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Large Foreign Ownership and Firm-Level Stock Return Volatility in Emerging Markets

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  • Li, Donghui
  • Nguyen, Quang N.
  • Pham, Peter K.
  • Wei, Steven X.
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    File URL: http://journals.cambridge.org/abstract_S0022109011000202
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    Bibliographic Info

    Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

    Volume (Year): 46 (2011)
    Issue (Month): 04 (September)
    Pages: 1127-1155

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    Handle: RePEc:cup:jfinqa:v:46:y:2011:i:04:p:1127-1155_00

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    References

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    Cited by:
    1. Chen, Zhian & Du, Jinmin & Li, Donghui & Ouyang, Rui, 2013. "Does foreign institutional ownership increase return volatility? Evidence from China," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 660-669.
    2. Tung-Hao Lee & Jiun-Kai Huang, 2013. "Financial Liberalization, Foreign Ownership and Corporate Operational Efficiency: The Case of Taiwan Market," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 34-47, August.
    3. Ang, James & Knill, April & Mauck, Nathan, 2014. "Investment Opportunity Sets of Real Assets: An International Empirical Study Based on Ownership Types," MPRA Paper 53359, University Library of Munich, Germany.
    4. Bley, Jorg & Saad, Mohsen, 2011. "The effect of financial liberalization on stock-return volatility in GCC markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 662-685.
    5. He, Wen & Li, Donghui & Shen, Jianfeng & Zhang, Bohui, 2013. "Large foreign ownership and stock price informativeness around the world," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 211-230.

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