The Dynamics of International Equity Market Expectations

By Michael J. Brennan, H. Cao, Norman Strong, Xinzhong Xu, Gregory W. Brown, Jennifer Conrad, Bin Gao, D. Strickland, Harold H. Zhang. 2003

132 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4a3e93cb62cfe5e0a62eb57ff721a7c831a845da

How researchers see this paper

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In Economics and Econometrics

1. Rosanne Vanpée
2. P. Sercu

In Finance

1. Rosanne Vanpée
2. P. Sercu

Citations in the corpus

• Home Bias in International Equity Portfolios: A Review (2007, background): “A commonly used utility function is the Epstein-Zin-Weil utility function:3 Ut = {c1−θ t + β[Et(U t+1 )](1−θ)/(1−γ)} 1 1−θ , (13)”
• Home bias in open economy financial macroeconomics (2013, unknown): “Linearization of the relative demand for investment yI,t ≡ iHH,t+i F H,t i F,t +i F,t gives (using the intratemporal allocation across investment goods (27)):”