Portfolio preferences of foreign institutional investors, Journal of Banking & Finance, vol.29, issue.12, pp.2919-2946, 2005. ,
DOI : 10.1016/j.jbankfin.2004.09.008
The Turkish liquidity crisis of, Russian & East European Finance & Trade, vol.37, pp.58-80, 2000. ,
Time-varying Integration and International diversification strategies, Journal of Empirical Finance, vol.16, issue.3, pp.368-387, 2009. ,
DOI : 10.1016/j.jempfin.2008.11.001
Model uncertainty, financial market integration and the home bias puzzle, Journal of International Money and Finance, vol.26, issue.4, pp.606-630, 2007. ,
DOI : 10.1016/j.jimonfin.2007.03.007
Econometric Analysis of Panel Data, 2008. ,
Endogenous asymmetric information and international equity home bias: The effects of portfolio size and information costs, Journal of International Money and Finance, vol.27, issue.4, pp.617-635, 2008. ,
DOI : 10.1016/j.jimonfin.2008.02.003
The international diversification puzzle is worse than you think, The American Economic Review, vol.87, pp.170-180, 1997. ,
DOI : 10.3386/w5019
A cultural explanation of the foreign bias in international asset allocation, Journal of Banking & Finance, vol.34, issue.9, pp.2121-2131, 2010. ,
DOI : 10.1016/j.jbankfin.2010.01.020
International Portfolio Investment Flows, The Journal of Finance, vol.60, issue.5, pp.1851-1880, 1997. ,
DOI : 10.1111/j.1540-6261.1997.tb02744.x
The dynamics of international equity market expectations, Journal of Financial Economics, vol.77, issue.2, pp.257-288, 2005. ,
DOI : 10.1016/j.jfineco.2004.06.008
Revisiting the home bias puzzle: Downside equity risk, Journal of International Money and Finance, vol.26, issue.7, pp.1239-1260, 2007. ,
DOI : 10.1016/j.jimonfin.2007.06.013
Benefits of international diversification with investment constraints: An over-time perspective, Journal of Multinational Financial Management, vol.19, issue.2, pp.93-110, 2009. ,
DOI : 10.1016/j.mulfin.2008.08.001
Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium, Review of Financial Studies, vol.7, issue.1, pp.45-60, 1994. ,
DOI : 10.1093/rfs/7.1.45
Direct foreign ownership, institutional investors, and firm characteristics, Journal of Financial Economics, vol.59, issue.3, pp.413-440, 2001. ,
DOI : 10.1016/S0304-405X(00)00092-1
Assessing the benefits of international portfolio diversification in bonds and stocks. European Central Bank working paper, 2008. ,
International portfolio diversification benefits: Cross-country evidence from a local perspective, Journal of Banking & Finance, vol.31, issue.6, pp.1693-1712, 2007. ,
DOI : 10.1016/j.jbankfin.2006.11.006
Do Domestic Investors Have an Information Advantage? Evidence from Indonesia, The Journal of Finance, vol.13, issue.2, pp.817-839, 2005. ,
DOI : 10.1016/S0304-405X(97)00023-8
Home bias in global bond and equity markets: The role of real exchange rate volatility, Journal of International Money and Finance, vol.26, issue.4, pp.631-655, 2007. ,
DOI : 10.1016/j.jimonfin.2007.03.002
International portfolio diversification: US and Central European equity markets, Emerging Markets Review, vol.3, issue.1, pp.69-83, 2002. ,
DOI : 10.1016/S1566-0141(01)00031-0
How Distance, Language, and Culture Influence Stockholdings and Trades, The Journal of Finance, vol.14, issue.3, pp.1053-1073, 2001. ,
DOI : 10.1111/0022-1082.00355
ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION*, International Economic Review, vol.30, issue.4, pp.1297-1330, 2008. ,
DOI : 10.1111/j.1468-2354.2008.00513.x
Location Matters: An Examination of Trading Profits, The Journal of Finance, vol.14, issue.5, pp.1959-1983, 2001. ,
DOI : 10.1111/0022-1082.00396
Home Bias at the Fund Level, American Economic Review, vol.98, issue.2, pp.333-338, 2008. ,
DOI : 10.1257/aer.98.2.333
Foreign versus local investors: Who knows more? Who makes more?, Journal of Banking & Finance, vol.32, issue.11, pp.2376-2389, 2008. ,
DOI : 10.1016/j.jbankfin.2007.12.031
Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan, Journal of Financial Economics, vol.46, issue.1, pp.3-28, 1997. ,
DOI : 10.1016/S0304-405X(97)00023-8
Are financial assets priced locally or globally? NBER working paper, 2002. ,
International Investment Patterns, Review of Economics and Statistics, vol.51, issue.10, pp.538-549, 2008. ,
DOI : 10.1111/1468-2362.00111
Trying to Explain Home Bias in Equities and Consumption, Journal of Economic Literature, vol.37, issue.2, pp.571-608, 1999. ,
DOI : 10.1257/jel.37.2.571
Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world, Emerging Markets Review, vol.11, issue.1, pp.62-78, 2010. ,
DOI : 10.1016/j.ememar.2009.11.003
What drives home bias? Evidence from fund managers' views, International Journal of Finance & Economics, vol.14, issue.1, pp.21-35, 2007. ,
DOI : 10.1002/ijfe.309
Portfolio choice, behavioral preferences and equity home bias, The Quarterly Review of Economics and Finance, vol.49, issue.2, pp.501-520, 2009. ,
DOI : 10.1016/j.qref.2008.01.004
URL : http://amsacta.unibo.it/2446/1/Magi_ehb.pdf.pdf
The Geography of Equity Analysis, The Journal of Finance, vol.15, issue.2, pp.719-755, 2005. ,
DOI : 10.1093/rfs/15.3.869
What caused the global financial crisis? Evidence on the Drivers of Financial Imbalances, IMF Working Paper, pp.10-265, 1999. ,
A Simple Model of Capital Market Equilibrium with Incomplete Information, The Journal of Finance, vol.40, issue.3, pp.483-510, 1987. ,
DOI : 10.1111/j.1540-6261.1987.tb04565.x
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix, Econometrica, vol.55, issue.3, pp.703-708, 1987. ,
DOI : 10.2307/1913610
The effects of portfolio size on international equity home bias puzzle, International Review of Economics & Finance, vol.18, issue.3, pp.469-478, 2009. ,
DOI : 10.1016/j.iref.2008.03.001
The determinants of cross-border equity flows, Journal of International Economics, vol.65, issue.2, pp.269-296, 2005. ,
DOI : 10.1016/j.jinteco.2004.05.002
URL : https://hal.archives-ouvertes.fr/halshs-00754100
Information and capital flows: The determinants of transactions in financial assets, European Economic Review, vol.45, issue.4-6, pp.783-796, 2001. ,
DOI : 10.1016/S0014-2921(01)00138-6
Foreign institutional ownership and stock market liquidity: Evidence from Indonesia, Journal of Banking & Finance, vol.33, issue.7, pp.1312-1324, 2009. ,
DOI : 10.1016/j.jbankfin.2009.01.008
Transaction costs and international portfolio diversification, Journal of International Economics, vol.49, issue.1, pp.145-170, 1999. ,
DOI : 10.1016/S0022-1996(98)00059-2
Home bias and international risk sharing: Twin puzzles separated at birth, Journal of International Money and Finance, vol.26, issue.4, pp.587-605, 2007. ,
DOI : 10.1016/j.jimonfin.2007.03.005
Understanding the Equity Home Bias: Evidence from Survey Data, Review of Economics and Statistics, vol.81, issue.2, pp.307-312, 2003. ,
DOI : 10.1016/S0165-1889(97)00099-7
On the Effects of Barriers to International Investment, The Journal of Finance, vol.32, issue.4, pp.923-934, 1981. ,
DOI : 10.1111/j.1540-6261.1981.tb04893.x
Home bias among institutional investors: a study of the Economist Quarterly Portfolio Poll, Journal of the Japanese and International Economies, vol.19, issue.1, pp.72-95, 2005. ,
DOI : 10.1016/j.jjie.2003.12.003
Can trade costs in goods explain home bias in assets?, Journal of International Money and Finance, vol.29, issue.6, pp.1108-1123, 2010. ,
DOI : 10.1016/j.jimonfin.2009.12.003