CAPM and Home Bias; SD Prospective Plantings Analysis
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|Date of creation:||Apr 2006|
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Web page: http://www.sdstate.edu/econ/
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- Fama, Eugene F & French, Kenneth R, 1996. " Multifactor Explanations of Asset Pricing Anomalies," Journal of Finance, American Finance Association, vol. 51(1), pages 55-84, March.
- 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.
- Kang, Jun-Koo & Stulz, Rene M., 1997. "Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan," Journal of Financial Economics, Elsevier, vol. 46(1), pages 3-28, October.
- Campbell, Rachel A. & Kraussl, Roman, 2007.
"Revisiting the home bias puzzle: Downside equity risk,"
Journal of International Money and Finance,
Elsevier, vol. 26(7), pages 1239-1260, November.
- Campbell, Rachel A. & Kräussl, Roman, 2006. "Revisiting the home bias puzzle: Downside equity risk," CFS Working Paper Series 2006/31, Center for Financial Studies (CFS).
- Ahearne, Alan G. & Griever, William L. & Warnock, Francis E., 2004.
"Information costs and home bias: an analysis of US holdings of foreign equities,"
Journal of International Economics,
Elsevier, vol. 62(2), pages 313-336, March.
- 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.).
- Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2004. "The performance of international portfolios," International Finance Discussion Papers 817, Board of Governors of the Federal Reserve System (U.S.).
- Huberman, Gur, 2001. "Familiarity Breeds Investment," Review of Financial Studies, Society for Financial Studies, vol. 14(3), pages 659-80.
- Du, Ding & Denning, Karen, 2005. "Industry momentum and common factors," Finance Research Letters, Elsevier, vol. 2(3), pages 107-124, September.
- John Sondey & S.L. Thompson, 2006. "Investor Reluctance to Invest in Foreign Equities," Issue Briefs 2006471, South Dakota State University, Department of Economics.
- Mark Grinblatt, 2001. "How Distance, Language, and Culture Influence Stockholdings and Trades," Journal of Finance, American Finance Association, vol. 56(3), pages 1053-1073, 06.
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