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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. Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie, 2009. "Caught on tape: Institutional trading, stock returns, and earnings announcements," Journal of Financial Economics, Elsevier, vol. 92(1), pages 66-91, April.
  2. 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, vol. 9(1), pages 71-86, January.
  3. Hyuna Kim & Sun-Young Park, 2012. "The Relation between Cash Holdings and R&D Expenditures According to Ownership Structure," Eurasian Business Review, Eurasia Business and Economics Society, vol. 2(2), pages 25-42, December.
  4. A. Javier Hamann & Irina Bunda & Subir Lall, 2010. "Correlations in Emerging Market Bonds; The Role of Local and Global Factors," IMF Working Papers 10/6, International Monetary Fund.
  5. 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, vol. 23(1), pages 78-89, January.
  6. Kaminsky, Graciela & Lyons, Richard & Schmukler, Sergio, 2000. "Managers, investors, and crises : mutual fund strategies in emerging markets," Policy Research Working Paper Series 2399, The World Bank.
  7. Gelman, Maria & Jochem, Axel & Reitz, Stefan, 2013. "Real financial market exchange rates and capital flows," Discussion Papers 50/2013, Deutsche Bundesbank, Research Centre.
  8. Elkinawy, Susan, 2005. "Mutual fund preferences for Latin American equities surrounding financial crises," Emerging Markets Review, Elsevier, vol. 6(3), pages 211-237, September.
  9. Frey, Stefan & Herbst, Patrick & Walter, Andreas, 2014. "Measuring mutual fund herding – A structural approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 219-239.
  10. 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.
  11. 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, vol. 19(5), pages 850-861, December.
  12. Ila Patnaik & Ajay Shah & Nirvikar Singh, 2013. "Foreign Investors Under Stress; Evidence from India," IMF Working Papers 13/122, International Monetary Fund.
  13. 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 109, Indian Council for Research on International Economic Relations, New Delhi, India.
  14. Joo, Sang Lyong & Pruitt, Stephen W., 2006. "Corporate bond ratings changes and economic instability: Evidence from the Korean financial crisis," Economics Letters, Elsevier, vol. 90(1), pages 12-20, January.
  15. Lin, Anchor Y. & Lin, Yueh-Neng, 2014. "Herding of institutional investors and margin traders on extreme market movements," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 186-198.
  16. Woochan Kim & Shang-Jin Wei, 1999. "Foreign Portfolio Investors Before and during a Crisis," OECD Economics Department Working Papers 210, OECD Publishing.
  17. Hyuk Choe & Bong-Chan Kho & René M. Stulz, 2005. "Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea," Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 795-829.
  18. Kaufmann, Daniel & Mehrez, Gil & Schmukler, Sergio L., 2005. "Predicting currency fluctuations and crises: Do resident firms have an informational advantage?," Journal of International Money and Finance, Elsevier, vol. 24(6), pages 1012-1029, October.
  19. Benjamin H Cohen & Eli M Remolona, 2001. "Information flows during the Asian crisis: evidence from closed-end funds," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 30-75 Bank for International Settlements.
  20. Glaser, Markus & Weber, Martin, 2009. "Which past returns affect trading volume?," Journal of Financial Markets, Elsevier, vol. 12(1), pages 1-31, February.
  21. Froot, Kenneth A. & Tjornhom Donohue, Jessica, 2002. "The persistence of emerging market equity flows," Emerging Markets Review, Elsevier, vol. 3(4), pages 338-364, December.
  22. 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.
  23. 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, vol. 30(8), pages 2199-2214, August.
  24. Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Journal of Reviews on Global Economics, Lifescience Global, vol. 2, pages 307-329.
  25. Lau, Sie Ting & McInish, Thomas H., 2003. "IMF bailouts, contagion effects, and bank security returns," International Review of Financial Analysis, Elsevier, vol. 12(1), pages 3-23.
  26. Froot, Kenneth A. & Donohue, Jessica Tjornhom, 2004. "Decomposing the persistence of international equity flows," Finance Research Letters, Elsevier, vol. 1(3), pages 154-170, September.
  27. Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2014. "What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 418-440.
  28. Hung, Weifeng, 2014. "Institutional trading and attention bias," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 71-91.
  29. Günter Franke, 2000. "Geschäfts- und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich?," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 1(3), pages 301-318, 08.
  30. 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.
  31. 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 qt88t154b5, Anderson Graduate School of Management, UCLA.
  32. Thomas, Ashok & Spataro, Luca & Mathew, Nanditha, 2014. "Pension funds and stock market volatility: An empirical analysis of OECD countries," Journal of Financial Stability, Elsevier, vol. 11(C), pages 92-103.
  33. Amil Dasgupta & Andrea Prat & Michela Verardo, 2010. "The Price Impact of Institutional Herding," FMG Discussion Papers dp652, Financial Markets Group.
  34. Frankel, Jeffrey A., 2011. "Monetary Policy in Emerging Markets: A Survey," Scholarly Articles 4669671, Harvard Kennedy School of Government.
  35. 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, vol. 76(2), pages 283-295, November.
  36. Kim, Woochan & Wei, Shang-Jin, 2002. "Offshore investment funds: monsters in emerging markets?," Journal of Development Economics, Elsevier, vol. 68(1), pages 205-224, June.
  37. repec:ebl:ecbull:v:3:y:2007:i:22:p:1-10 is not listed on IDEAS
  38. Ladekarl, Jeppe & Zervos, Sara, 2004. "Housekeeping and plumbing: the investability of emerging markets," Emerging Markets Review, Elsevier, vol. 5(3), pages 267-294, September.
  39. Rui Albuquerque & Jianjun Miao, . "Advance Information and Asset Prices," Boston University - Department of Economics - Working Papers Series wp2009-017, Boston University - Department of Economics.
  40. 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, vol. 24(4), pages 607-630, June.
  41. Ryuichi Nakagawa & Hirofumi Uchida, 2004. "Herd Behavior in the Japanese Loan Market: Evidence from Bank Panel Data," Econometric Society 2004 Australasian Meetings 161, Econometric Society.
  42. Hirshleifer, David & Teoh, Siew Hong, 2005. "Limited Investor Attention and Stock Market Misreactions to Accounting Information," Working Paper Series 2005-24, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  43. Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Ferreira, Mario Pedro Leite, 2013. "Institutional industry herding: Intentional or spurious?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 192-214.
  44. Sergio L. Schmukler, 2004. "Financial globalization: gain and pain for developing countries," Economic Review, Federal Reserve Bank of Atlanta, issue Q 2, pages 39 - 66.
  45. 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.
  46. Zhou, Rhea Tingyu & Lai, Rose Neng, 2009. "Herding and information based trading," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 388-393, June.
  47. Karolyi, G. Andrew, 2002. "Did the Asian financial crisis scare foreign investors out of Japan?," Pacific-Basin Finance Journal, Elsevier, vol. 10(4), pages 411-442, September.
  48. Dennis P J Botman & Cees G H Diks, 2002. "Location of Investors and Capital Flight," Tinbergen Institute Discussion Papers 02-013/1, Tinbergen Institute.
  49. 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.
  50. Sang Hoon Kang & SEONG-MIN YOON, 2008. "Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market," Korean Economic Review, Korean Economic Association, vol. 24, pages 383-412.
  51. 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.
  52. 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, vol. 16(4), pages 370-388, September.
  53. Claudia M. Buch, 2002. "Business Cycle Volatility and Globalization: A Survey," Kiel Working Papers 1107, Kiel Institute for the World Economy.
  54. Bank for International Settlements, 2001. "Market liquidity: proceedings of a workshop held at the BIS," BIS Papers, Bank for International Settlements, number 02, March.
  55. Peter Blair Henry, 2006. "Capital Account Liberalization: Theory, Evidence, and Speculation," NBER Working Papers 12698, National Bureau of Economic Research, Inc.
  56. 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, vol. 18(5), pages 477-493, November.
  57. Bekaert, Geert & Harvey, Campbell R., 2003. "Emerging markets finance," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 3-56, February.
  58. Bailey, Warren & Mao, Connie X. & Sirodom, Kulpatra, 2007. "Investment restrictions and the cross-border flow of information: Some empirical evidence," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 1-25, February.
  59. Chen, Hung-Ling & Chow, Edward H. & Shiu, Cheng-Yi, 2015. "The informational role of individual investors in stock pricing: Evidence from large individual and small retail investors," Pacific-Basin Finance Journal, Elsevier, vol. 31(C), pages 36-56.
  60. Cifarelli, Giulio & Paladino, Giovanna, 2010. "Oil price dynamics and speculation: A multivariate financial approach," Energy Economics, Elsevier, vol. 32(2), pages 363-372, March.
  61. Bartram, Sohnke M. & Griffin, John & Ng, David, 2010. "How Important Are Foreign Ownership Linkages for International Stock Returns?," Working Papers 10-21, University of Pennsylvania, Wharton School, Weiss Center.
  62. Caprio, Gerard & Honohan, Patrick, 2001. "Finance for Growth: Policy Choices in a Volatile World," MPRA Paper 9929, University Library of Munich, Germany.
  63. 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.
  64. 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, vol. 26(C), pages 291-304.
  65. 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.
  66. Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2011. "The Choice Of Trading Venue And Relative Price Impact Of Institutional Trading: Adrs Versus The Underlying Securities In Their Local Markets," Working Papers 1011, Purdue University, Department of Consumer Sciences.
  67. Sercu, Piet & Vanpée, Rosanne, 2011. "The Value of Clean Hands: How to Appeal to International Equity Investors," Working Papers 2011/26, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
  68. Gillan, Stuart L. & Starks, Laura T., 2002. "Institutional Investors, Corporate Ownership, and Corporate Governance: Global Perspectives," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  69. 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.
  70. Ng, Lilian & Wu, Fei, 2007. "The trading behavior of institutions and individuals in Chinese equity markets," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2695-2710, September.
  71. 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, vol. 25(C), pages 240-252.
  72. Didier, Tatiana & Mauro, Paolo & Schmukler, Sergio L., 2008. "Vanishing financial contagion?," Journal of Policy Modeling, Elsevier, vol. 30(5), pages 775-791.
  73. Borensztein, Eduardo R. & Gelos, R. Gaston, 2003. "Leaders and followers: emerging market fund behavior during tranquil and turbulent times," Emerging Markets Review, Elsevier, vol. 4(1), pages 25-38, March.
  74. 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.
  75. Lin, Anchor Y. & Swanson, Peggy E., 2008. "Foreigners' perceptions of U.S. markets: Do foreigners exhibit herding tendencies?," Journal of Economics and Business, Elsevier, vol. 60(3), pages 179-203.
  76. Kim, Bong-Han & Kim, Seewon, 2013. "Transmission of the global financial crisis to Korea," Journal of Policy Modeling, Elsevier, vol. 35(2), pages 339-353.
  77. 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.
  78. 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, vol. 17(2), pages 243-256, April.
  79. Porras, Eva & Ülkü, Numan, 2015. "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 111-126.
  80. Warren Bailey & Lin Zheng, 2013. "Banks, Bears, and the Financial Crisis," Journal of Financial Services Research, Springer, vol. 44(1), pages 1-51, August.
  81. Chunxin Jia & Yaping Wang & Wei Xiong, 2015. "Social Trust and Differential Reactions of Local and Foreign Investors to Public News," NBER Working Papers 21075, National Bureau of Economic Research, Inc.
  82. Ben-David, Itzhak & Hirshleifer, David, 2011. "Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?," Working Paper Series 2011-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  83. 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.
  84. Dalia El-Shiaty & Ahmed Abdelmotelib Badawi, 2014. "Herding Behavior in the Stock Market: An Empirical Analysis of the Egyptian Exchange," Working Papers 37, The German University in Cairo, Faculty of Management Technology.
  85. Ian Goldin & Kenneth Reinert, 2005. "Global capital flows and development: A Survey," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 14(4), pages 453-481.
  86. 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.
  87. 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.
  88. Shang-Jin Wei & Gaston Gelos, 2002. "Transparency and International Investor Behavior," IMF Working Papers 02/174, International Monetary Fund.
  89. 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, vol. 20(1), pages 36-50, February.
  90. 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, vol. 5(2), pages 170-182, June.
  91. 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, vol. 30(9), pages 2471-2488, September.
  92. Froot, Kenneth A. & O'Connell, Paul G. J. & Seasholes, Mark S., 2001. "The portfolio flows of international investors," Journal of Financial Economics, Elsevier, vol. 59(2), pages 151-193, February.
  93. Bekaert, G. & Harvey, C. R. & Lumsdaine, R. L., 2002. "The dynamics of emerging market equity flows," Journal of International Money and Finance, Elsevier, vol. 21(3), pages 295-350, June.
  94. 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, vol. 29(C), pages 150-169.
  95. repec:dgr:uvatin:2002013 is not listed on IDEAS
  96. repec:dgr:uvatin:20130086 is not listed on IDEAS
  97. Choi, Nicole & Skiba, Hilla, 2015. "Institutional herding in international markets," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 246-259.
  98. G. Andrew Karolyi & David T. Ng & Eswar S. Prasad, 2013. "The Coming Wave," Working Papers 082013, Hong Kong Institute for Monetary Research.
  99. Liao, Tsai-Ling & Huang, Chih-Jen & Wu, Chieh-Yuan, 2011. "Do fund managers herd to counter investor sentiment?," Journal of Business Research, Elsevier, vol. 64(2), pages 207-212, February.
  100. Bowe, Michael & Domuta, Daniela, 2004. "Investor herding during financial crisis: A clinical study of the Jakarta Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 12(4), pages 387-418, September.
  101. Ng, Lilian & Wu, Fei, 2006. "Revealed stock preferences of individual investors: Evidence from Chinese equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 14(2), pages 175-192, April.
  102. Christoffersen, Peter & Chung, Hyunchul & Errunza, Vihang, 2006. "Size matters: The impact of financial liberalization on individual firms," Journal of International Money and Finance, Elsevier, vol. 25(8), pages 1296-1318, December.
  103. Gębka, Bartosz & Wohar, Mark E., 2013. "International herding: Does it differ across sectors?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 55-84.
  104. Bekaert, Geert & Harvey, Campbell R., 2002. "Research in emerging markets finance: looking to the future," Emerging Markets Review, Elsevier, vol. 3(4), pages 429-448, December.
  105. Wang, Shu-Feng & Lee, Kuan-Hui, 2015. "Do foreign short-sellers predict stock returns? Evidence from daily short-selling in Korean stock market," Pacific-Basin Finance Journal, Elsevier, vol. 32(C), pages 56-75.
  106. Bange, Mary M. & Miller, Thomas Jr., 2004. "Return momentum and global portfolio allocations," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 429-459, September.
  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, vol. 19(5), pages 969-986, December.
  108. Ladekarl, Jeppe & Zervos, Sara, 2004. "Housekeeping and plumbing - the investability of emerging markets," Policy Research Working Paper Series 3229, The World Bank.
  109. Boyer, Brian & Zheng, Lu, 2009. "Investor flows and stock market returns," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 87-100, January.
  110. Chai, D.H., 2010. "Foreign Corporate Ownership and Dividends," ESRC Centre for Business Research - Working Papers wp401, ESRC Centre for Business Research.
  111. 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.
  112. 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., vol. 9(01), pages 25-49.
  113. Warnock, Francis E., 2002. "Home bias and high turnover reconsidered," Journal of International Money and Finance, Elsevier, vol. 21(6), pages 795-805, November.
  114. 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, vol. 17(3), pages 571-591, June.
  115. Economou, Fotini & Gavriilidis, Konstantinos & Goyal, Abhinav & Kallinterakis, Vasileios, 2015. "Herding dynamics in exchange groups: Evidence from Euronext," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 228-244.
  116. Economou, Fotini & Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Yordanov, Nikolay, 2015. "Do fund managers herd in frontier markets — and why?," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 76-87.
  117. Li, Xiao-Ming & Rose, Lawrence C., 2009. "The tail risk of emerging stock markets," Emerging Markets Review, Elsevier, vol. 10(4), pages 242-256, December.
  118. Irina Bunda & A. Javier Hamann & Subir Lall, 2005. "Comovements In Emerging Market Bond Returns: An Empirical Assessment," Post-Print halshs-00424466, HAL.
  119. Gleason, Kimberly C. & Mathur, Ike & Peterson, Mark A., 2004. "Analysis of intraday herding behavior among the sector ETFs," Journal of Empirical Finance, Elsevier, vol. 11(5), pages 681-694, December.
  120. Karanasos, M. & Kartsaklas, A., 2009. "Dual long-memory, structural breaks and the link between turnover and the range-based volatility," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 838-851, December.
  121. Karen K. Lewis, 2011. "Global asset pricing," Globalization and Monetary Policy Institute Working Paper 88, Federal Reserve Bank of Dallas.
  122. Seasholes, Mark S. & Wu, Guojun, 2007. "Predictable behavior, profits, and attention," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 590-610, December.
  123. Dahlquist, Magnus & Robertsson, Goran, 2004. "A note on foreigners' trading and price effects across firms," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 615-632, March.
  124. 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.
  125. Teplova, Tamara & Mikova, Evgeniya, 2015. "New evidence on determinants of price momentum in the Japanese stock market," Research in International Business and Finance, Elsevier, vol. 34(C), pages 84-109.
  126. 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., vol. 47(2), pages 74-98, March.
  127. M. Ayhan Kose & Kenneth Rogoff & Eswar Prasad & Shang-Jin Wei, 2003. "Effects of Financial Globalization on Developing Countries; Some Empirical Evidence," IMF Occasional Papers 220, International Monetary Fund.
  128. Dahlquist, Magnus & Robertsson, Goran, 2001. "Direct foreign ownership, institutional investors, and firm characteristics," Journal of Financial Economics, Elsevier, vol. 59(3), pages 413-440, March.
  129. Warren Bailey & Lin Zheng & Yinggang Zhou, 2012. "What Makes the VIX Tick?," Working Papers 222012, Hong Kong Institute for Monetary Research.
  130. 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.
  131. 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.
  132. 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, vol. 34(12), pages 2886-2896, December.
  133. Lei, Qin & Wu, Guojun, 2005. "Time-varying informed and uninformed trading activities," Journal of Financial Markets, Elsevier, vol. 8(2), pages 153-181, May.
  134. Kamesaka, Akiko & Nofsinger, John R. & Kawakita, Hidetaka, 2003. "Investment patterns and performance of investor groups in Japan," Pacific-Basin Finance Journal, Elsevier, vol. 11(1), pages 1-22, January.
  135. 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, vol. 47(4), pages 550-575, September.
  136. Yao, Juan & Ma, Chuanchan & He, William Peng, 2014. "Investor herding behaviour of Chinese stock market," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 12-29.
  137. 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, vol. 15(2), pages 99-115, April.
  138. repec:ebl:ecbull:v:7:y:2007:i:10:p:1-14 is not listed on IDEAS
  139. 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.
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  147. 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, vol. 15(1), pages 80-104, January.
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