LAUSR

Costly index investing in foreign markets

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1 Published in 2018 at "Journal of Financial Markets"

DOI: 10.1016/j.finmar.2019.100509

Abstract: Abstract We study trading behavior and performance of foreign investors by level of active management. Using a comprehensive Colombian dataset with complete transaction records, we find that aggregate underperformance of foreign investors is attributable to… read more here.

Keywords: index; foreign markets; markets costly; index investing ... See more keywords