Measures of equity home bias puzzle

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 mean-variance, minimum-variance, Bayes–Stein, Bayesian, and multi-prior correction to Bayesian. ICAPM country portfolio wei...

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Bibliographic details
Volume: 34
Main Author: Mishra, Anil V
Format: Journal Article
Language: English
Place of publication: Elsevier B.V 01.12.2015
published in: Journal of empirical finance Vol. 34; pp. 293 - 312
Data of publication: December 2015
ISSN: 0927-5398
1879-1727
EISSN: 1879-1727
Discipline: Economics
Mathematics
Business
Subjects:
G11
G15
Online Access: Fulltext
Database: ScienceDirect Open Access Titles
Elsevier:ScienceDirect:Open Access
Database information Databases - DBIS