Vicentiu Covrig

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

Northridge, CA 91330-8379

United States

SCHOLARLY PAPERS

12

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Top 22,028

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4,641

TOTAL CITATIONS
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SSRN RANKINGS

Top 26,102

in Total Papers Citations

65

Scholarly Papers (12)

1.

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

Number of pages: 51 Posted: 02 Aug 2004
Vicentiu Covrig, Lilian Ng and Kalok Chan
California State University, Northridge - Department of Finance, Financial Planning and Insurance, Schulich School of Business, York University and CUHK Business School
Downloads 923 (51,576)
Citation 14

Abstract:

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2.

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 893 (53,938)
Citation 4

Abstract:

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International Accounting Standards, Home bias, Portfolio choice

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 Ng
California State University, Northridge - Department of Finance, Financial Planning and Insurance, Nanyang Technological University (NTU) - Division of Banking & Finance and Schulich School of Business, York University
Downloads 677 (77,781)
Citation 31

Abstract:

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

Volume Autocorrelation, Information and Investor Trading

Number of pages: 31 Posted: 03 Nov 2003
Vicentiu Covrig and Lilian Ng
California State University, Northridge - Department of Finance, Financial Planning and Insurance and Schulich School of Business, York University
Downloads 435 (132,826)
Citation 2

Abstract:

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institutions, autocorrelation, information flow

Volume Autocorrelation, Information and Investor Trading

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

Abstract:

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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
California State University, Northridge - Department of Finance, Financial Planning and Insurance, Nanyang Business School, Nanyang Technological University and CESifo (Center for Economic Studies and Ifo Institute)University of California, San Diego (UCSD) - Rady School of Management
Downloads 358 (167,344)
Citation 4

Abstract:

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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 Ng, Kalok Chan and Vicentiu Covrig
Schulich School of Business, York University, CUHK Business School and California State University, Northridge - Department of Finance, Financial Planning and Insurance
Downloads 349 (172,017)
Citation 2

Abstract:

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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
Arizona State University (ASU), 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 308 (196,670)

Abstract:

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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, Michael Melvin and Michael Melvin
California State University, Northridge - Department of Finance, Financial Planning and Insurance and CESifo (Center for Economic Studies and Ifo Institute)University of California, San Diego (UCSD) - Rady School of Management
Downloads 280 (217,371)
Citation 7

Abstract:

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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 255 (238,729)

Abstract:

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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 163 (361,198)
Citation 1

Abstract:

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

11.

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

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

Abstract:

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Home bias, mutual funds, institutional investors, diversification

12.

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 Business School, Nanyang Technological University

Abstract:

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implied volatility, currency options, forecasting