The puzzling evolution of the home bias, information processing and financial openness

DOI10.1016/J.JEDC.2009.12.004zbMath1202.91351OpenAlexW3023967539MaRDI QIDQ964559

Thomas Wu, Jordi Mondria

Publication date: 22 April 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://economicdynamics.org/meetpapers/2007/paper_669.pdf

zbMATH Keywords

asymmetric informationportfolio choicehome biasrational inattention

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

Cites Work

• Dynamic portfolio choice and asset pricing with differential information
• Portfolio choice, attention allocation, and price comovement
• Boys will be Boys: Gender, Overconfidence, and Common Stock Investment
• A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets

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