Global Private Information in International Equity Markets
Rui Albuquerque, Gregory Bauer, Martin Schneider
Journal of Financial Economics, vol. 94, 2009, p. 18-46.

International Equity Flows and Returns: A Quantitative Equilibrium Approach
Rui Albuquerque, Gregory Bauer, Martin Schneider
Review Of Economic Studies, vol. 74, 2007, p. 1-30.