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Citations for "Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets"

by Anthony Richards

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  1. Jianxin Wang, 2007. "Foreign Ownership and Volatility Dynamics of Indonesian Stocks," Asia-Pacific Financial Markets, Springer, Springer, vol. 14(3), pages 201-210, September.
  2. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," BIS Working Papers 271, Bank for International Settlements.
  3. 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.
  4. Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2009. "Decomposing the U.S. External Returns Differential," NBER Working Papers 15077, National Bureau of Economic Research, Inc.
  5. Robert N McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," BIS Working Papers 382, Bank for International Settlements.
  6. Yu, Hsin-Yi & Hsieh, Shu-Fan, 2010. "The effect of attention on buying behavior during a financial crisis: Evidence from the Taiwan stock exchange," International Review of Financial Analysis, Elsevier, vol. 19(4), pages 270-280, September.
  7. 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.
  8. Sandro C. Andrade & Emanuel Kohlscheen, 2010. "Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002," Working Papers Series, Central Bank of Brazil, Research Department 211, Central Bank of Brazil, Research Department.
  9. Tseng, Yun-lan & Hu, Shing-yang, 2013. "Tax reform and the identity of marginal traders around ex-dividend days," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 25(C), pages 181-199.
  10. Chang, Chuang-Chang & Hsieh, Pei-Fang & Lai, Hung-Neng, 2013. "The price impact of options and futures volume in after-hours stock market trading," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 21(1), pages 984-1007.
  11. 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.
  12. Evren Arik & Elif Mutlu, 2014. "Global Risk Aversion, the Benchmark Index and the Foreign Investors: The case of Borsa Istanbul," Working Paper, Research and Business Development Department, Borsa Istanbul 08, Research and Business Development Department, Borsa Istanbul.
  13. 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.
  14. Stephanie Curcuru & Tomas Dvorak & Francis E. Warnock, 2009. "Decomposing the U.S. external returns differential," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 977, Board of Governors of the Federal Reserve System (U.S.).
  15. Froot, Kenneth A. & Tjornhom Donohue, Jessica, 2002. "The persistence of emerging market equity flows," Emerging Markets Review, Elsevier, Elsevier, vol. 3(4), pages 338-364, December.
  16. repec:bor:wpaper:1308 is not listed on IDEAS
  17. Jotikasthira, Chotibhak & Lundblad, Christian & Ramadorai, Tarun, 2013. "How do foreign investors impact domestic economic activity? Evidence from India and China," Journal of International Money and Finance, Elsevier, Elsevier, vol. 39(C), pages 89-110.
  18. Bruce Morley, 2009. "A Comparison of Two Alternative Monetary Approaches to Exchange Rate Determination over the Long-Run," International Econometric Review (IER), Econometric Research Association, Econometric Research Association, vol. 1(2), pages 63-76, April.
  19. Wang, Jianxin, 2007. "Foreign equity trading and emerging market volatility: Evidence from Indonesia and Thailand," Journal of Development Economics, Elsevier, vol. 84(2), pages 798-811, November.
  20. Thapa, Chandra & Paudyal, Krishna & Neupane, Suman, 2013. "Access to information and international portfolio allocation," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2255-2267.
  21. Thapa, Chandra & Poshakwale, Sunil S., 2012. "Country-specific equity market characteristics and foreign equity portfolio allocation," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(2), pages 189-211.
  22. De Santis, Roberto A. & Ehling, Paul, 2007. "Do international portfolio investors follow firms’ foreign investment decisions?," Working Paper Series, European Central Bank 0815, European Central Bank.
  23. Guiso, Luigi & Sodini, Paolo, 2012. "Household Finance: An Emerging Field," CEPR Discussion Papers 8934, C.E.P.R. Discussion Papers.
  24. 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.
  25. Jinjarak, Yothin & Wongswan, Jon & Zheng, Huanhuan, 2011. "International fund investment and local market returns," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 572-587, March.
  26. 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.
  27. Bank for International Settlements, 2009. "Capital flows and emerging market economies," CGFS Papers, Bank for International Settlements, number 33.
  28. Harald Hau & Helene Rey, 2002. "Exchange Rate, Equity Prices and Capital Flows," NBER Working Papers 9398, National Bureau of Economic Research, Inc.
  29. 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.
  30. Diego A. Agudelo, 2007. "Do Local or Foreign traders know more in an emerging market? A possible solution of the puzzle," DOCUMENTOS DE TRABAJO CIEF 011117, UNIVERSIDAD EAFIT.
  31. Chia-Hao Lee & Pei-I Chou, 2012. "Trading Activity and Financial Market Integration," The Financial Review, Eastern Finance Association, Eastern Finance Association, vol. 47(3), pages 589-616, 08.
  32. Chang, Chuang-Chang & Hsieh, Pei-Fang & Lai, Hung-Neng, 2009. "Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 757-764, April.
  33. 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 010663, UNIVERSIDAD EAFIT.
  34. Chang, Chuang-Chang & Hsieh, Pei-Fang & Wang, Yaw-Huei, 2010. "Information content of options trading volume for future volatility: Evidence from the Taiwan options market," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 174-183, January.