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

  • 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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    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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    21. Rafael La Porta & Florencio Lopez-De-Silanes & Andrei Shleifer, 1999. "Corporate Ownership Around the World," Journal of Finance, American Finance Association, vol. 54(2), pages 471-517, 04.
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    29. K. Geert Rouwenhorst, 1999. "Local Return Factors and Turnover in Emerging Stock Markets," Journal of Finance, American Finance Association, vol. 54(4), pages 1439-1464, 08.
    30. Rossi, Stefano & Volpin, Paolo, 2003. "Cross-Country Determinants of Mergers and Acquisitions," CEPR Discussion Papers 3889, C.E.P.R. Discussion Papers.
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