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Institutional Investment and International Risk-sharing

https://doi.org/10.2139/ssrn.6148306
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A diagnostic criterion for approximate factor structure
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The conditional CAPM does not explain asset-pricing anomalies☆
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International asset pricing under segmentation and PPP deviations
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The world price of home bias
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Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
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Equilibrium and welfare in markets with financially constrained arbitrageurs
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Chapter 16 Are financial assets priced locally or globally?
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Social Screens and Systematic Investor Boycott Risk
inferredcites →https://doi.org/10.1017/s0022109017001016openalex-snapshot
A New Partial-Segmentation Approach to Modeling International Stock Returns
inferredcites →https://doi.org/10.1093/rfs/15.3.783openalex-snapshot
Are the Fama and French Factors Global or Country Specific?
inferredcites →https://doi.org/10.1093/rfs/hhaa076openalex-snapshot
Do Foreign Institutional Investors Improve Price Efficiency?
inferredcites →https://doi.org/10.1093/rfs/hhab009openalex-snapshot
Can Cross-Border Funding Frictions Explain Financial Integration Reversals?
inferredcites →https://doi.org/10.1093/rfs/hhr013openalex-snapshot
What Factors Drive Global Stock Returns?
inferredcites →https://doi.org/10.1093/rfs/hhv030openalex-snapshot
How Important Are Foreign Ownership Linkages for International Stock Returns?
inferredcites →https://doi.org/10.1093/rfs/hhy048openalex-snapshot
Asset Price Dynamics in Partially Segmented Markets
inferredcites →https://doi.org/10.1093/wber/9.1.75openalex-snapshot
Market Integration and Investment Barriers in Emerging Equity Markets
inferredcites →https://doi.org/10.1111/j.1540-6261.1981.tb04893.xopenalex-snapshot
On the Effects of Barriers to International Investment
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb02556.xopenalex-snapshot
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb04565.xopenalex-snapshot
A Simple Model of Capital Market Equilibrium with Incomplete Information
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Model‐Free International Stochastic Discount Factors
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Is There a Replication Crisis in Finance?
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Globalization and Asset Returns
inferredcites →https://doi.org/10.1257/aer.98.2.333openalex-snapshot
Home Bias at the Fund Level
inferredcites →https://doi.org/10.3982/ecta11069openalex-snapshot
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets
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