1.
This paper studies international equity markets when some investors have private information that is valuable for trading in many countries simultaneously. We use a dynam[...]
2009 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
2.
This paper considers the role of foreign investors in developed country equity markets. It presents a quantitative model of trading that is built around two new assumptio[...]
2007 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
3.
The authors model trading by foreign and domestic investors in developed-country equity markets. The key assumptions are that (i) both the foreign and domestic investor p[...]
2004 | Text | Staff Working Paper - Document de travail du personnel |
4.
Supplementary data for peer-reviewed article published in Review of Economic Studies. Paper published online January 1, 2007. When citing this dataset, please also cite t[...]
2007 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |