Trading patterns of big versus small players in an emerging market: An empirical analysis
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Citations
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Cited by:
- Bohl, Martin T. & Diesteldorf, Jeanne & Siklos, Pierre L., 2015.
"The effect of index futures trading on volatility: Three markets for Chinese stocks,"
China Economic Review, Elsevier, vol. 34(C), pages 207-224.
- Martin T. Bohl & Jeanne Diesteldorf & Pierre L. Siklos, 2014. "The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks," CQE Working Papers 3614, Center for Quantitative Economics (CQE), University of Muenster.
- Martin T. Bohl, Jeanne Diesteldorf, Pierre L. Siklos, 2015. "The effect of index futures trading on volatility: Three markets for Chinese stocks," LCERPA Working Papers 0087, Laurier Centre for Economic Research and Policy Analysis, revised 01 Feb 2015.
- Yue Zhao & Difang Wan, 2018. "Institutional high frequency trading and price discovery: Evidence from an emerging commodity futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(2), pages 243-270, February.
- Walid M.A. Ahmed, 2016. "Cross-border equity flows and market volatility: the case of Qatar Exchange," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 11(3), pages 395-418, July.
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"Introducing the mini-futures contract on Ibex 35: implications for price discovery and volatility transmission,"
Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(3), pages 197-219, September.
- Juan A. Lafuente & Manuel Illueca Muñoz, 2004. "Introducing The Mini-Futures Contract On Ibex-35: Implications For Price Discovery And Volatility Transmission," Working Papers. Serie EC 2004-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Liao, Li-Chuan & Chou, Ray Yeutien & Chiu, Banghan, 2013. "Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 72-91.
- Chen-Chang Lo & Yaling Lin & Jiann-Lin Kuo & Yi Ting Wen, 2021. "The Relation Between Trading Volume Concentration and Stock Returns," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 7(3), pages 82-89, 09-2021.
- Tsung-Yu Hsieh, 2015. "Information disclosure and price manipulation during the pre-closing session: evidence from an order-driven market," Applied Economics, Taylor & Francis Journals, vol. 47(43), pages 4670-4684, September.
- Ülkü, Numan & Weber, Enzo, 2013. "Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2733-2749.
- Shapira, Zur & Venezia, Itzhak, 2001. "Patterns of behavior of professionally managed and independent investors," Journal of Banking & Finance, Elsevier, vol. 25(8), pages 1573-1587, August.
- Lin, William T. & Tsai, Shih-Chuan & Chiu, Peter, 2016. "Do foreign institutions outperform in the Taiwan options market?," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 101-115.
- Jin, Miao & Liu, Yu-Jane & Meng, Juanjuan, 2019. "Fat-finger event and risk-taking behavior," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 126-143.
- Yang, Jack J. W., 2002. "The information spillover between stock returns and institutional investors' trading behavior in Taiwan," International Review of Financial Analysis, Elsevier, vol. 11(4), pages 533-547.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 2002.
"The Role of Large Players in Currency Crises,"
NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 197-268,
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- Wong, Woon K & Copeland, Laurence & Lu, Ralph, 2008. "The Other Side of the Trading Story: Evidence from NYSE," Cardiff Economics Working Papers E2008/12, Cardiff University, Cardiff Business School, Economics Section.
- Shih-Chuan Tsai, 2014. "Individuals’ Trading Prior to Earnings Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(9-10), pages 1124-1156, November.
- Fung, Scott & Tsai, Shih-Chuan, 2021. "The price discovery role of day traders in futures market: Evidence from different types of day traders," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 53-77.
- Paula A. Yepes-Henao & Diego A. Agudelo & Ramazan Gencay, 2018. "Muddying the waters: Who Induces Volatility in an Emerging Market?," Documentos de Trabajo de Valor Público 16974, Universidad EAFIT.
- Hilal Ok Ergün & Abdullah Yalaman & Viktor Manahov & Hanxiong Zhang, 2021. "Stock market manipulation in an emerging market of Turkey: how do market participants select stocks for manipulation?," Applied Economics Letters, Taylor & Francis Journals, vol. 28(5), pages 354-358, March.
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