreign investment decisions?," Working Paper Series 815, European Central Bank. [Downloadable!]
    10. Giannis Vardas & Anastasios Xepapadeas, 2004. "Uncertainty Aversion, Robust Control and Asset Holdings," Working Papers 0402, University of Crete, Department of Economics. [Downloadable!]
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    11. Michael R. Veall, 1999. "Did Tax Flattening Affect RRSP Contributions?," Quantitative Studies in Economics and Population Research Reports 342, McMaster University. [Downloadable!]
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    12. John F. Helliwell, 2004. "Demographic Changes and International Factor Mobility," NBER Working Papers 10945, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    13. Chuhan, Punam & DEC, 1994. "Are institutional investors an important source of portfolio investment in emerging markets?," Policy Research Working Paper Series 1243, The World Bank. [Downloadable!]
    14. Coeurdacier , Nicolas & Martin, Philippe, 2007. "The geography of asset holdings: Evidence from Sweden," Working Paper Series 202, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    15. 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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    16. Sorensen, Bent E & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2005. "Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth," CEPR Discussion Papers 5113, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    17. Kraay, Aart & Ventura, Jaume, 1997. "Current accounts in debtor and creditor countries," Policy Research Working Paper Series 1825, The World Bank. [Downloadable!]
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    18. Jean-François L'Her & Jean-Marc Suret, 1997. "Liberalization, Political Risk and Stock Market Returns in Emerging Markets," CIRANO Working Papers 97s-15, CIRANO. [Downloadable!]
    19. Johann Scharler, 2004. "International Risk Sharing and Investor Protection: Some Evidence from the EU-15," Economics Bulletin, Economics Bulletin, vol. 6(23), pages 1-13. [Downloadable!]
    20. Acharya, Viral V & Bisin, Alberto, 2003. "Optimal Financial Market Integration and Security Design," CEPR Discussion Papers 3852, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    21. Coeurdacier, Nicolas & Martin, Philippe, 2007. "The Geography of Asset Trade and the Euro: Insiders and Outsiders," CEPR Discussion Papers 6032, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    22. Boeters, Stefan & Böhringer, Christoph & Büttner, Thiess & Kraus, Margit, 2006. "Economic Effects of VAT Reform in Germany," ZEW Discussion Papers 06-30, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    23. Kenning, Peter & Mohr, Peter & Erk, Susanne & Walter, Henrik & Plassmann, Hilke, 2006. "The role of fear in home-biased decision making: first insights from neuroeconomics," MPRA Paper 1076, University Library of Munich, Germany, revised 18 Nov 2006. [Downloadable!]
    24. Thomas Flavin & Ekaterini Panopoulou, 2006. "International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility," The Institute for International Integration Studies Discussion Paper Series iiisdp167, IIIS. [Downloadable!]
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    25. Bravo-Ortega, Claudio, 2005. "Does asymmetric information cause the home equity bias?," Policy Research Working Paper Series 3495, The World Bank. [Downloadable!]
    26. Janet Ceglowski, 1998. "Has globalization created a borderless world?," Business Review, Federal Reserve Bank of Philadelphia, issue Mar, pages 17-27. [Downloadable!]
    27. Hans Andersson & B. Sailesh Ramamurtie & Bharat Ramaswami, 1995. "Off-farm income and risk reduction in agriculture: when does it matter?," Working Paper 95-14, Federal Reserve Bank of Atlanta. [Downloadable!]
    28. Sebnem Kalemi-Ozcan & Bent E. Sorensen & Oved Yosha, 2000. "Risk Sharing and Sectoral Specialization: Regional and International Evidence," Econometric Society World Congress 2000 Contributed Papers 1582, Econometric Society. [Downloadable!]
    29. Gilad Aharonovitz, 2006. "Migration of Firms, Home Bias and the Geographical Distribution of Growth," DEGIT Conference Papers c011_038, DEGIT, Dynamics, Economic Growth, and International Trade. [Downloadable!]
    30. Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2005. "The Only Game in Town: Stock-Price Consequences of Local Bias," NBER Working Papers 11488, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    31. Stephanos Papadamou & Costas Siriopoulos, 2004. "American equity mutual funds in European markets: Hot hands phenomenon and style analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(2), pages 85-97. [Downloadable!]
    32. Enrique Martinez-Garcia, 2008. "Globalization and monetary policy: an introduction," Globalization and Monetary Policy Institute Working Paper 11, Federal Reserve Bank of Dallas. [Downloadable!]
    33. James M. Poterba, 1998. "Population Age Structure and Asset Returns: An Empirical Investigation," NBER Working Papers 6774, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    34. Michael Haliassos, 2002. "Stockholding: Recent Lessons from Theory and Computations," University of Cyprus Working Papers in Economics 0206, University of Cyprus Department of Economics. [Downloadable!]
    35. Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2001. "Social Interaction and Stock-Market Participation," NBER Working Papers 8358, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    36. Neeman, Zvika & Paserman, Marco Daniele & Simhon, Avi, 2003. "Corruption and Openness," CEPR Discussion Papers 4057, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    37. Axel Boersch-Supan & Alexander Ludwig & Joachim Winter, 2001. "Aging and International Capital Flows," NBER Working Papers 8553, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    38. Cao , Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007. "Fear of the Unknown: Familiarity and Economic Decisions," MPRA Paper 6512, University Library of Munich, Germany. [Downloadable!]
    39. Antonin Aviat & Nicolas Coeurdacier, 2004. "The geography of trade in goods and asset holdings," DELTA Working Papers 2004-10, DELTA (Ecole normale supérieure). [Downloadable!]
    40. Oxelheim, Lars, 2000. "Routes to Equity Market Integration - The Interplay between Politicians, Investors and Managers," Working Paper Series 526, Research Institute of Industrial Economics. [Downloadable!]
    41. Yochanan Shachmurove, 2001. "Dynamic Co-movements of Stock Indices: The Emerging Middle Eastern and the United States Markets," Penn CARESS Working Papers ddffc4204cf90a8523fb64134, UCLA Department of Economics. [Downloadable!]
    42. Carlos Viana de Carvalho & Kevin Amonlirdviman, 2004. "Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias," Econometric Society 2004 Latin American Meetings 61, Econometric Society. [Downloadable!]
    43. Burkhard Heer & Holger Schmieding & Alexander Mende & Ivar Bredesen, 2002. "Book reviews," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 127(4), pages 747-759, December. [Downloadable!] (restricted)
    44. Uppal, Raman & Wang, Tan, 2002. "Model Misspecification and Under-Diversification," CEPR Discussion Papers 3304, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    45. Laurens Swinkels & Pieter Van Der Sluis, 2006. "Return-based style analysis with time-varying exposures," European Journal of Finance, Taylor and Francis Journals, vol. 12(6-7), pages 529-552, October. [Downloadable!] (restricted)
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    46. John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2004. "Look at me now: the role of cross-listing in attracting U.S. investors," International Finance Discussion Papers 815, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    47. 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!]
    48. Lindberg, Sara, 1999. "Consumption and Capital Mobility in the Nordic Countries," Working Paper Series 1999:6, Uppsala University, Department of Economics. [Downloadable!]
    49. John Geanakoplos & Michael Magill & Martine Quinzii, 2004. "Demography and the Long Run Behavior of the Stock Market," Levine's Bibliography 122247000000000643, UCLA Department of Economics. [Downloadable!]
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    50. K Blackburn & G Forgues-Puccio, 2005. "Public Expenditures, Bureaucratic Corruption and Economic Development," Centre for Growth and Business Cycle Research Discussion Paper Series 54, Economics, The Univeristy of Manchester. [Downloadable!]
    51. Mihir A. Desai & James R. Hines Jr., 1997. "Excess Capital Flows and the Burden of Inflation in Open Economies," NBER Working Papers 6064, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    52. Rene M. Stulz & Walter Wasserfallen, 1992. "Foreign Equity Investment Restrictions and Shareholder Wealth Maximization," NBER Working Papers 4217, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    53. Fabio Canova & Gianni De Nicoló, 2003. "The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries," IMF Staff Papers, Palgrave Macmillan Journals, vol. 50(2), pages 4. [Downloadable!] (restricted)
    54. David Goldreich, 2004. "Behavioral Biases of Dealers in U.S. Treasury Auctions," Working Papers 2004.143, Fondazione Eni Enrico Mattei. [Downloadable!]
    55. Laura Bottazzi & Marco Da Rin & Thomas Hellmann, . "The Importance of Trust for Investment: Evidence from Venture Capital," Working Papers 325, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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    56. Michael Fidora & Marcel Fratzscher & Christian Thimann, 2006. "Home bias in global bond and equity markets - the role of real exchange rate volatility," Working Paper Series 685, European Central Bank. [Downloadable!]
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    57. Roger Gordon, 2003. "Do Publicly Traded Corporations Act in the Public Interest?," Advances in Economic Analysis & Policy, Berkeley Electronic Press, vol. 3(1), pages 1013-1013. [Downloadable!] (restricted)
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    58. Lane, Philip R., 1999. "Do International Investment Income Flows Smooth Income?," CEPR Discussion Papers 2123, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    59. Jeffrey Frankel & Sergio Schmukler, 2006. "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series 1028, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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    60. John R. Graham & Campbell R. Harvey & Hai Huang, 2005. "Investor Competence, Trading Frequency, and Home Bias," NBER Working Papers 11426, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    61. Jeffrey A. Frankel & Sergio L. Schmukler, 1996. "Country Fund Discounts, Asymmetric Information and the Mexican Crisis of 1994: Did Local Residents Turn Pessimistic Before International Investors?," NBER Working Papers 5714, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    62. Steffen Huck & Kai Konrad, 2003. "Strategic Trade Policy and the Home Bias in Firm Ownership Structure," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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    63. Iftekhar Hasan & Yusif Simaan, 1999. "A Rational Explanation For Home Country Bias," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-067, New York University, Leonard N. Stern School of Business-. [Downloadable!]
    64. Hans Eijgenhuijsen, Adrian Buckley, 1999. "An overview of returns in Europe," European Journal of Finance, Taylor and Francis Journals, vol. 5(3), pages 276-297, September. [Downloadable!] (restricted)
    65. Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 2000. "Risk sharing and industrial specialization ; regional and international evidence," Research Working Paper RWP 00-06, Federal Reserve Bank of Kansas City. [Downloadable!]
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    66. Jaume Ventura, 2002. "Towards a Theory of Current Accounts," NBER Working Papers 9163, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    67. 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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    68. 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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    69. Jeffrey R. Brown & Zoran Ivkovich & Paul A. Smith & Scott Weisbenner, 2004. "The Geography of Stock Market Participation: The Influence of Communities and Local Firms," NBER Working Papers 10235, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    70. Kraay, Aart & Loayza, Norman & Servén, Luis & Ventura, Jaume, 2001. "Country Portfolios," CEPR Discussion Papers 2974, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    71. Maurice Obstfeld, 2000. "The Global Capital Market: Benefactor or Menace?," International Finance 0004001, EconWPA. [Downloadable!]
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    72. Michael Magill, 2004. "Demography and the Stock Market," Theory workshop papers 658612000000000080, UCLA Department of Economics. [Downloadable!]
    73. Thomas J.Flavin & Ekaterini Panopoulou, 2007. "On the robustness of international portfolio diversification benefits to regime-switching volatility," Economics, Finance and Accounting Department Working Paper Series n1801007.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
    74. Axel Börsch-Supan & Alexander Ludwig & Joachim Winter, 2004. "Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model," MEA discussion paper series 04064, Mannheim Research Institute for the Economics of Aging, University of Mannheim. [Downloadable!]
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    75. Cai, Fang & Warnock, Francis E., 2005. "International diversification at home and abroad," Discussion Paper Series 1: Economic Studies 2005,06, Deutsche Bundesbank, Research Centre. [Downloadable!]
    76. Andrew K. Rose & Charles Engel, 2000. "Currency Unions and International Integration," NBER Working Papers 7872, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    77. Dean Yang, 2006. "Coping with Disaster: The Impact of Hurricanes on International Financial Flows, 1970-2002," NBER Working Papers 12794, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    78. Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2008. "Are Professional Investors Sophisticated?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-397, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    79. 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!]
    80. Vadym Volosovych, 2006. "Financial Markets Integration, Risk Sharing, and Investor Protection: Theory and Evidence," Working Papers 06008, Department of Economics, College of Business, Florida Atlantic University, revised Oct 2007. [Downloadable!]
    81. Norbert Funke & Faisal Ahmed & Rabah Arezki, 2005. "The Composition of Capital Flows: Is South Africa Different?," IMF Working Papers 05/40, International Monetary Fund. [Downloadable!]
    82. Börsch-Supan, Axel, 2005. "Risiken im Lebenszyklus: Theorie und Evidenz," Sonderforschungsbereich 504 Publications 05-05, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    83. Das, Sanjiv Ranjan & Uppal, Raman, 2002. "Systemic Risk and International Portfolio Choice," CEPR Discussion Papers 3305, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    84. Michael ARTIS & Mathias HOFFMANN, 2003. "Home Bias and the Structure of International and Regional Business Cycles," Economics Working Papers ECO2003/15, European University Institute. [Downloadable!]
    85. José L. B. Fernandes & Augusto Hasman & Juan Ignacio Peña, 2006. "Risk Premium: Insights Over The Threshold," Working Papers Series 126, Central Bank of Brazil, Research Department. [Downloadable!]
    86. Roger H. Gordon & A. Lans Bovenberg, 1994. "Why is Capital so Immobile Internationally?: Possible Explanations and Implications for Capital Income Taxation," NBER Working Papers 4796, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    87. John Clark & Elizabeth Berko, 1997. "Foreign investment fluctuations and emerging market stock returns: the case of Mexico," Staff Reports 24, Federal Reserve Bank of New York. [Downloadable!]
    88. Anna Maffioletti & Michele Santoni, 2001. "Do trade union leaders violate subjective expected utility? Some insight from experimental data," Departemental Working Papers 2001-15, Department of Economics University of Milan Italy.
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    89. Roger H. Gordon & James R. Hines Jr., 2002. "International Taxation," NBER Working Papers 8854, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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      • Gordon, Roger H. & Hines, James Jr, 2002. "International taxation," Handbook of Public Economics, in: A. J. Auerbach & M. Feldstein (ed.), Handbook of Public Economics, edition 1, volume 4, chapter 28, pages 1935-1995 Elsevier. [Downloadable!] (restricted)
    90. Yakov Ben-Haim & Karsten Jeske, 2003. "Home bias in financial markets: robust satisficing with info gaps," Working Paper 2003-35, Federal Reserve Bank of Atlanta. [Downloadable!]
    91. Nellie Liang & Scott Weisbenner, 2002. "Investor behavior and the purchase of company stock in 401(k) plans - the importance of plan design," Finance and Economics Discussion Series 2002-36, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    92. Maurice Obstfeld & Kenneth Rogoff, 2000. "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?," NBER Working Papers 7777, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    93. Lewer, J.J. & Saenz, M., 2004. "Efectos de la liberalizacion financiera sobre el comercio exterior: Modelo gravitacional de Latinoamerica, 1995-99," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, vol. 4(2). [Downloadable!]
    94. Mehmet Fatih Ekinci & Sebnem Kalemli-Ozcan & Bent Sorensen, 2007. "Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust," NBER Working Papers 13440, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    95. Jun-Koo Kang & Rene M. Stulz, 1995. "Why Is There a Home Bias? An Analysis of Foreign Portfolio Equity Ownership in Japan," NBER Working Papers 5166, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    96. Stefano Athanasoulis & Eric van Wincoop, 1997. "Growth uncertainty and risksharing," Staff Reports 30, Federal Reserve Bank of New York. [Downloadable!]
    97. Hartmann, Daniel & Pierdzioch, Christian, 2006. "International Equity Flows and the Predictability of U.S. Stock Returns," MPRA Paper 562, University Library of Munich, Germany, revised Apr 2006. [Downloadable!]
    98. Tongxuan Yang, 2003. "Defined Benefit Pension Plan Liabilities and International Asset Allocation," Working Papers wp058, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
    99. Vincent Labhard & Michael Sawicki, . "International and intranational consumption risk sharing: the evidence for the United Kingdom and OECD," Bank of England working papers 302, Bank of England. [Downloadable!]
    100. Rene M. Stulz, 1994. "International Portfolio Choice and Asset Pricing: An Integrative Survey," NBER Working Papers 4645, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    101. Amir Amadi & Paul Bergin, 2006. "Understanding International Portfolio Diversification and Turnover Rates," NBER Working Papers 12473, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    102. Fang Cai & Francis E. Warnock, 2006. "International Diversification at Home and Abroad," NBER Working Papers 12220, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    103. Calderon, Cesar & Loayza, Norman & Serven, Luis, 2003. "Do capital flows respond to risk and return?," Policy Research Working Paper Series 3059, The World Bank. [Downloadable!]
    104. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance 0405006, EconWPA. [Downloadable!]
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    105. Giammario Impullitti, 2008. "International Competition and U.S. R&D Subsidies: A Quantitative Welfare Analysis," Economics Working Papers ECO2008/11, European University Institute. [Downloadable!]
    106. John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380R, Cowles Foundation, Yale University, revised Jul 2004. [Downloadable!]
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    107. Nellie Liang & Scott Weisbenner, 2002. "Investor Behavior and the Purchase of Company Stock in 401(k) Plans - The Importance of Plan Design," NBER Working Papers 9131, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    108. Fang Cai & Francis E. Warnock, 2005. "International Diversification at Home and Abroad," Kiel Working Papers 1246, Kiel Institute for the World Economy. [Downloadable!]
    109. Egil Matsen & Øystein Thøgersen, 2000. "Financial Integration and Consumption Comovements in the Nordic Countries," Working Paper Series 1502, Department of Economics, Norwegian University of Science and Technology. [Downloadable!]
    110. Sujoy Mukerji & Jean-Marc Tallon, 2000. "Ambiguity Aversion and Incompleteness of Financial Markets," Economics Series Working Papers 046, University of Oxford, Department of Economics. [Downloadable!]
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    111. Rita D’Ecclesia & Mauro Costantini, 2006. "Comovements and correlations in international stock markets," European Journal of Finance, Taylor and Francis Journals, vol. 12(6-7), pages 567-582, October. [Downloadable!] (restricted)
    112. Fernando Restoy & Rosa Rodríguez, 2006. "Can Fundamentals Explain Cross-Country Correlations of Asset Returns?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 127(3), pages 585-598, October. [Downloadable!] (restricted)
    113. 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!]
    114. Urban J. Jermann, 1998. "International Portfolio Diversification and Labor/Leisure Choice," NBER Working Papers 6382, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    115. Miklós Koren, 2003. "Financial Globalization, Portfolio Diversification, and the Pattern of International Trade," IMF Working Papers 03/233, International Monetary Fund. [Downloadable!]
    116. Dimitrios Christelis & Dimitris Georgarakos, 2008. "Investing at Home and Abroad: Different Costs, Different People?," CSEF Working Papers 188, Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy. [Downloadable!]
    117. John R. Graham & Campbell R. Harvey, 2001. "Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective," NBER Working Papers 8678, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    118. Keith Sill, 2001. "The gains from international risk-sharing," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 23-32. [Downloadable!]
    119. Patrick F. Rowland & Linda L. Tesar, 2004. "Multinationals and the Gains from International Diversification," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 789-826, October. [Downloadable!] (restricted)
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    120. Lütje, Torben & Menkhoff, Lukas, 2004. "What Drives Home Bias? Evidence from Fund Managers Views," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-296, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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    121. Zoran Ivkovich & Clemens Sialm & Scott Weisbenner, 2004. "Portfolio Concentration and the Performance of Individual Investors," NBER Working Papers 10675, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    122. Jack H. Rubens & David A. Louton & Elizabeth J. Yobaccio, 1998. "Measuring the Significance of Diversification Gains," Journal of Real Estate Research, American Real Estate Society, vol. 16(1), pages 73-86. [Downloadable!]
    123. Faccio, Mara & Parsley, Davie, 2007. "Sudden Deaths: Taking Stock of Geographic Ties," MPRA Paper 6042, University Library of Munich, Germany. [Downloadable!]
    124. Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 2004. "Asymmetric Shocks and Risk Sharing in a Monetary Union: Updated Evidence and Policy Implications for Europe," Working Papers 2004-05, Department of Economics, University of Houston. [Downloadable!]
      Other versions:
    125. David Burgess & Joel Fried, 1999. "Canadian Retirement Savings Plans and the Foreign Property Rule," Canadian Public Policy, University of Toronto Press, vol. 25(3), pages 395-416, September. [Downloadable!] (restricted)
    126. Martin Feldstein, 1994. "Tax policy and international capital flows," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 127(4), pages 675-697, December. [Downloadable!] (restricted)
    127. Fernando Restoy & Rosa Rodríguez, 2005. "Can fundamentals explain cross-country correlations of asset returns?," Banco de España Working Papers 0540, Banco de España. [Downloadable!]
    128. Fabrice Collard & Harris Dellas & Behzad Diba & Alan Stockman, 2007. "Goods Trade and International Equity Portfolios," NBER Working Papers 13612, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    129. Martin Feldstein, 1997. "Tax Policy and International Capital Flows," NBER Working Papers 4851, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    130. Mohammed Aba Al-Khail & Tom Berglund, 2001. "The Impact Of The Emu On International Portfolio Investments," Departmental Working Papers 141, Tor Vergata University, CEIS. [Downloadable!]
    131. Kapteyn, A. & Teppa, F., 2002. "Subjective measures of risk aversion and portfolio choice," Discussion Paper 11, Tilburg University, Center for Economic Research. [Downloadable!]
    132. Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006. "Stock market volatiltity around national elections," MPRA Paper 302, University Library of Munich, Germany, revised Nov 2006. [Downloadable!]
    133. Michael E. Drew & Leonard Chong, 2002. "Stock Market Interdependence: Evidence from Australia," School of Economics and Finance Discussion Papers and Working Papers Series 106, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    134. Barbara Berkel, 2006. "The EMU and German Cross-Border Portfolio Flows," MEA discussion paper series 06110, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
    135. Dimitrios Christelis & Dimitris Georgarakos & Michael Haliassos, 2008. "Economic Integration and Mature Portfolios," CSEF Working Papers 194, Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy. [Downloadable!]
    136. 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, University of Mannheim. [Downloadable!]
    137. Sascha Becker & Mathias Hoffmann, 2003. "Intra-and International Risk-Sharing in the Short Run and the Long Run," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
      Other versions:
    138. Alan G. Ahearne & William L. Griever & Francis E. Warnock, 2000. "Information costs and home bias: an analysis of U.S. holdings of foreign equities," International Finance Discussion Papers 691, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    139. Eric van Wincoop & Jane Marrinan, 1996. "Public and Private Saving and Investment," Economics Working Papers 172, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
      Other versions:
    140. Steffen Huck & Kai Konrad, 2003. "Strategic Trade Policy and Merger Profitability," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
    141. Charles Engel & Akito Matsumoto, 2005. "Portfolio Choice in a Monetary Open-Economy DSGE Model," IMF Working Papers 05/165, International Monetary Fund. [Downloadable!]
      Other versions:
    142. Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," CEPR Discussion Papers 6482, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    143. Bernard Dumas, 1993. "Partial- Vs. General-Equilibrium Models of the International Capital Market," NBER Working Papers 4446, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    144. Mark Carey, 2004. "Global financial integration: a collection of new research," International Finance Discussion Papers 821, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    145. Ronald J. Balvers & Yangru Wu, 2004. "Momentum and Mean Reversion Across National Equity Markets," Working Papers 04-11, Department of Economics, West Virginia University. [Downloadable!]
      Other versions:
    146. James A. Bennett & Leslie Young, 1999. "International Stock Market Equilibrium with Heterogenous Tastes," American Economic Review, American Economic Association, vol. 89(3), pages 639-648, June. [Downloadable!] (restricted)
    147. Linda L. Tesar & Ingrid M. Werner, 1992. "Home Bias and the High Turnover," NBER Working Papers 4218, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    148. Axel Boersch-Supan & Alexander Ludwig, 2005. "Aging, pension reform, and capital flows: A multi-country simulation model," Computing in Economics and Finance 2005 123, Society for Computational Economics. [Downloadable!]
    149. Faccio, Mara & Parsley, David, 2006. "Sudden Deaths: Taking Stock of Political Connections," CEPR Discussion Papers 5460, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    150. Barbara Berkel, 2006. "The EMU and German Cross-Border Portfolio Flows," MEA discussion paper series 06110, Mannheim Research Institute for the Economics of Aging, University of Mannheim. [Downloadable!]
    151. Juan Pedro Gomez, 2008. "The effect of relative wealth concerns on the cross-section of stock returns," Working Papers Economia wp08-12, Instituto de Empresa, Area of Economic Environment. [Downloadable!]
    152. 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!]
      Other versions:
    153. Jose L. B. Fernandes & Augusto Hasman & Juan Ignacio Peña, 2006. "Risk Premium: Insights Over The Threshold," Business Economics Working Papers wb062808, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
    154. Karen K. Lewis, 2006. "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," NBER Working Papers 12697, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    155. Jeffrey A. Frankel, 1994. "The Internationalization of Equity Markets," NBER Working Papers 4590, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    156. Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori, 1999. "Financial Market Globalization: Present and Future," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(3), pages 1-40, December. [Downloadable!]
    157. Melanie Lührmann, 2003. "Demographic Change, Foresight and International Capital Flows," MEA discussion paper series 03038, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
      Other versions:
    158. Fang Cai & Francis E. Warnock, 2004. "International diversification at home and abroad," International Finance Discussion Papers 793, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    159. Herwartz, Helmut & Xu, Fang, 2006. "Panel data model comparison for empirical saving-investment relations," Economics working papers 2006,06, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    160. Rachel A. Campbell & Roman Kräussl, 2006. "Revisiting the Home Bias Puzzle. Downside Equity Risk," CFS Working Paper Series 2006/31, Center for Financial Studies. [Downloadable!]
      Other versions:
    161. Henrik Cronqvist & Richard H. Thaler, 2004. "Design Choices in Privatized Social-Security Systems: Learning from the Swedish Experience," American Economic Review, American Economic Association, vol. 94(2), pages 424-428, May. [Downloadable!] (restricted)
    162. 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!]
    163. Bris, Arturo & Koskinen, Yrjö & Nilsson, Mattias, 2003. "The Euro and Corporate Valuations," Working Paper Series in Economics and Finance 525, Stockholm School of Economics, revised 06 Dec 2003. [Downloadable!]
    164. Börsch-Supan, Axel & Ludwig, Alexander & Winter, Joachim, 2004. "Aging, Pension Reform, and Capital Flows:," Sonderforschungsbereich 504 Publications 04-65, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    165. Aditaya Kaul & Vikas Mehrotra & Blake Phillips, 2006. "Ownership, Foreign Listings, and Market Valuation," CEI Working Paper Series 2005-13, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    166. Michael Brandt & John Cochrane & Pedro Santa-Clara, 2001. "International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!," University of California at Los Angeles, Anderson Graduate School of Management 1015, Anderson Graduate School of Management, UCLA. [Downloadable!]
      Other versions:
    167. Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 1999. "Industrial specialization and the asymmetry of shocks across regions," Research Working Paper 99-06, Federal Reserve Bank of Kansas City. [Downloadable!]
    168. Roberto M. Samaniego, 2006. "Employment Protection and High-Tech Aversion," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(2), pages 224-241, April. [Downloadable!] (restricted)
    169. Stefano ATHANASOULIS & Eric VAN WINCOOP, 1997. "Growth Uncertainty And Risksharing," Economic Report 41, Iowa State University Department of Economics. [Downloadable!]
    170. Karen K. Lewis, 1996. "Consumption, Stock Returns, and the Gains from International Risk-Sharing," NBER Working Papers 5410, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    171. James P. F. Gordon & Poonam Gupta, 2003. "Portfolio Flows into India: Do Domestic Fundamentals Matter?," IMF Working Papers 03/20, International Monetary Fund. [Downloadable!]
    172. Börsch-Supan, Axel, 2004. "GLOBAL AGING - Issues, Answers, More Questions," Sonderforschungsbereich 504 Publications 07-28, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    173. Paolo Pesenti & Eric van Wincoop, 1996. "Do Nontraded Goods Explain the Home Bias Puzzle?," NBER Working Papers 5784, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    174. Yakov Ben-Haim, 2007. "Info-Gap Robust-Satisficing and the Probability of Survival," DNB Working Papers 138, Netherlands Central Bank, Research Department. [Downloadable!]
    175. 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)
    176. Nicolas Coeurdacier & Stéphane Guibaud, 2005. "International equity holdings and stock returns correlations: Does Diversification Matter At All for Portfolio Choice?," PSE Working Papers 2005-23, PSE (Ecole normale supérieure). [Downloadable!]

  3. French, K.R. & Poterba, J.M., 1990. "Are Japanese Stock Prices Too High?," Working papers 547, Massachusetts Institute of Technology (MIT), Department of Economics.
    Published as:

    Cited by:

    1. J. Bradford De Long & Richard Grossman, 1992. "Excess Volatility on the London Stock Market, 1870-1990," J. Bradford De Long's Working Papers _133, University of California at Berkeley, Economics Department. [Downloadable!]
    2. Eli Ofek & Matthew Richardson, 2001. "DotCom Mania: The Rise and Fall of Internet Stock Prices," NBER Working Papers 8630, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Gabriel Hawawini & Donald B. Keim, . "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers 08-99, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
      Other versions:
    4. Joe Peek & Eric S. Rosengren, 1996. "The International Transmission of Financial Shocks: The Case of Japan," Boston College Working Papers in Economics 357, Boston College Department of Economics. [Downloadable!]
      Other versions:
    5. Francesco Brioschi & Giancarlo Giudici & Stefano Paleari, 2000. "Estimating deferred taxation on dividends in business groups," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 21(8), pages 329-338. [Downloadable!]
    6. Lynn Elaine Browne, 2001. "Does Japan offer any lessons for the United States?," New England Economic Review, Federal Reserve Bank of Boston, pages 3-18. [Downloadable!]
    7. Craig Ebert, 1994. "The indicator role of asset prices," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 57, September. [Downloadable!]
    8. Joe Peek & Eric S. Rosengren, 1999. "Japanese banking problems: implications for lending in the United States," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 25-36. [Downloadable!]
    9. Vidhan K. Goyal & Takeshi Yamada, 2001. "Asset Price Shocks, Financial Constraint, and Investment: Evidence from Japan," CEI Working Paper Series 2002-11, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
      Other versions:
    10. Cheolbeom Park, 2006. "The Persistence and Predictive Power of the Dividend-Price Ratio," Departmental Working Papers wp0603, National University of Singapore, Department of Economics. [Downloadable!]
    11. Michael S. Gibson, 1998. ""Big Bang" deregulation and Japanese corporate governance: a survey of the issues," International Finance Discussion Papers 624, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    12. Bhagwan Chowdhry & Sheridan Titman, 1993. "Why Real Interest Rates, Cost of Capital and Price/Earnings Ratios Vary Across Countries," University of California at Los Angeles, Anderson Graduate School of Management 1157, Anderson Graduate School of Management, UCLA. [Downloadable!]
      Other versions:
    13. K.C. Chan & G. Andrew Karolyi & Rene M. Stulz, 1992. "Global Financial Markets and the Risk Premium on U.S. Equity," NBER Working Papers 4074, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    14. Noussair, C.N. & Powell, O.R., 2008. "Peaks and Valleys: Experimental Asset Markets With Non-Monotonic Fundamentals," Discussion Paper 2008-49, Tilburg University, Center for Economic Research. [Downloadable!]
    15. Phillip A. Braun & George M. Constantinides & Wayne E. Ferson, 1992. "Time Nonseparability in Aggregate Consumption: International Evidence," NBER Working Papers 4104, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    16. Wayne E. Ferson & Campbell R. Harvey, 1993. "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns," NBER Working Papers 4595, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    17. Jun-Koo Kang & Rene M. Stulz, 1997. "Is Bank-Centered Corporate Governance Worth It? A Cross-Sectional Analysis of the Performance of Japanese Firms during the Asset Price Deflation," NBER Working Papers 6238, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    18. Michael Andersen & Robert Subbaraman, 1996. "Share Prices and Investment," RBA Research Discussion Papers rdp9610, Reserve Bank of Australia. [Downloadable!]
    19. Wayne E. Ferson & Campbell R. Harvey, 1994. "Sources of Risk and Expected Returns in Global Equity Markets," NBER Working Papers 4622, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    20. Randall J. Pozdena, 1991. "Why banks need commerce powers," Economic Review, Federal Reserve Bank of San Francisco, issue Sum, pages 18-31. [Downloadable!]
    21. Chapelle, Ariane & Szafarz, Ariane, 2003. "Ownership and control: dissecting the pyramid," Economic Literature ULB 2013-765, Université libre de Bruxelles, Libraries. [Downloadable!]
      Other versions:
    22. Alpanda, Sami, 2007. "The Boom-Bust Cycle in Japanese Asset Prices," MPRA Paper 5895, University Library of Munich, Germany. [Downloadable!]
    23. Jun-Koo Kang & Rene M. Stulz, 1994. "How Different is Japanese Corporate Finance? An Investigation of the Information Content of New Security Issues," NBER Working Papers 4908, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    24. Steven N. Kaplan, 1994. "Top Executive Rewards and Firm Performance: A Comparison of Japan and the U.S," NBER Working Papers 4065, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    25. Linda L. Tesar & Ingrid M. Werner, 1992. "Home Bias and the High Turnover," NBER Working Papers 4218, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    26. Robertson, Donald & Wright, Stephen, 1998. "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics 9822, Faculty of Economics, University of Cambridge. [Downloadable!]
    27. Maroney, Neal C. & Naka, Atsuyuki, 2003. "Diversification benefit of Japanese real estate over the last four decades," Working Papers 2003-01, University of New Orleans, Department of Economics and Finance. [Downloadable!]
    28. Thibault Biebuyck & Ariane Chapelle & Ariane Szafarz, 2002. "Les leviers de contrôle des actionnaires majoritaires," Working Papers CEB 03-001.RS, Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB). [Downloadable!]
      Other versions:
    29. Kwangwoo Park, 2002. "Foreign Ownership and Firm Value in Japan," CEI Working Paper Series 2002-15, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    30. Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 1994. "What Determines Expected International Asset Returns?," NBER Working Papers 4660, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  4. Kenneth R. French & James M. Poterba, 1990. "Were Japanes Stock Prices Too High?," NBER Working Papers 3290, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. J. Bradford De Long & Richard Grossman, 1992. "Excess Volatility on the London Stock Market, 1870-1990," J. Bradford De Long's Working Papers _133, University of California at Berkeley, Economics Department. [Downloadable!]
    2. Eli Ofek & Matthew Richardson, 2001. "DotCom Mania: The Rise and Fall of Internet Stock Prices," NBER Working Papers 8630, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Gabriel Hawawini & Donald B. Keim, . "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers 08-99, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
      Other versions:
    4. Joe Peek & Eric S. Rosengren, 1996. "The International Transmission of Financial Shocks: The Case of Japan," Boston College Working Papers in Economics 357, Boston College Department of Economics. [Downloadable!]
      Other versions:
    5. Francesco Brioschi & Giancarlo Giudici & Stefano Paleari, 2000. "Estimating deferred taxation on dividends in business groups," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 21(8), pages 329-338. [Downloadable!]
    6. Lynn Elaine Browne, 2001. "Does Japan offer any lessons for the United States?," New England Economic Review, Federal Reserve Bank of Boston, pages 3-18. [Downloadable!]
    7. Craig Ebert, 1994. "The indicator role of asset prices," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 57, September. [Downloadable!]
    8. Joe Peek & Eric S. Rosengren, 1999. "Japanese banking problems: implications for lending in the United States," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 25-36. [Downloadable!]
    9. Vidhan K. Goyal & Takeshi Yamada, 2001. "Asset Price Shocks, Financial Constraint, and Investment: Evidence from Japan," CEI Working Paper Series 2002-11, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
      Other versions:
    10. Cheolbeom Park, 2006. "The Persistence and Predictive Power of the Dividend-Price Ratio," Departmental Working Papers wp0603, National University of Singapore, Department of Economics. [Downloadable!]
    11. Michael S. Gibson, 1998. ""Big Bang" deregulation and Japanese corporate governance: a survey of the issues," International Finance Discussion Papers 624, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    12. Bhagwan Chowdhry & Sheridan Titman, 1993. "Why Real Interest Rates, Cost of Capital and Price/Earnings Ratios Vary Across Countries," University of California at Los Angeles, Anderson Graduate School of Management 1157, Anderson Graduate School of Management, UCLA. [Downloadable!]
      Other versions:
    13. K.C. Chan & G. Andrew Karolyi & Rene M. Stulz, 1992. "Global Financial Markets and the Risk Premium on U.S. Equity," NBER Working Papers 4074, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    14. Noussair, C.N. & Powell, O.R., 2008. "Peaks and Valleys: Experimental Asset Markets With Non-Monotonic Fundamentals," Discussion Paper 2008-49, Tilburg University, Center for Economic Research. [Downloadable!]
    15. Phillip A. Braun & George M. Constantinides & Wayne E. Ferson, 1992. "Time Nonseparability in Aggregate Consumption: International Evidence," NBER Working Papers 4104, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    16. Wayne E. Ferson & Campbell R. Harvey, 1993. "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns," NBER Working Papers 4595, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    17. Jun-Koo Kang & Rene M. Stulz, 1997. "Is Bank-Centered Corporate Governance Worth It? A Cross-Sectional Analysis of the Performance of Japanese Firms during the Asset Price Deflation," NBER Working Papers 6238, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    18. Michael Andersen & Robert Subbaraman, 1996. "Share Prices and Investment," RBA Research Discussion Papers rdp9610, Reserve Bank of Australia. [Downloadable!]
    19. Wayne E. Ferson & Campbell R. Harvey, 1994. "Sources of Risk and Expected Returns in Global Equity Markets," NBER Working Papers 4622, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    20. Chapelle, Ariane & Szafarz, Ariane, 2003. "Ownership and control: dissecting the pyramid," Economic Literature ULB 2013-765, Université libre de Bruxelles, Libraries. [Downloadable!]
      Other versions:
    21. Jun-Koo Kang & Rene M. Stulz, 1994. "How Different is Japanese Corporate Finance? An Investigation of the Information Content of New Security Issues," NBER Working Papers 4908, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    22. Steven N. Kaplan, 1994. "Top Executive Rewards and Firm Performance: A Comparison of Japan and the U.S," NBER Working Papers 4065, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    23. Robertson, Donald & Wright, Stephen, 1998. "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics 9822, Faculty of Economics, University of Cambridge. [Downloadable!]
    24. Maroney, Neal C. & Naka, Atsuyuki, 2003. "Diversification benefit of Japanese real estate over the last four decades," Working Papers 2003-01, University of New Orleans, Department of Economics and Finance. [Downloadable!]
    25. Thibault Biebuyck & Ariane Chapelle & Ariane Szafarz, 2002. "Les leviers de contrôle des actionnaires majoritaires," Working Papers CEB<