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CAPM and Home Bias; SD Prospective Plantings Analysis

  • Ding Du

    (Department of Economics, South Dakota State University)

  • Alan May

    ()

    (Department of Economics, South Dakota State University)

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    No abstract is available for this item.

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    Paper provided by South Dakota State University, Department of Economics in its series Issue Briefs with number 2006473.

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    Length: 4 pages
    Date of creation: Apr 2006
    Date of revision:
    Handle: RePEc:sda:ibrief:2006473
    Contact details of provider: Postal: Box 504, Scobey Hall, Brookings, SD 57007-0895
    Phone: 605-688-4141
    Fax: 605-688-6386
    Web page: http://www.sdstate.edu/econ/

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    1. 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).
    2. 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.
    3. 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.
    4. 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.).
    5. 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.
    6. Du, Ding & Denning, Karen, 2005. "Industry momentum and common factors," Finance Research Letters, Elsevier, vol. 2(3), pages 107-124, September.
    7. 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.
    8. Huberman, Gur, 2001. "Familiarity Breeds Investment," Review of Financial Studies, Society for Financial Studies, vol. 14(3), pages 659-80.
    9. John Sondey & S.L. Thompson, 2006. "Investor Reluctance to Invest in Foreign Equities," Issue Briefs 2006471, South Dakota State University, Department of Economics.
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