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[PDF] Financial contagion and attention allocation

[PDF] from ua.es
J Mondria - mimo, Princeton University, 2006 - merlin.fae.ua.es
Abstract This paper explains financial contagion between two stock markets with
uncorrelated fundamentals by fluctuations in international investorspattention allocation. We
model the process of attention allocation that underlies portfolio investment in ...
Cited by 27 - Related articles - View as HTML - All 20 versions

The puzzling evolution of the home bias, information processing and financial openness

[PDF] from escholarship.org
J Mondria… - 2006 - papers.ssrn.com
Abstract: This paper presents a rational expectations model of asset prices with rationally
inattentive investors that, unlike previous papers, can explain both the substantial amount of
equity wealth invested domestically and the puzzling time series behavior of the home ...
Cited by 20 - Related articles - All 21 versions

Portfolio choice, attention allocation, and price comovement

[PDF] from utoronto.ca
Full text - MIT Libraries
J Mondria - Journal of Economic Theory, 2010 - Elsevier
This paper models the attention allocation of portfolio investors. Investors choose the
composition of their information subject to an information flow constraint. Given their
expected investment strategy in the next period, which is to hold a diversified portfolio, in ...
Cited by 17 - Related articles - All 8 versions

The determinants of international investment and attention allocation: Using internet search query data

[PDF] from utoronto.ca
Full text - MIT Libraries
J Mondria, T Wu… - Journal of International Economics, 2010 - Elsevier
This paper explores the joint determination of home bias and attention allocation. We
overcome the typical challenge associated with evaluating attention allocation theories by
using a new internet search query dataset to measure how much information investors ...
Cited by 9 - Related articles - All 37 versions

Financial Contagion through Attention Reallocation: An Empirical Analysis

[PDF] from ua.es
J Mondria… - 2006 - papers.ssrn.com
Abstract: This paper provides suggestive evidence of financial contagion between regions
by fluctuations in international investors' attention allocation. Using Financial Times news
stories about Thailand as a proxy for attention allocated to Southeast Asia, we find that the ...
Cited by 5 - Related articles - Get it from MIT Libraries - All 4 versions

Asymmetric attention and stock returns

[PDF] from unc.edu
J Mondria… - 2011 - papers.ssrn.com
Abstract: We study the asset pricing implications of attention allocation theories. These
theories allow us to predict the arrival of private information by observing investors' behavior.
Specifically, attention allocation theories suggest that the arrival of private news to local ...
Cited by 3 - Related articles - All 8 versions

[PDF] Evidence of financial contagion through attention reallocation

[PDF] from utoronto.ca
J Mondria - 2006 - individual.utoronto.ca
Abstract This paper provides suggestive evidence of financial contagion between two
indepen (dent stock markets by fluctuations in international investorsrattention allocation.
Using Financial Times coverage as a proxy for attention allocation, the data show that the ...
Cited by 3 - Related articles - View as HTML

[CITATION] Asymmetric Information, Portfolio Managers, and Home Bias

J Mondria… - 2011 - mimeo Northwestern University
Cited by 2 - Related articles

[PDF] Quality Uncertainty and Intermediation in International Trade

[PDF] from ryersonuniversity.net
K Dasgupta… - preliminary draft University of …, 2010 - ryersonuniversity.net
Abstract Asymmetric information about product quality is an endemic problem in
international trade. We examine how the availability of profit-maximizing trade
intermediaries affects the exporting decisions and quality choice of producers in the ...
Cited by 2 - Related articles - View as HTML - All 9 versions

Asymmetric Information, Portfolio Managers and Home Bias

[PDF] from northwestern.edu
W Dziuda… - AFA 2010 Atlanta Meetings Paper, 2009 - papers.ssrn.com
Abstract: Why do investors excessively tilt their portfolio towards domestic assets? Recent
studies suggest asymmetric information plays a significant role in the home equity bias
puzzle. A key assumption in theoretical models is that agents invest in assets and process ...
Cited by 2 - Related articles - All 27 versions

[PDF] Imperfect Financial Integration and Asymmetric Information: Competing Explanations of the Home Bias Puzzle?

[PDF] from ucsc.edu
J Mondria… - 2011 - people.ucsc.edu
Abstract This paper shows that imperfect financial integration and informational asymmetries
are not competing theories but rather complementing ideas to a single explanation of the
home bias puzzle. We develop a rational expectations model of asset prices with investors ...
Cited by 1 - Related articles - View as HTML - Get it from MIT Libraries - All 7 versions

[PDF] The Canadian Dollar Determination Puzzle

[PDF] from economics.ca
AE Konukoglu… - 2008 - economics.ca
Abstract The exchange rate determination puzzle refers to the empirical finding that nominal
exchange rate models based on macroeconomic fundamentals are outperformed by a
driftless random walk. Several recent papers have developed models in international ...
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Essays on inattentive investors

J Mondria Pascual - 2007 - gradworks.umi.com
Abstract: The first essay explains financial contagion between two independent stock
markets by fluctuations in international investors' attention allocation. I model the process of
attention allocation that underlies portfolio investment in international markets using ...
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[PDF] Managerial Attention Allocation in Optimal Incentive Contracts!

[PDF] from ucsc.edu
R Gil… - 2008 - managementsv.drupal.ucsc.edu
Abstract This paper presents the introduction of managerial attention allocation constraints
in optimal incentive contracts in multi# tasking. We extend the framework in Holmstrom and
Milgrom (1991) by letting the principal choose the amount of monitoring allocated to each ...
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[PDF] Canadian Exchange Rate Determination And Forecasting

[PDF] from instituteceed.org
J Mondria - instituteceed.org
Abstract: Determining the exchange rate remains a challenge for the economic science.
Even though many models and alternative analysis have been proposed, most of them
failed to improve upon the random walk hypothesis. This paper is an attempt to provide 1- ...
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[PDF] Familiarity and Surprises in International Financial Markets: Bad news travels like wildfire, good news travels slow!

[PDF] from unc.edu
J Mondria, UNCC Hill… - 2011 - unc.edu
Abstract In this paper, we decompose attention allocation in two components tthe familiar
and the surprising twith opposite implications for US purchases of foreign stocks. On one
hand, familiarity (induced attention leads to an increase in US holdings of foreign equities. ...
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[CITATION] Essays on inattentive investors

JM Pascual - 2006 - Princeton University
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Introducing managerial attention allocation in incentive contracts

[PDF] from utoronto.ca
R Gil… - SERIEs: Journal of the Spanish Economic Association, 2011 - Springer
Abstract This paper introduces and studies the role of managerial attention allocation
constraints in incentive contracts. We extend the traditional moral-hazard benchmark model
with multi-tasking and linear incentive contracts by letting the principal choose the amount ...
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