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

DOI10.1016/J.JEDC.2009.12.004zbMATH Open1202.91351OpenAlexW3023967539MaRDI QIDQ964559FDOQ964559

Authors: Jordi Mondria, Thomas Wu 

Publication date: 22 April 2010

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

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

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zbMATH Keywords

portfolio choiceasymmetric informationhome biasrational inattention

Mathematics Subject Classification ID

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

Cites Work

• Portfolio choice, attention allocation, and price comovement
• A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets
• Boys will be boys: Gender, overconfidence, and common stock investment
• Dynamic portfolio choice and asset pricing with differential information

Cited In (4)

• Asset home bias in debtor and creditor countries
• International portfolio choice, liquidity constraints and the home equity bias puzzle
• Incomplete observation, filtering, and the home bias puzzle
• Top-down and bottom-up information acquisition: application to financial markets

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