Konferenzbeitrag
US International Equity Investment and Economic Fundamentals
Applying portfolio-based techniques to US foreign equity portfolio holdings, this paper studies the global investment behaviour of US investors. Taking wealth effects into account, we analyse active allocation decisions of investors. Using an updated data set by Bertaut and Tryon (2007) and Bertaut and Judson (2014), our results show that there is a negative link between US investor behaviour and lagged economic fundamentals and country risk indicators. This behaviour is, however, less pronounced during risk off episodes. Our study aims to provide a deeper understanding of US investors behaviour in foreign equity markets.
- Sprache
-
Englisch
- Erschienen in
-
Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2016: Demographischer Wandel - Session: Empirical Finance I ; No. D12-V3
- Klassifikation
-
Wirtschaft
Portfolio Choice; Investment Decisions
International Financial Markets
International Finance: General
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Hasler, Nicole
- Ereignis
-
Veröffentlichung
- (wer)
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft
- (wo)
-
Kiel und Hamburg
- (wann)
-
2016
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:46 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Konferenzbeitrag
Beteiligte
- Hasler, Nicole
- ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft
Entstanden
- 2016
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