U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis

By Hali J. Edison, F. Warnock. Review of Economics and Statistics, 2003

139 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Internationalization and Stock Market Liquidity (2005, unknown): “Turnover, and similar trade-based indicators, are frequently used to proxy for liquidity since (i) many countries do not have bid-ask spread 3 See, Aggarwal et al. (2005), Bradshaw et al. (2004), and Edison and Warnock (2004).”
The Economic Consequences of Increased Disclosure: Evidence from International Cross-listings (2006, methodology): “international cross-listings (Edison and Warnock, 2004; Lins and Warnock, 2004) and, to the extent that the data is available, changes in the composition of ownership around the listing itself (Doidge, 2003; Bradshaw, Bushee and Miller, 2004). For example, Edison and Warnock (2004) exploit detailed ”
Do Foreigners Invest Less in Poorly Governed Firms (2009, result): “We find that all of our main results continue to hold.26 Ammer, Holland, Smith, and Warnock (2006), Bradshaw, Bushee, and Miller (2004), Edison and Warnock (2004) and Aggarwal, Klapper, and Wysocki (2005) show that U.S. cross listing is associated with a substantial increase in U.S. investment,…”
Portfolio preferences of foreign institutional investors (2003, unknown): “Edison and Warnock (2003) investigate the aggregate holdings of U.S. investors in large emerging markets and find that holdings are weighted more towards large stocks, particularly those listed in the U.S.”