The Contribution Of Foreign Investors To Price Discovery In The Indonesian Stock Exchange
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References listed on IDEAS
- Jianxin Wang, 2007. "Foreign Ownership and Volatility Dynamics of Indonesian Stocks," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 14(3), pages 201-210, September.
- 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.
- Rhee, S. Ghon & Wang, Jianxin, 2009. "Foreign institutional ownership and stock market liquidity: Evidence from Indonesia," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1312-1324, July.
- Jianxin Wang, 2013. "The impact of foreign ownership on stock volatility in Indonesia," Published Paper Series 2013-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
More about this item
KeywordsPrice discovery; foreign investors; vector error correction model; JEL Classifications: G10; JEL Classifications: G12; JEL Classifications: G15;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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