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.

Language
Englisch

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

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

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

Handle
Last update
10.03.2025, 11:46 AM CET

Data provider

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Object type

  • Konferenzbeitrag

Associated

  • Hasler, Nicole
  • ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft

Time of origin

  • 2016

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