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Citations for "The Portfolio Flows of International Investors, I"

by Kenneth A. Froot & Paul G.J. O'Connell & Mark S. Seasholes

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  1. Kim, Jaemin & Landi, James & Yoo, Sean Sehyun, 2009. "Inter-temporal examination of the trading activities of foreign investors in the Korean stock market," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 17(2), pages 243-256, April.
  2. Mark Aguiar & Gita Gopinath, 2004. "Defaultable debt, interest rates, and the current account," Working Papers, Federal Reserve Bank of Boston 04-5, Federal Reserve Bank of Boston.
  3. Ephraim Clark & Konstantinos Kassimatis, 2013. "International equity flows, marginal conditional stochastic dominance and diversification," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 40(2), pages 251-271, February.
  4. William N. Goetzmann & Massimo Massa, 1999. "Daily Momentum And Contrarian Behavior Of Index Fund Investors," Yale School of Management Working Papers, Yale School of Management ysm13, Yale School of Management.
  5. Wang, Jianxin, 2007. "Foreign equity trading and emerging market volatility: Evidence from Indonesia and Thailand," Journal of Development Economics, Elsevier, Elsevier, vol. 84(2), pages 798-811, November.
  6. Kim, Soyoung & Yang, Doo Yong, 2008. "The Impact of Capital Inflows on Emerging East Asian Economies: Is Too Much Money Chasing Too Little Good?," Working Papers on Regional Economic Integration, Asian Development Bank 15, Asian Development Bank.
  7. Rigobon, Roberto, 2003. "On the measurement of the international propagation of shocks: is the transmission stable?," Journal of International Economics, Elsevier, Elsevier, vol. 61(2), pages 261-283, December.
  8. Laura E. Kodres & Matthew Pritsker, 1998. "A rational expectations model of financial contagion," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 1998-48, Board of Governors of the Federal Reserve System (U.S.).
  9. Lesmond, David A., 2005. "Liquidity of emerging markets," Journal of Financial Economics, Elsevier, Elsevier, vol. 77(2), pages 411-452, August.
  10. Samarakoon, Lalith P., 2010. "Asymmetric investor behavior between buyside and sellside: Evidence from investor classes in the Sri Lankan stock market," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 20(2-3), pages 93-113, July.
  11. De Santis, Roberto A. & Ehling, Paul, 2007. "Do international portfolio investors follow firms’ foreign investment decisions?," Working Paper Series, European Central Bank 0815, European Central Bank.
  12. Swanson, Peggy E. & Lin, Anchor Y., 2005. "Trading behavior and investment performance of U.S. investors in global equity markets," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 15(2), pages 99-115, April.
  13. De Santis, Robert A. & Gérard, Bruno, 2009. "International portfolio reallocation: Diversification benefits and European monetary union," European Economic Review, Elsevier, Elsevier, vol. 53(8), pages 1010-1027, November.
  14. Ladekarl, Jeppe & Zervos, Sara, 2004. "Housekeeping and plumbing: the investability of emerging markets," Emerging Markets Review, Elsevier, Elsevier, vol. 5(3), pages 267-294, September.
  15. Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," Working Papers, Bank of Canada 04-42, Bank of Canada.
  16. Coeurdacier, Nicolas & Guibaud, Stéphane, 2006. "International Portfolio Diversification Is Better Than You Think," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School DR 06013, ESSEC Research Center, ESSEC Business School.
  17. Richard Portes & Helene Rey, 1999. "The Determinants of Cross-Border Equity Flows," NBER Working Papers 7336, National Bureau of Economic Research, Inc.
  18. Bofinger, Peter & Wollmershäuser, Timo, 2000. "Options for the exchange rate policies in the EU accession countries (and other emerging market economies)," W.E.P. - Würzburg Economic Papers 13, University of Würzburg, Chair for Monetary Policy and International Economics.
  19. Ülkü, Numan & Karpova, Yekaterina, 2014. "Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 29(C), pages 150-169.
  20. Lizarazo, Sandra Valentina, 2013. "Default risk and risk averse international investors," Journal of International Economics, Elsevier, Elsevier, vol. 89(2), pages 317-330.
  21. Nicholas Barberis & Andrei Shleifer, 2000. "Style Investing," NBER Working Papers 8039, National Bureau of Economic Research, Inc.
  22. Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 1998. "Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997," NBER Working Papers 6661, National Bureau of Economic Research, Inc.
  23. Campbell, John & Schwartz, Allie & Ramadorai, Tarun, 2009. "Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements," Scholarly Articles 2609649, Harvard University Department of Economics.
  24. Werner, Thomas & Stapf, Jelena, 2003. "How wacky is the DAX? The changing structure of German stock market volatility," Discussion Paper Series 1: Economic Studies 2003,18, Deutsche Bundesbank, Research Centre.
  25. Ciner, Cetin & Karagozoglu, Ahmet K., 2008. "Information asymmetry, speculation and foreign trading activity: Emerging market evidence," International Review of Financial Analysis, Elsevier, Elsevier, vol. 17(4), pages 664-680, September.
  26. Khaled GUESMI & Salma FATTOUM, 2014. "The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach," Economics Bulletin, AccessEcon, vol. 34(1), pages 510-519.
  27. repec:ebl:ecbull:v:6:y:2002:i:3:p:1-15 is not listed on IDEAS
  28. Hau, Harald & Rey, Hélène, 2003. "Exchange Rates, Equity Prices and Capital Flows," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3735, C.E.P.R. Discussion Papers.
  29. Hyuk Choe & Bong-Chan Kho & René M. Stulz, 2005. "Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 18(3), pages 795-829.
  30. International Monetary Fund, 2004. "When in Peril, Retrench," IMF Working Papers 04/131, International Monetary Fund.
  31. Karolyi, G. Andrew, 2002. "Did the Asian financial crisis scare foreign investors out of Japan?," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 10(4), pages 411-442, September.
  32. Kamesaka, Akiko & Nofsinger, John R. & Kawakita, Hidetaka, 2003. "Investment patterns and performance of investor groups in Japan," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 11(1), pages 1-22, January.
  33. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999. "The Dynamics of Emerging Market Equity Flows," NBER Working Papers 7219, National Bureau of Economic Research, Inc.
  34. Wongchoti, Udomsak & Wu, Fei & Young, Martin, 2009. "Buy and sell dynamics following high market returns: Evidence from China," International Review of Financial Analysis, Elsevier, Elsevier, vol. 18(1-2), pages 12-20, March.
  35. Charles P. Thomas, 2006. "The Performance of International Equity Portfolios," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp162, IIIS.
  36. Chang, Chuang-Chang & Hsieh, Pei-Fang & Lai, Hung-Neng, 2009. "Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange," Journal of Banking & Finance, Elsevier, Elsevier, vol. 33(4), pages 757-764, April.
  37. Flôres Junior, Renato Galvão & Araújo, Carlos Hamilton Vasconcelos, 2002. "Foreign funding to an emerging market: the Monetary Premium Theory and the Brazilian Case, 1991 - 1998," Economics Working Papers (Ensaios Economicos da EPGE) 459, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  38. Julian S. Leppin & Stefan Reitz, 2014. "Real Financial Market Exchange Rates and Capital Flows," Kiel Working Papers 1946, Kiel Institute for the World Economy.
  39. French, Joseph J. & Naka, Atsuyuki, 2013. "Dynamic relationships among equity flows, equity returns and dividends: Behavior of U.S. investors in China and India," Global Finance Journal, Elsevier, vol. 24(1), pages 13-29.
  40. Kenneth A. Froot & Paul G.J. O'Connell & Mark S. Seasholes, 1998. "The Portfolio Flows of International Investors, I," NBER Working Papers 6687, National Bureau of Economic Research, Inc.
  41. De Santis, Roberto A. & Lührmann, Melanie, 2006. "On the determinants of external imbalances and net international portfolio flows: a global perspective," Working Paper Series, European Central Bank 0651, European Central Bank.
  42. repec:ebl:ecbull:v:7:y:2007:i:10:p:1-14 is not listed on IDEAS
  43. Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter, 2004. "Return-volatility linkages in the international equity and currency markets," Finance, EconWPA 0405022, EconWPA.
  44. David Goldbaum, 2003. "Coordinated Investing with Feedback and Learning," Computing in Economics and Finance 2003, Society for Computational Economics 213, Society for Computational Economics.
  45. Froot, Kenneth A. & Tjornhom Donohue, Jessica, 2002. "The persistence of emerging market equity flows," Emerging Markets Review, Elsevier, Elsevier, vol. 3(4), pages 338-364, December.
  46. Hali J. Edison & Francis E. Warnock, 2003. "Cross-Border Listings, Capital Controls, and U.S. Equity Flows to Emerging Markets," IMF Working Papers 03/236, International Monetary Fund.
  47. David Ling & Andy Naranjo, 2006. "Dedicated REIT Mutual Fund Flows and REIT Performance," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 32(4), pages 409-433, June.
  48. Lin, Anchor Y. & Swanson, Peggy E., 2008. "Foreigners' perceptions of U.S. markets: Do foreigners exhibit herding tendencies?," Journal of Economics and Business, Elsevier, Elsevier, vol. 60(3), pages 179-203.
  49. Hirshleifer, David & Teoh, Siew Hong, 2001. "Herd Behavior and Cascading in Capital Markets: A Review and Synthesis," MPRA Paper 5186, University Library of Munich, Germany.
  50. Kodongo, Odongo & Ojah, Kalu, 2013. "Real exchange rates, trade balance and capital flows in Africa," Journal of Economics and Business, Elsevier, Elsevier, vol. 66(C), pages 22-46.
  51. Ramadorai, Tarun, 2006. "Persistence, Performance and Prices in Foreign Exchange Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5861, C.E.P.R. Discussion Papers.
  52. Aggarwal, Reena & Klapper, Leora & Wysocki, Peter D., 2005. "Portfolio preferences of foreign institutional investors," Journal of Banking & Finance, Elsevier, Elsevier, vol. 29(12), pages 2919-2946, December.
  53. Stephanie Curcuru & Tomas Dvorak & Francis E. Warnock, 2009. "Decomposing the U.S. external returns differential," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 977, Board of Governors of the Federal Reserve System (U.S.).
  54. Jim Clayton & David Ling & Andy Naranjo, 2009. "Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 38(1), pages 5-37, January.
  55. Chen, Li-Wen & Johnson, Shane A. & Lin, Ji-Chai & Liu, Yu-Jane, 2009. "Information, sophistication, and foreign versus domestic investors' performance," Journal of Banking & Finance, Elsevier, Elsevier, vol. 33(9), pages 1636-1651, September.
  56. Forbes, Kristin J., 2004. "The Asian flu and Russian virus: the international transmission of crises in firm-level data," Journal of International Economics, Elsevier, Elsevier, vol. 63(1), pages 59-92, May.
  57. J Benson Durham, . "A Survey of the Econometric Literature on the Real Effects of International Capital Flows in Lower Income Countries," QEH Working Papers, Queen Elizabeth House, University of Oxford qehwps50, Queen Elizabeth House, University of Oxford.
  58. Edison, Hali J. & Warnock, Francis E., 2008. "Cross-border listings, capital controls, and equity flows to emerging markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(6), pages 1013-1027, October.
  59. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance, EconWPA 0405005, EconWPA.
  60. Carpenter, Andrew & Wang, Jianxin, 2007. "Herding and the information content of trades in the Australian dollar market," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 15(2), pages 173-194, April.
  61. Amar Gande & David Parsley, 2014. "Sovereign Credit Ratings, Transparency and International Portfolio Flows," Working Papers 122014, Hong Kong Institute for Monetary Research.
  62. Tarun Ramadorai, 2008. "What determines transaction costs in foreign exchange markets?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 13(1), pages 14-25.
  63. John M. Griffin & Federico Nardari & Rene M. Stulz, 2004. "Stock Market Trading and Market Conditions," NBER Working Papers 10719, National Bureau of Economic Research, Inc.
  64. Bae, Kee-Hong & Ozoguz, Arzu & Tan, Hongping & Wirjanto, Tony S., 2012. "Do foreigners facilitate information transmission in emerging markets?," Journal of Financial Economics, Elsevier, Elsevier, vol. 105(1), pages 209-227.
  65. Kant, Chander, 2005. "Capital mobility among advanced countries," Journal of Policy Modeling, Elsevier, Elsevier, vol. 27(9), pages 1067-1081, December.
  66. Thapa, Chandra & Poshakwale, Sunil S., 2012. "Country-specific equity market characteristics and foreign equity portfolio allocation," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(2), pages 189-211.
  67. Francis E. Warnock & Chad Cleaver, 2002. "Financial centers and the geography of capital flows," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 722, Board of Governors of the Federal Reserve System (U.S.).
  68. Michael Chui & Simon Hall & Ashley Taylor, 2004. "Crisis spillovers in emerging market economies: interlinkages, vulnerabilities and investor behaviour," Bank of England working papers 212, Bank of England.
  69. Boyer, Brian & Zheng, Lu, 2009. "Investor flows and stock market returns," Journal of Empirical Finance, Elsevier, Elsevier, vol. 16(1), pages 87-100, January.
  70. Lizardo, Radhamés A. & Mollick, André V., 2009. "Do foreign purchases of U.S. stocks help the U.S. stock market?," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 19(5), pages 969-986, December.
  71. Tsai, Pei-Jung, 2009. "International equity flows and country funds," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 19(5), pages 862-894, December.
  72. Bae, Kee-Hong & Stulz, Rene M. & Tan, Hongping, 2006. "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2005-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  73. Froot, Kenneth A. & Donohue, Jessica Tjornhom, 2004. "Decomposing the persistence of international equity flows," Finance Research Letters, Elsevier, Elsevier, vol. 1(3), pages 154-170, September.
  74. Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shirishi & Masahiro Watanabe, 2003. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," NBER Working Papers 9470, National Bureau of Economic Research, Inc.
  75. Poonam Gupta & James P. F. Gordon, 2003. "Portfolio Flows Into India," IMF Working Papers 03/20, International Monetary Fund.
  76. Eli M Remolona & Benjamin H. Cohen, 2000. "Information flows during the asian crisis: evidence from closed-end funds," BIS Working Papers 97, Bank for International Settlements.
  77. Bank for International Settlements, 2001. "Market liquidity: proceedings of a workshop held at the BIS," BIS Papers, Bank for International Settlements, Bank for International Settlements, number 02, 8.
  78. De Santis, Roberto A. & Lührmann, Melanie, 2009. "On the determinants of net international portfolio flows: A global perspective," Journal of International Money and Finance, Elsevier, Elsevier, vol. 28(5), pages 880-901, September.
  79. Philippe Bacchetta & Eric van Wincoop, 2005. "Rational Inattention: A Solution to the Forward Discount Puzzle," NBER Working Papers 11633, National Bureau of Economic Research, Inc.
  80. Richard Portes and H�l�ne Rey., 2000. "The Determinants of Cross-Border Equity Flows: The Geography of Information," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley C00-111, University of California at Berkeley.
  81. Ministry of Finance, 2006. "Report of the Expert Group on Encouraging FII Flows and Checking the Vulnerability of Capital Markets to Speculative Flows," Working Papers id:351, eSocialSciences.
  82. Alina Kudina & Oleksandr Lozovyi, 2007. "Determinants of Portfolio Flows into CIS Countries," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research 0354, CASE-Center for Social and Economic Research.
  83. Bekaert, Geert & Harvey, Campbell R., 2003. "Emerging markets finance," Journal of Empirical Finance, Elsevier, Elsevier, vol. 10(1-2), pages 3-56, February.
  84. Jianxin Wang, 2007. "Foreign Ownership and Volatility Dynamics of Indonesian Stocks," Asia-Pacific Financial Markets, Springer, Springer, vol. 14(3), pages 201-210, September.
  85. Khaled Guesmi & Salma Fattoum, 2014. "Return and volatility transmission between oil prices and oil-exporting and oil-importing countries," Working Papers, Department of Research, Ipag Business School 2014-443, Department of Research, Ipag Business School.
  86. Fernando A. Broner & R. Gaston Gelos & Carmen M. Reinhart, 2005. "When in Peril, Retrench: Testing the Portfolio Channel of Contagion," Working Papers 207, Barcelona Graduate School of Economics.
  87. Clemens Sialm & Zheng Sun & Lu Zheng, 2013. "Home Bias and Local Contagion: Evidence from Funds of Hedge Funds," NBER Working Papers 19570, National Bureau of Economic Research, Inc.
  88. Khaled Guesmi & Salma Fattoum, 2014. "Measuring contagion effects between crude oil and OECD stock markets," Working Papers, Department of Research, Ipag Business School 2014-090, Department of Research, Ipag Business School.
  89. Rafael Romeu, 2003. "An Intraday Pricing Model of Foreign Exchange Markets," IMF Working Papers 03/115, International Monetary Fund.
  90. Caprio, Gerard & Honohan, Patrick, 2001. "Finance for Growth: Policy Choices in a Volatile World," MPRA Paper 9929, University Library of Munich, Germany.
  91. De Santis, Roberto A., 2006. "The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks," Working Paper Series, European Central Bank 0678, European Central Bank.
  92. Curcuru, Stephanie E. & Dvorak, Tomas & Warnock, Francis E., 2010. "Decomposing the U.S. external returns differential," Journal of International Economics, Elsevier, Elsevier, vol. 80(1), pages 22-32, January.
  93. Lin, Anchor Y., 2009. "Law, culture and investment performance: A cross-country analysis," Global Finance Journal, Elsevier, vol. 19(3), pages 323-341.
  94. J Benson Durham, . "Emerging Stock Market Liberalisation, Total Returns, and Real Effects: Some Sensitivity Analyses," QEH Working Papers, Queen Elizabeth House, University of Oxford qehwps51, Queen Elizabeth House, University of Oxford.
  95. Albuquerque, Rui & H. Bauer, Gregory & Schneider, Martin, 2009. "Global private information in international equity markets," Journal of Financial Economics, Elsevier, Elsevier, vol. 94(1), pages 18-46, October.
  96. Martin D D Evans & Viktoria Hnatkovska, 2006. "International Capital Flows Returns and World Financial Integration," 2006 Meeting Papers, Society for Economic Dynamics 60, Society for Economic Dynamics.
  97. Albuquerque, Rui & Miao, Jianjun, 2014. "Advance information and asset prices," Journal of Economic Theory, Elsevier, Elsevier, vol. 149(C), pages 236-275.
  98. Richards, Anthony, 2005. "Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 40(01), pages 1-27, March.
  99. Gande, Amar & Parsley, David, 2010. "Sovereign Credit Ratings, Transparency and International Portfolio Flows," MPRA Paper 21118, University Library of Munich, Germany.
  100. Sohnke M. Bartram & John Griffin & David T. Ng, 2012. "How Important are Foreign Ownership Linkages for International Stock Returns?," Working Papers 122012, Hong Kong Institute for Monetary Research.
  101. Das, Mitali & Mohapatra, Sanket, 2003. "Income inequality: the aftermath of stock market liberalization in emerging markets," Journal of Empirical Finance, Elsevier, Elsevier, vol. 10(1-2), pages 217-248, February.
  102. Joseph J. French & Wei-Xuan Li, 2012. "A note on US institutional equity flows to Brazil," Review of Accounting and Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 11(3), pages 298-315.
  103. Piti Disyatat & Gaston Gelos, 2001. "The Asset Allocation of Emerging Market Mutual Funds," IMF Working Papers 01/111, International Monetary Fund.
  104. Kaminsky, Graciela & Lyons, Richard K. & Schmukler, Sergio L., 2004. "Managers, investors, and crises: mutual fund strategies in emerging markets," Journal of International Economics, Elsevier, Elsevier, vol. 64(1), pages 113-134, October.
  105. Bae, Kee-Hong & Chan, Kalok & Ng, Angela, 2004. "Investibility and return volatility," Journal of Financial Economics, Elsevier, Elsevier, vol. 71(2), pages 239-263, February.
  106. Li, Xiao-Ming & Rose, Lawrence C., 2009. "The tail risk of emerging stock markets," Emerging Markets Review, Elsevier, Elsevier, vol. 10(4), pages 242-256, December.
  107. Chien-Liang Chiu & Mingchih Lee & Chun-Da Chen, 2005. "Removal of an investment restriction: the 'B' share experience from China's stock markets," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 15(4), pages 273-285.
  108. Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2006. "The Performance of International Equity Portfolios," NBER Working Papers 12346, National Bureau of Economic Research, Inc.
  109. Philippe Bacchetta & Eric van Wincoop, 2006. "Incomplete information processing: a solution to the forward discount puzzle," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Jun.
  110. Duc Khuong Nguyen & Mondher Bellalah, 2007. "Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility," Working Papers 02, Development and Policies Research Center (DEPOCEN), Vietnam.
  111. Lin, Anchor Y. & Swanson, Peggy E., 2008. "U.S. investors and global equity markets," International Review of Financial Analysis, Elsevier, Elsevier, vol. 17(1), pages 83-107.
  112. Andrade, Sandro C. & Kohlscheen, Emanuel, 2010. "Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002," The Warwick Economics Research Paper Series (TWERPS) 926, University of Warwick, Department of Economics.
  113. Kaufmann, Daniel & Mehrez, Gil & Schmukler, Sergio L., 2005. "Predicting currency fluctuations and crises: Do resident firms have an informational advantage?," Journal of International Money and Finance, Elsevier, Elsevier, vol. 24(6), pages 1012-1029, October.
  114. Eduardo R. Borensztein & R. Gaston Gelos, 2001. "A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds," CESifo Working Paper Series 564, CESifo Group Munich.
  115. Lin, Anchor Y. & Swanson, Peggy E., 2004. "International equity flows and developing markets: the asian financial market crisis revisited," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 14(1), pages 55-73, February.
  116. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g70969520 is not listed on IDEAS
  117. John M. Griffin & Federico Nardari & Rene M. Stulz, 2002. "Daily Cross-Border Equity Flows: Pushed or Pulled?," NBER Working Papers 9000, National Bureau of Economic Research, Inc.
  118. Cao, Charles & Chang, Eric C. & Wang, Ying, 2008. "An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility," Journal of Banking & Finance, Elsevier, Elsevier, vol. 32(10), pages 2111-2123, October.
  119. Schuppli, Michael & Bohl, Martin T., 2010. "Do foreign institutional investors destabilize China's A-share markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 20(1), pages 36-50, February.
  120. Li, Yuming & Yan, Daying & Greco, Joe, 2006. "Market segmentation and price differentials between A shares and H shares in the Chinese stock markets," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 16(3), pages 232-248, July.
  121. Kenneth A. Froot & Paul G. J. O'Connell, 2003. "The Risk Tolerance of International Investors," NBER Working Papers 10157, National Bureau of Economic Research, Inc.
  122. Christoffersen, Peter & Chung, Hyunchul & Errunza, Vihang, 2006. "Size matters: The impact of financial liberalization on individual firms," Journal of International Money and Finance, Elsevier, Elsevier, vol. 25(8), pages 1296-1318, December.
  123. Smales, Lee A., 2013. "Bond futures and order imbalance," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 26(C), pages 113-132.
  124. Woochan Kim & Shang-Jin Wei, 2001. "Offshore Investment Funds: Monsters in Emerging Markets?," Working Papers 052001, Hong Kong Institute for Monetary Research.
  125. De Santis, Roberto A. & Gérard, Bruno, 2006. "Financial integration, international portfolio choice and the European Monetary Union," Working Paper Series, European Central Bank 0626, European Central Bank.
  126. Frenkel, Michael & Menkhoff, Lukas, 2003. "Are Foreign Institutional Investors Good for Emerging Markets?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-283, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  127. Chang, Chuang-Chang & Hsieh, Pei-Fang & Wang, Yaw-Huei, 2010. "Information content of options trading volume for future volatility: Evidence from the Taiwan options market," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(1), pages 174-183, January.
  128. Leif Brandes & Katja Rost, . "Media, Limited Attention and the Propensity of Individuals to Buy Stocks," Working Papers, University of Zurich, Institute for Strategy and Business Economics (ISU) 0098, University of Zurich, Institute for Strategy and Business Economics (ISU).
  129. Chayawadee Chai-Anant & Corinna Ho, 2008. "Understanding Asian equity flows, market returns and exchange rates," BIS Working Papers 245, Bank for International Settlements.
  130. 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.
  131. Rowena A. Pecchenino & Patricia S. Pollard, 2003. "A simple model of international capital flows, exchange rate risk, and portfolio choice," Working Papers, Federal Reserve Bank of St. Louis 2000-009, Federal Reserve Bank of St. Louis.
  132. Medvedev, Alexei, 2001. "International investors, contagion and the Russian crisis," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 6/2001, Bank of Finland, Institute for Economies in Transition.
  133. Tsai, Pei-Jung, 2010. "Country funds and the role of international equity flows in pricing and in premiums and discounts," Global Finance Journal, Elsevier, vol. 21(1), pages 43-70.
  134. Michael Schuppli & Martin T. Bohl, 2009. "Do Foreign Institutional Investors Destabilize China’s A-Share Markets?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster 0909, Center for Quantitative Economics (CQE), University of Muenster.
  135. Amita Batra, 2003. "The Dynamics of foreign portfolio inflows and equity returns in India," Indian Council for Research on International Economic Relations, New Delhi Working Papers, Indian Council for Research on International Economic Relations, New Delhi, India 109, Indian Council for Research on International Economic Relations, New Delhi, India.
  136. Hau, Harald, 2007. "A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6094, C.E.P.R. Discussion Papers.
  137. Morse, Adair & Shive, Sophie, 2011. "Patriotism in your portfolio," Journal of Financial Markets, Elsevier, Elsevier, vol. 14(2), pages 411-440, May.
  138. Hong-Ghi Min & Young-Soon Hwang, 2012. "Dynamic correlation analysis of US financial crisis and contagion: evidence from four OECD countries," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 22(24), pages 2063-2074, December.
  139. Chiao, Chaoshin & Chen, Shin-Hui & Hu, Jia-Ming, 2010. "Informational differences among institutional investors in an increasingly institutionalized market," Japan and the World Economy, Elsevier, Elsevier, vol. 22(2), pages 118-129, March.
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