Biases in international portfolio allocation and investor protection standards

Economic reasoning suggests that financial globalization that encourages optimal international portfolio investments should improve investor protection standards (IPS) of a country. In practice, however, investors manifest varying degrees of suboptimal international portfolio allocations. Using a pa...

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Main Authors: Kwabi, Frank O., Thapa, Chandra, Paudyal, Krishna, Adegbite, Emmanuel
Format: Article
Language:English
Published: Elsevier 2017
Subjects:
Online Access:https://eprints.nottingham.ac.uk/55135/
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author Kwabi, Frank O.
Thapa, Chandra
Paudyal, Krishna
Adegbite, Emmanuel
author_facet Kwabi, Frank O.
Thapa, Chandra
Paudyal, Krishna
Adegbite, Emmanuel
author_sort Kwabi, Frank O.
building Nottingham Research Data Repository
collection Online Access
description Economic reasoning suggests that financial globalization that encourages optimal international portfolio investments should improve investor protection standards (IPS) of a country. In practice, however, investors manifest varying degrees of suboptimal international portfolio allocations. Using a panel dataset covering 44 countries spanning over 15 years we examine whether suboptimal equity portfolio allocation in part is associated with the cross-country variations in IPS. Consistent with economic reasoning we find robust indications that international portfolio allocation may play an important role in the development of IPS. More specifically, the quality of IPS improves with higher degrees of optimal international equity portfolio allocation of domestic and foreign investors.
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spelling nottingham-551352019-03-09T04:30:16Z https://eprints.nottingham.ac.uk/55135/ Biases in international portfolio allocation and investor protection standards Kwabi, Frank O. Thapa, Chandra Paudyal, Krishna Adegbite, Emmanuel Economic reasoning suggests that financial globalization that encourages optimal international portfolio investments should improve investor protection standards (IPS) of a country. In practice, however, investors manifest varying degrees of suboptimal international portfolio allocations. Using a panel dataset covering 44 countries spanning over 15 years we examine whether suboptimal equity portfolio allocation in part is associated with the cross-country variations in IPS. Consistent with economic reasoning we find robust indications that international portfolio allocation may play an important role in the development of IPS. More specifically, the quality of IPS improves with higher degrees of optimal international equity portfolio allocation of domestic and foreign investors. Elsevier 2017-09-09 Article PeerReviewed application/pdf en cc_by_nc_nd https://eprints.nottingham.ac.uk/55135/1/biases%20in%20international%20portfolio.pdf Kwabi, Frank O., Thapa, Chandra, Paudyal, Krishna and Adegbite, Emmanuel (2017) Biases in international portfolio allocation and investor protection standards. International Review of Financial Analysis, 53 . pp. 66-79. ISSN 1057-5219 Financial globalization; Investor protection standards; Equity home bias; Equity foreign bias https://www.sciencedirect.com/science/article/pii/S1057521917300984 10.1016/j.irfa.2017.08.005 10.1016/j.irfa.2017.08.005 10.1016/j.irfa.2017.08.005
spellingShingle Financial globalization; Investor protection standards; Equity home bias; Equity foreign bias
Kwabi, Frank O.
Thapa, Chandra
Paudyal, Krishna
Adegbite, Emmanuel
Biases in international portfolio allocation and investor protection standards
title Biases in international portfolio allocation and investor protection standards
title_full Biases in international portfolio allocation and investor protection standards
title_fullStr Biases in international portfolio allocation and investor protection standards
title_full_unstemmed Biases in international portfolio allocation and investor protection standards
title_short Biases in international portfolio allocation and investor protection standards
title_sort biases in international portfolio allocation and investor protection standards
topic Financial globalization; Investor protection standards; Equity home bias; Equity foreign bias
url https://eprints.nottingham.ac.uk/55135/
https://eprints.nottingham.ac.uk/55135/
https://eprints.nottingham.ac.uk/55135/