A measure of pure home bias

DOI10.1093/ROF/RFX005zbMATH Open1402.91679OpenAlexW3123089819MaRDI QIDQ4555737FDOQ4555737

Authors: Ian A. Cooper, Rosanne Vanpée, Piet Sercu 

Publication date: 20 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://lbsresearch.london.edu/id/eprint/774/6/PureHomeBias_full.pdf

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zbMATH Keywords

distancereputationhome biasdeadweight costseconomic and financial developmentforeign biaspure home bias

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (5)

• The puzzling evolution of the home bias, information processing and financial openness
• Incomplete observation, filtering, and the home bias puzzle
• The home bias in equities and distribution costs
• Cross-border returns differentials
• Investor familiarity and home bias: Japanese evidence

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