Vicentiu Covrig

California State University, Northridge - Department of Finance, Financial Planning and Insurance

Northridge, CA 91330-8379

United States

  • California State University, Northridge - Department of Finance, Financial Planning and Insurance

SCHOLARLY PAPERS

13

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3,993

CITATIONS

39

Scholarly Papers (13)

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1.

Home Bias, Foreign Mutual Fund Holdings, and the Voluntary Adoption of International Accounting Standards

Journal of Accounting Research, Forthcoming, EFA 2006 Zurich Meetings
Number of pages: 40 Posted: 11 Oct 2005
Vicentiu Covrig, Mark L. DeFond and Mingyi Hung
California State University, Northridge - Department of Finance, Financial Planning and Insurance, University of Southern California - Leventhal School of Accounting and Hong Kong University of Science & Technology (HKUST)
Downloads 822 (28,496)

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International Accounting Standards, Home bias, Portfolio choice

2.

What Determines the Domestic Bias and Foreign Bias? Evidence from Equity Mutual Fund Allocations Worldwide

EFA 2004 Maastricht Meetings Paper No. 2527
Number of pages: 51 Posted: 02 Aug 2004
Vicentiu Covrig, Lilian K. Ng and Kalok Chan
California State University, Northridge - Department of Finance, Financial Planning and Insurance, York University - Schulich School of Business and CUHK Business School
Downloads 819 (28,637)
Citation 5

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3.

Do Domestic and Foreign Fund Managers Have Similar Preferences for Stock Characteristics? A Cross-Country Analysis

EFA 2001 Barcelona Meetings, Journal of International Business Studies, Forthcoming
Number of pages: 44 Posted: 05 Jul 2001
Vicentiu Covrig, Sie Ting Lau and Lilian K. Ng
California State University, Northridge - Department of Finance, Financial Planning and Insurance, Nanyang Technological University (NTU) - Division of Banking & Finance and York University - Schulich School of Business
Downloads 571 (46,528)
Citation 13

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home bias, fund managers, institutional trading, foreign, domestic, stock characteristics

4.

Volume Autocorrelation, Information and Investor Trading

Downloads 358 ( 82,300)
Citation 1

Volume Autocorrelation, Information and Investor Trading

Number of pages: 31 Posted: 03 Nov 2003
Vicentiu Covrig and Lilian K. Ng
California State University, Northridge - Department of Finance, Financial Planning and Insurance and York University - Schulich School of Business
Downloads 358 (81,641)
Citation 1

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institutions, autocorrelation, information flow

Volume Autocorrelation, Information and Investor Trading

Journal of Banking and Finance, Forthcoming
Posted: 03 Nov 2003
Vicentiu Covrig and Lilian K. Ng
California State University, Northridge - Department of Finance, Financial Planning and Insurance and York University - Schulich School of Business

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institutions, autocorrelation, information flow

5.

A Yen is Not a Yen: Tibor/Libor and the Determinants of the 'Japan Premium'

Number of pages: 31 Posted: 05 Nov 2001
Vicentiu Covrig, Buen Sin Low and Michael Melvin
California State University, Northridge - Department of Finance, Financial Planning and Insurance, Nanyang Technological University (NTU) - Division of Banking & Finance and University of California, San Diego (UCSD) - Rady School of Management
Downloads 310 (96,737)

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Japan premium, TIBOR, LIBOR, Credit risk, Japanese Bank, credit spread, credit downgrades, credit upgrades, Euroyen

6.

Does Home Bias Affect Firm Value? Evidence from Holdings of Mutual Funds Worldwide

Number of pages: 37 Posted: 31 Mar 2007
Lilian K. Ng, Kalok Chan and Vicentiu Covrig
York University - Schulich School of Business, CUHK Business School and California State University, Northridge - Department of Finance, Financial Planning and Insurance
Downloads 294 (102,445)

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Home Bias, Mutual Funds, Cost of Capital, Firm Value, Risk Sharing

7.

Information and Cross-Border Equity Holdings

AFA 2009 San Francisco Meetings Paper
Number of pages: 47 Posted: 21 Mar 2008 Last Revised: 25 Nov 2008
Mark S. Seasholes, Vicentiu Covrig, Sonia G. Jimenez-Garcès and Patrice C. Fontaine
ASU WP Carey School of Business, California State University, Northridge - Department of Finance, Financial Planning and Insurance, University of Angers - Centre de Recherches Appliquées à la Gestion (CERAG) and Eurofidai (CNRS)
Downloads 264 (114,840)

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Information Asymmetry, REE Models, Home Bias

8.

Asymmetric Information and Price Discovery in the FX Market: Does Tokyo Know More About the Yen?

Arizona State University Working Paper No. 98/1
Number of pages: 35 Posted: 19 Feb 1999
Vicentiu Covrig and Michael Melvin
California State University, Northridge - Department of Finance, Financial Planning and Insurance and University of California, San Diego (UCSD) - Rady School of Management
Downloads 246 (123,532)
Citation 1

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9.

Why Foreign Investors Trade More Frequently?

Number of pages: 49 Posted: 17 Mar 2008
Kalok Chan and Vicentiu Covrig
CUHK Business School and California State University, Northridge - Department of Finance, Financial Planning and Insurance
Downloads 209 (144,842)

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Foreign turnover, Mutual Funds, Information Disclosure, Familiarity

10.

What Determines Mutual Funds' Trading in Foreign Stocks?

Number of pages: 40 Posted: 18 Mar 2009
Kalok Chan and Vicentiu Covrig
CUHK Business School and California State University, Northridge - Department of Finance, Financial Planning and Insurance
Downloads 86 (290,489)

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Churn Rate, Turnover, Mutual Funds, Trading, Information Disclosure, Familiarity

11.

The Relevance of Analysts' Earnings Forecasts in Japan

Journal of Business Finance & Accounting, Vol. 32, No. 7-8, pp. 1437-1463, September 2005
Number of pages: 28 Posted: 28 Mar 2006
Vicentiu Covrig and Buen Sin Low
California State University, Northridge - Department of Finance, Financial Planning and Insurance and Nanyang Technological University (NTU) - Division of Banking & Finance
Downloads 14 (554,411)
Citation 1
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12.

What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide

Journal of Finance, Forthcoming
Posted: 13 Aug 2004
Vicentiu Covrig, Kalok Chan and Lilian K. Ng
California State University, Northridge - Department of Finance, Financial Planning and Insurance, CUHK Business School and York University - Schulich School of Business

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Home bias, mutual funds, institutional investors, diversification

13.

The Quality of Volatility Traded on the Over-the-Counter Currency Market: A Multiple Horizons Study

Journal of Futures Markets, Vol. 23, No. 3, March 2003
Posted: 24 Nov 2003
Vicentiu Covrig and Buen Sin Low
California State University, Northridge - Department of Finance, Financial Planning and Insurance and Nanyang Technological University (NTU) - Division of Banking & Finance

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implied volatility, currency options, forecasting