Structural changes in foreign investors' trading behavior and the corresponding impact on Taiwan's stock market
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Wu, Pei-Shan & Huang, Chien-Ming & Chiu, Chien-Liang, 2011. "Effects of structural changes on the risk characteristics of REIT returns," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 645-653, October.
- Lowe, Alpha, 2014. "The demand-side explanation for commonality in liquidity: The role of institutional ownership in the Taiwan Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 29(C), pages 59-85.
More about this item
KeywordsStructural change Expected and unexpected net purchases of foreign investors GARCH-ARJI model;
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