US International Equity Investment and Economic Fundamentals

Konferenzbeitrag

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.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2016: Demographischer Wandel - Session: Empirical Finance I ; No. D12-V3

Classification and Topics

• Classification: Wirtschaft ; Portfolio Choice; Investment Decisions ; International Financial Markets ; International Finance: General

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Hasler, Nicole
• Event: Veröffentlichung
• (who): ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft
• (where): Kiel und Hamburg
• (when): 2016

Further information

• Handle: http://hdl.handle.net/10419/145840
• Last update: 10.03.2025, 11:46 AM CET