All Stories

  1. A new measure of country similarity
  2. Linking asset prices to news without direct asset mentions
  3. Using Textual Analysis to Diversify Portfolios
  4. Country-Level Size Effects in International Asset Pricing
  5. Measuring financial market integration in the European Union: EU15 vs. New Member States
  6. Real effects of financial market integration: does lower home bias lead to welfare benefits?
  7. Intra-Dealer Integration
  8. Model uncertainty, financial market integration and the home bias puzzle