The paper develops measures of home bias for 42 countries over the period 2001 to 2011
by employing various models: international capital asset pricing model (ICAPM), classical …

The literature on international equity holdings distinguishes between home bias
(overweighting of home stocks) and foreign bias (relative underweighting for more “distant” …

We examine the implications for Australian retirees of full access to dividend imputation
credits using a stochastic life‐cycle model. We find that the availability of imputation credits …

We examine how local media influences trading activity in local stocks by separating the
effects of national news from local news and local printed press news from local web page …

Abstract The paper employs International Capital Asset Pricing (ICAPM), Mean-variance,
Global minimum variance, Bayes–Stein, Bayesian and Multi-prior models to develop foreign …

This paper examines whether and how central bank transparency affects international
bond/debt diversification. Using panel data from 39 countries, we find that central bank …

This paper examines the benefits of international diversification from the perspective of local
investors in 15 Asian markets whose initial portfolio holdings consist of assets from the …

The paper uses various approaches: capital asset pricing, mean-variance, global minimum-
variance, Bayes-Stein, Bayesian and multi-prior to develop foreign equity bias measures for …

The central purpose of this dissertation is to study investors characteristics, as well as
investment decisions on the different German stock exchanges in the period 1869 to 1955. It …

This chapter focuses on the development of appropriate proximity bias measures. In
international studies, country borders are more or less natural dividing lines when …