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Citations for "Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997"

by Hyuk Choe & Bong-Chan Kho & Rene M. Stulz

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  1. Thomas, Ashok & Spataro, Luca & Mathew, Nanditha, 2014. "Pension funds and stock market volatility: An empirical analysis of OECD countries," Journal of Financial Stability, Elsevier, Elsevier, vol. 11(C), pages 92-103.
  2. Jung-Wook Kim & Jason Lee & Randall Morck, 2009. "Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks," NBER Working Papers 14733, National Bureau of Economic Research, Inc.
  3. Borensztein, Eduardo R. & Gelos, R. Gaston, 2003. "Leaders and followers: emerging market fund behavior during tranquil and turbulent times," Emerging Markets Review, Elsevier, Elsevier, vol. 4(1), pages 25-38, March.
  4. Eli M Remolona & Benjamin H. Cohen, 2000. "Information flows during the asian crisis: evidence from closed-end funds," BIS Working Papers 97, Bank for International Settlements.
  5. Tsai, Pei-Jung, 2010. "Country funds and the role of international equity flows in pricing and in premiums and discounts," Global Finance Journal, Elsevier, vol. 21(1), pages 43-70.
  6. Suleyman Cetintas & Luo Si & Sugato Chakravarty & Hans Aagard & Kyle Bowen, 2011. "Learning to Identify Students’ Relevant and IrrelevantQuestions in a Micro-blogging Supported Classroom," Working Papers 1010, Purdue University, Department of Consumer Sciences.
  7. Chakravarty, Sugato & Chiyachantana, Chiraphol N. & Jiang, Christine, 2004. "The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets," Purdue University Economics Working Papers 1172, Purdue University, Department of Economics.
  8. Ila Patnaik & Ajay Shah & Nirvikar Singh, 2013. "Foreign Investors Under Stress," IMF Working Papers 13/122, International Monetary Fund.
  9. Kamesaka, Akiko & Nofsinger, John R. & Kawakita, Hidetaka, 2003. "Investment patterns and performance of investor groups in Japan," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 11(1), pages 1-22, January.
  10. Campbell, John & Schwartz, Allie & Ramadorai, Tarun, 2009. "Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements," Scholarly Articles 2609649, Harvard University Department of Economics.
  11. Brennan, Michael J. & Cao, H. Henry & Strong, Norman & Xu, Xinzhong, 2003. "The Dynamics of International Equity Market Expectations," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA qt88t154b5, Anderson Graduate School of Management, UCLA.
  12. Chen, An-Sing & Hong, Bi-Shia, 2006. "Institutional ownership changes and returns around analysts' earnings forecast release events: Evidence from Taiwan," Journal of Banking & Finance, Elsevier, Elsevier, vol. 30(9), pages 2471-2488, September.
  13. Bowe, Michael & Domuta, Daniela, 2004. "Investor herding during financial crisis: A clinical study of the Jakarta Stock Exchange," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 12(4), pages 387-418, September.
  14. Bohl, Martin T. & Brzeszczynski, Janusz & Wilfling, Bernd, 2009. "Institutional investors and stock returns volatility: Empirical evidence from a natural experiment," Journal of Financial Stability, Elsevier, Elsevier, vol. 5(2), pages 170-182, June.
  15. Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 2004. "Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea," NBER Working Papers 10502, National Bureau of Economic Research, Inc.
  16. Liao, Tsai-Ling & Huang, Chih-Jen & Wu, Chieh-Yuan, 2011. "Do fund managers herd to counter investor sentiment?," Journal of Business Research, Elsevier, Elsevier, vol. 64(2), pages 207-212, February.
  17. Ko, Kwangsoo & Kim, Keunsoo & Cho, Sung Hoon, 2007. "Characteristics and performance of institutional and foreign investors in Japanese and Korean stock markets," Journal of the Japanese and International Economies, Elsevier, vol. 21(2), pages 195-213, June.
  18. A. Javier Hamann & Irina Bunda & Subir Lall, 2010. "Correlations in Emerging Market Bonds," IMF Working Papers 10/6, International Monetary Fund.
  19. Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Tinbergen Institute Discussion Papers 13-086/III, Tinbergen Institute.
  20. Karolyi, G. Andrew, 2002. "Did the Asian financial crisis scare foreign investors out of Japan?," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 10(4), pages 411-442, September.
  21. Wang, Jianxin, 2007. "Foreign equity trading and emerging market volatility: Evidence from Indonesia and Thailand," Journal of Development Economics, Elsevier, Elsevier, vol. 84(2), pages 798-811, November.
  22. Bekaert, Geert & Harvey, Campbell R., 2003. "Emerging markets finance," Journal of Empirical Finance, Elsevier, Elsevier, vol. 10(1-2), pages 3-56, February.
  23. Christos Alexakis, 2011. "Financial Crisis, Ownership Effect and Investors Sentiment: Empirical Evidence from the Banking Sector in Greece," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 3-18.
  24. Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Ferreira, Mario Pedro Leite, 2013. "Institutional industry herding: Intentional or spurious?," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 26(C), pages 192-214.
  25. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999. "The Dynamics of Emerging Market Equity Flows," NBER Working Papers 7219, National Bureau of Economic Research, Inc.
  26. Bae, Kee-Hong & Yamada, Takeshi & Ito, Keiichi, 2008. "Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 16(4), pages 370-388, September.
  27. Diego Alonso Agudelo Rueda & Milena Castaño, 2011. "Do foreign portfolio flows increase risk in emerging stock markets? Evidence from six Latin American countries 1999 -2008," DOCUMENTOS DE TRABAJO CIEF, UNIVERSIDAD EAFIT 010663, UNIVERSIDAD EAFIT.
  28. Sergio L. Schmukler, 2004. "Financial globalization: gain and pain for developing countries," Economic Review, Federal Reserve Bank of Atlanta, Federal Reserve Bank of Atlanta, issue Q 2, pages 39 - 66.
  29. Jianjun Miao & Rui Albuquerque, 2008. "Advance Information and Asset Prices," 2008 Meeting Papers 44, Society for Economic Dynamics.
  30. Peter Blair Henry, 2007. "Capital Account Liberalization: Theory, Evidence, and Speculation," Journal of Economic Literature, American Economic Association, vol. 45(4), pages 887-935, December.
  31. Takeda, Fumiko, 2004. "A twin crisis model with incomplete information," Journal of the Japanese and International Economies, Elsevier, vol. 18(1), pages 38-56, March.
  32. Ng, Lilian & Wu, Fei, 2006. "Revealed stock preferences of individual investors: Evidence from Chinese equity markets," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 14(2), pages 175-192, April.
  33. Woochan Kim & Shang-Jin Wei, 1999. "Offshore Investment Funds: Monsters in Emerging Markets?," NBER Working Papers 7133, National Bureau of Economic Research, Inc.
  34. Vasileios Kallinterakis & Nomana Munir & Mirjana Radovic-Markovic, 2009. "Do Investors Herd During Extreme Periods in Thin Markets? Evidence from Banja Luka," Book Chapters, Institute of Economic Sciences.
  35. Peter Henry, 2007. "Capital Account Liberalization: Theory, Evidence, and Speculation," Discussion Papers, Stanford Institute for Economic Policy Research 07-004, Stanford Institute for Economic Policy Research.
  36. Kenneth A. Froot & Paul G.J. O'Connell & Mark S. Seasholes, 1998. "The Portfolio Flows of International Investors, I," NBER Working Papers 6687, National Bureau of Economic Research, Inc.
  37. Kaminsky, Graciela & Lyons, Richard K. & Schmukler, Sergio L., 2004. "Managers, investors, and crises: mutual fund strategies in emerging markets," Journal of International Economics, Elsevier, Elsevier, vol. 64(1), pages 113-134, October.
  38. Bunda, Irina & Hamann, A. Javier & Lall, Subir, 2009. "Correlations in emerging market bonds: The role of local and global factors," Emerging Markets Review, Elsevier, Elsevier, vol. 10(2), pages 67-96, June.
  39. Kang, Hyung Cheol & Lee, Dong Wook & Park, Kyung Suh, 2010. "Does the difference in valuation between domestic and foreign investors help explain their distinct holdings of domestic stocks?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(12), pages 2886-2896, December.
  40. Evrensel, Ayse Y. & Kutan, Ali M., 2007. "IMF-related announcements and stock market returns: Evidence from financial and non-financial sectors in Indonesia, Korea, and Thailand," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 15(1), pages 80-104, January.
  41. M. Ayhan Kose & Kenneth Rogoff & Eswar Prasad & Shang-Jin Wei, 2003. "Effects of Financial Globalization on Developing Countries," IMF Occasional Papers 220, International Monetary Fund.
  42. Woochan Kim & Shang-Jin Wei, 1999. "Foreign Portfolio Investors Before and During a Crisis," NBER Working Papers 6968, National Bureau of Economic Research, Inc.
  43. Boyer, Brian & Zheng, Lu, 2009. "Investor flows and stock market returns," Journal of Empirical Finance, Elsevier, Elsevier, vol. 16(1), pages 87-100, January.
  44. Christoffersen, Peter & Chung, Hyunchul & Errunza, Vihang, 2006. "Size matters: The impact of financial liberalization on individual firms," Journal of International Money and Finance, Elsevier, Elsevier, vol. 25(8), pages 1296-1318, December.
  45. Shang-Jin Wei & Gaston Gelos, 2002. "Transparency and International Investor Behavior," IMF Working Papers 02/174, International Monetary Fund.
  46. Dahlquist, Magnus & Robertsson, Goran, 2001. "Direct foreign ownership, institutional investors, and firm characteristics," Journal of Financial Economics, Elsevier, Elsevier, vol. 59(3), pages 413-440, March.
  47. Ila Patnaik & Ajay Shah & Nirvikar Singh, 2013. "Foreign Investors under Stress: Evidence From India," International Finance, Wiley Blackwell, Wiley Blackwell, vol. 16(2), pages 213-244, 06.
  48. Samarakoon, Lalith P., 2010. "Asymmetric investor behavior between buyside and sellside: Evidence from investor classes in the Sri Lankan stock market," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 20(2-3), pages 93-113, July.
  49. Akiko Kamesaka, 2013. "The Great East Japan Earthquake and Investor Behavior in Japan's Equity Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, Policy Research Institute, Ministry of Finance Japan, vol. 9(1), pages 71-86, January.
  50. Sercu, Piet & Vanpée, Rosanne, 2011. "The Value of Clean Hands: How to Appeal to International Equity Investors," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management 2011/26, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
  51. Bartram, Sohnke M. & Griffin, John & Ng, David, 2010. "How Important Are Foreign Ownership Linkages for International Stock Returns?," Working Papers, University of Pennsylvania, Wharton School, Weiss Center 10-21, University of Pennsylvania, Wharton School, Weiss Center.
  52. Swanson, Peggy E. & Lin, Anchor Y., 2005. "Trading behavior and investment performance of U.S. investors in global equity markets," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 15(2), pages 99-115, April.
  53. Dahlquist, Magnus & Robertsson, Goran, 2004. "A note on foreigners' trading and price effects across firms," Journal of Banking & Finance, Elsevier, Elsevier, vol. 28(3), pages 615-632, March.
  54. Jessica Tjornhom Donohue & Kenneth A. Froot, 2002. "The Persistence of Emerging Market Equity Flows," NBER Working Papers 9241, National Bureau of Economic Research, Inc.
  55. Kim, Bong-Han & Kim, Seewon, 2013. "Transmission of the global financial crisis to Korea," Journal of Policy Modeling, Elsevier, Elsevier, vol. 35(2), pages 339-353.
  56. Elkinawy, Susan, 2005. "Mutual fund preferences for Latin American equities surrounding financial crises," Emerging Markets Review, Elsevier, Elsevier, vol. 6(3), pages 211-237, September.
  57. Jarl G. Kallberg & Paolo Pasquariello, 2005. "An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets," The Journal of Business, University of Chicago Press, vol. 78(1), pages 169-212, January.
  58. Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance 13/23, University of Canterbury, Department of Economics and Finance.
  59. Ülkü, Numan & Karpova, Yekaterina, 2014. "Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 29(C), pages 150-169.
  60. Glaser, Markus & Weber, Martin, 2009. "Which past returns affect trading volume?," Journal of Financial Markets, Elsevier, Elsevier, vol. 12(1), pages 1-31, February.
  61. Hung, Weifeng & Lu, Chia-Chi & Lee, Cheng F., 2010. "Mutual fund herding its impact on stock returns: Evidence from the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 18(5), pages 477-493, November.
  62. Warren Bailey & Lin Zheng & Yinggang Zhou, 2012. "What Makes the VIX Tick?," Working Papers 222012, Hong Kong Institute for Monetary Research.
  63. Amita Batra, 2003. "The Dynamics of foreign portfolio inflows and equity returns in India," Indian Council for Research on International Economic Relations, New Delhi Working Papers, Indian Council for Research on International Economic Relations, New Delhi, India 109, Indian Council for Research on International Economic Relations, New Delhi, India.
  64. Chiyachantana, Chiraphol N. & Jain, Pankaj K. & Jiang, Christine & Wood, Robert A., 2006. "Volatility effects of institutional trading in foreign stocks," Journal of Banking & Finance, Elsevier, Elsevier, vol. 30(8), pages 2199-2214, August.
  65. Karen K. Lewis, 2011. "Global asset pricing," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 88, Federal Reserve Bank of Dallas.
  66. Panait, Iulian & Slavescu, Ecaterina Oana, 2011. "Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011," MPRA Paper 41786, University Library of Munich, Germany.
  67. Amil Dasgupta & Andrea Prat & Michela Verardo, 2011. "The Price Impact of Institutional Herding," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 24(3), pages 892-925.
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  69. Frankel, Jeffrey A., 2011. "Monetary Policy in Emerging Markets: A Survey," Scholarly Articles 4669671, Harvard Kennedy School of Government.
  70. Bank for International Settlements, 2001. "Market liquidity: proceedings of a workshop held at the BIS," BIS Papers, Bank for International Settlements, number 02.
  71. Andrade, Sandro C. & Kohlscheen, Emanuel, 2010. "Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002," The Warwick Economics Research Paper Series (TWERPS) 926, University of Warwick, Department of Economics.
  72. Yao, Juan & Ma, Chuanchan & He, William Peng, 2014. "Investor herding behaviour of Chinese stock market," International Review of Economics & Finance, Elsevier, Elsevier, vol. 29(C), pages 12-29.
  73. Ladekarl, Jeppe & Zervos, Sara, 2004. "Housekeeping and plumbing - the investability of emerging markets," Policy Research Working Paper Series 3229, The World Bank.
  74. Gleason, Kimberly C. & Mathur, Ike & Peterson, Mark A., 2004. "Analysis of intraday herding behavior among the sector ETFs," Journal of Empirical Finance, Elsevier, Elsevier, vol. 11(5), pages 681-694, December.
  75. Lim, Kian-Ping & Brooks, Robert D. & Kim, Jae H., 2008. "Financial crisis and stock market efficiency: Empirical evidence from Asian countries," International Review of Financial Analysis, Elsevier, Elsevier, vol. 17(3), pages 571-591, June.
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  77. Li, Xiao-Ming & Rose, Lawrence C., 2009. "The tail risk of emerging stock markets," Emerging Markets Review, Elsevier, Elsevier, vol. 10(4), pages 242-256, December.
  78. Ryuichi Nakagawa & Hirofumi Uchida, 2004. "Herd Behavior In The Japanese Loan Market: Evidence From Bank Panel Data," Econometric Society 2004 Far Eastern Meetings, Econometric Society 737, Econometric Society.
  79. Lin, Anchor Y. & Swanson, Peggy E., 2008. "Foreigners' perceptions of U.S. markets: Do foreigners exhibit herding tendencies?," Journal of Economics and Business, Elsevier, Elsevier, vol. 60(3), pages 179-203.
  80. Kaufmann, Daniel & Mehrez, Gil & Schmukler, Sergio, 1999. "Predicting currency fluctuations and crises - do resident firms have an informational advantage?," Policy Research Working Paper Series 2259, The World Bank.
  81. Ng, Lilian & Wu, Fei, 2007. "The trading behavior of institutions and individuals in Chinese equity markets," Journal of Banking & Finance, Elsevier, Elsevier, vol. 31(9), pages 2695-2710, September.
  82. Cifarelli, Giulio & Paladino, Giovanna, 2010. "Oil price dynamics and speculation: A multivariate financial approach," Energy Economics, Elsevier, Elsevier, vol. 32(2), pages 363-372, March.
  83. Julian S. Leppin & Stefan Reitz, 2014. "Real Financial Market Exchange Rates and Capital Flows," Kiel Working Papers 1946, Kiel Institute for the World Economy.
  84. Froot, Kenneth A. & Donohue, Jessica Tjornhom, 2004. "Decomposing the persistence of international equity flows," Finance Research Letters, Elsevier, Elsevier, vol. 1(3), pages 154-170, September.
  85. Peter Blair Henry & Peter Lombard Lorentzen, 2003. "Domestic Capital Market Reform and Access to Global Finance: Making Markets Work," NBER Working Papers 10064, National Bureau of Economic Research, Inc.
  86. 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, Elsevier, vol. 37(8), pages 2733-2749.
  87. Michael Schuppli & Martin T. Bohl, 2009. "Do Foreign Institutional Investors Destabilize China’s A-Share Markets?," CQE Working Papers 0909, Center for Quantitative Economics (CQE), University of Muenster.
  88. Lei, Qin & Wu, Guojun, 2005. "Time-varying informed and uninformed trading activities," Journal of Financial Markets, Elsevier, Elsevier, vol. 8(2), pages 153-181, May.
  89. Michele Tumminello & Fabrizio Lillo & Jyrki Piilo & Rosario N. Mantegna, 2011. "Identification of clusters of investors from their real trading activity in a financial market," Papers 1107.3942, arXiv.org.
  90. Caprio, Gerard & Honohan, Patrick, 2001. "Finance for Growth: Policy Choices in a Volatile World," MPRA Paper 9929, University Library of Munich, Germany.
  91. Hung, Weifeng, 2014. "Institutional trading and attention bias," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 29(C), pages 71-91.
  92. Gębka, Bartosz & Wohar, Mark E., 2013. "International herding: Does it differ across sectors?," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 23(C), pages 55-84.
  93. Irina Bunda & A. Javier Hamann & Subir Lall, 2005. "Comovements In Emerging Market Bond Returns: An Empirical Assessment," Post-Print halshs-00424466, HAL.
  94. Hsin, Chin-Wen & Guo, Wen-Chung & Tseng, Seng-Su & Luo, Wen-Chih, 2003. "The impact of speculative trading on stock return volatility: the evidence from Taiwan," Global Finance Journal, Elsevier, vol. 14(3), pages 243-270, December.
  95. Warnock, Francis E., 2002. "Home bias and high turnover reconsidered," Journal of International Money and Finance, Elsevier, Elsevier, vol. 21(6), pages 795-805, November.
  96. Kaustia, Markku & Rantapuska, Elias, 2012. "Rational and behavioral motives to trade: Evidence from reinvestment of dividends and tender offer proceeds," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(8), pages 2366-2378.
  97. Lin, Cho-Min & Lee, Yen-Hsien & Chiu, Chien-Liang, 2009. "Structural changes in foreign investors' trading behavior and the corresponding impact on Taiwan's stock market," Research in International Business and Finance, Elsevier, Elsevier, vol. 23(1), pages 78-89, January.
  98. Warren Bailey & Lin Zheng, 2013. "Banks, Bears, and the Financial Crisis," Journal of Financial Services Research, Springer, Springer, vol. 44(1), pages 1-51, August.
  99. Claudia M. Buch, 2002. "Business Cycle Volatility and Globalization: A Survey," Kiel Working Papers 1107, Kiel Institute for the World Economy.
  100. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, Elsevier, vol. 49(1), pages 139-209, January.
  101. Ladekarl, Jeppe & Zervos, Sara, 2004. "Housekeeping and plumbing: the investability of emerging markets," Emerging Markets Review, Elsevier, Elsevier, vol. 5(3), pages 267-294, September.
  102. Hood, Matthew & Kamesaka, Akiko & Nofsinger, John & Tamura, Teruyuki, 2013. "Investor response to a natural disaster: Evidence from Japan's 2011 earthquake," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 25(C), pages 240-252.
  103. Didier, Tatiana & Mauro, Paolo & Schmukler, Sergio L., 2008. "Vanishing financial contagion?," Journal of Policy Modeling, Elsevier, Elsevier, vol. 30(5), pages 775-791.
  104. Günter Franke, 2000. "Geschäfts- und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich?," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, Verein für Socialpolitik, vol. 1(3), pages 301-318, 08.
  105. Gillan, Stuart L. & Starks, Laura T., 2002. "Institutional Investors, Corporate Ownership, and Corporate Governance: Global Perspectives," Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  106. Hamberg, Mattias & Mavruk, Taylan & Sjögren, Stefan, 2013. "Investment allocation decisions, home bias and the mandatory IFRS adoption," Journal of International Money and Finance, Elsevier, Elsevier, vol. 36(C), pages 107-130.
  107. Lizardo, Radhamés A. & Mollick, André V., 2009. "Do foreign purchases of U.S. stocks help the U.S. stock market?," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 19(5), pages 969-986, December.
  108. Chun-Da Chen & Alex YiHou Huang & Chih-Chun Chen, 2011. "The Effects of Abolishing a Foreign Institutional Investment Quota in Taiwan," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 47(2), pages 74-98, March.
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  111. French, Joseph J. & Naka, Atsuyuki, 2013. "Dynamic relationships among equity flows, equity returns and dividends: Behavior of U.S. investors in China and India," Global Finance Journal, Elsevier, vol. 24(1), pages 13-29.
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  113. Seasholes, Mark S. & Wu, Guojun, 2007. "Predictable behavior, profits, and attention," Journal of Empirical Finance, Elsevier, Elsevier, vol. 14(5), pages 590-610, December.
  114. Samarakoon, Lalith P., 2009. "The relation between trades of domestic and foreign investors and stock returns in Sri Lanka," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 19(5), pages 850-861, December.
  115. Bekaert, Geert & Harvey, Campbell R., 2002. "Research in emerging markets finance: looking to the future," Emerging Markets Review, Elsevier, Elsevier, vol. 3(4), pages 429-448, December.
  116. Ian Goldin & Kenneth Reinert, 2005. "Global capital flows and development: A Survey," The Journal of International Trade & Economic Development, Taylor & Francis Journals, Taylor & Francis Journals, vol. 14(4), pages 453-481.
  117. Demirer, Riza & Kutan, Ali M. & Chen, Chun-Da, 2010. "Do investors herd in emerging stock markets?: Evidence from the Taiwanese market," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 76(2), pages 283-295, November.
  118. Bae, Kee-Hong & Chan, Kalok & Ng, Angela, 2004. "Investibility and return volatility," Journal of Financial Economics, Elsevier, Elsevier, vol. 71(2), pages 239-263, February.
  119. Lau, Sie Ting & McInish, Thomas H., 2003. "IMF bailouts, contagion effects, and bank security returns," International Review of Financial Analysis, Elsevier, Elsevier, vol. 12(1), pages 3-23.
  120. Takuji Kinkyo, 2004. "Transmission channels of capital flow shocks: why Korean crisis was so severe," Working Papers 139, Department of Economics, SOAS, University of London, UK.
  121. Wen-Hsiu Kuo & Shih-Ju Chan, 2006. "The Impact of Introduction of QFIIs Trading on the Lead and Volatility Behavior: Evidence for Taiwan Index Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 25-49.
  122. Tsai, Pei-Jung & Swanson, Peggy E. & Sarkar, Salil K., 2007. "Mean and volatility linkages for closed-end country funds," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 47(4), pages 550-575, September.
  123. Schuppli, Michael & Bohl, Martin T., 2010. "Do foreign institutional investors destabilize China's A-share markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 20(1), pages 36-50, February.
  124. Dalia El-Shiaty & Ahmed Abdelmotelib Badawi, 2014. "Herding Behavior in the Stock Market: An Empirical Analysis of the Egyptian Exchange," Working Papers, The German University in Cairo, Faculty of Management Technology 37, The German University in Cairo, Faculty of Management Technology.
  125. Ghysels, Eric & Seon, Junghoon, 2005. "The Asian financial crisis: The role of derivative securities trading and foreign investors in Korea," Journal of International Money and Finance, Elsevier, Elsevier, vol. 24(4), pages 607-630, June.
  126. Lin, Anchor Y., 2009. "Law, culture and investment performance: A cross-country analysis," Global Finance Journal, Elsevier, vol. 19(3), pages 323-341.
  127. Sumit Agarwal & I‐Ming Chiu & Chunlin Liu & S. Ghon Rhee, 2011. "The Brokerage Firm Effect In Herding: Evidence From Indonesia," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(3), pages 461-479, 09.
  128. Bange, Mary M. & Miller, Thomas Jr., 2004. "Return momentum and global portfolio allocations," Journal of Empirical Finance, Elsevier, Elsevier, vol. 11(4), pages 429-459, September.
  129. Zhou, Rhea Tingyu & Lai, Rose Neng, 2009. "Herding and information based trading," Journal of Empirical Finance, Elsevier, Elsevier, vol. 16(3), pages 388-393, June.
  130. Klein, Arne C., 2013. "Time-variations in herding behavior: Evidence from a Markov switching SUR model," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 26(C), pages 291-304.
  131. Chai, D.H., 2010. "Foreign Corporate Ownership and Dividends," ESRC Centre for Business Research - Working Papers, ESRC Centre for Business Research wp401, ESRC Centre for Business Research.
  132. Kim, Jaemin & Landi, James & Yoo, Sean Sehyun, 2009. "Inter-temporal examination of the trading activities of foreign investors in the Korean stock market," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 17(2), pages 243-256, April.
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