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Do Domestic Investors Have More Valuable Information About Individual Stocks Than Foreign Investors?

Citations

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Cited by:

  1. Rogers Ondiba Ochenge & Rose Ngugi & Peter Muriu & David McMillan, 2020. "Foreign equity flows and stock market liquidity in Kenya," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1781503-178, January.
  2. Emine Boz, 2006. "Can Miracles Lead to Crises? An Informational Frictions Explanation of Emerging Markets Crises," Computing in Economics and Finance 2006 19, Society for Computational Economics.
  3. Caballero, Ricardo J. & Krishnamurthy, Arvind, 2001. "International and domestic collateral constraints in a model of emerging market crises," Journal of Monetary Economics, Elsevier, vol. 48(3), pages 513-548, December.
  4. Pozo, Jorge, 2023. "Sectoral credit reallocation: An excessive bank risk-taking explanation," Emerging Markets Review, Elsevier, vol. 54(C).
  5. Zhiyi Qiu & Rong Chen & Ye Yang, 2021. "Going Abroad, Friends on Board: Cross-Border Venture Capital and Syndication Strategy in China," SAGE Open, , vol. 11(2), pages 21582440211, April.
  6. Albuquerque, Rui & H. Bauer, Gregory & Schneider, Martin, 2009. "Global private information in international equity markets," Journal of Financial Economics, Elsevier, vol. 94(1), pages 18-46, October.
  7. Wee-Yeap Lau & Tien-Ming Yip, 2019. "Modeling Trading Behavior in the Japanese Stock Market During QE Tapering and Post-QE Exit," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(4), pages 409-427, December.
  8. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance 0405006, University Library of Munich, Germany.
  9. Chang, Charles, 2010. "Information footholds: Isolating local presence as a factor in analyst performance and trading," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1094-1107, October.
  10. Hemantkumar P. Bulsara & Vaishali Samir Dhingra & Shailesh Gandhi, 2015. "Dynamic Interactions between Foreign Institutional Investment Flows and Stock Market Returns – The Case of India," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 9(3), September.
  11. Ila Patnaik & Ajay Shah & Nirvikar Singh, 2013. "Foreign Investors under Stress: Evidence From India," International Finance, Wiley Blackwell, vol. 16(2), pages 213-244, June.
  12. Kalok Chan & Vicentiu Covrig & Lilian Ng, 2005. "What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide," Journal of Finance, American Finance Association, vol. 60(3), pages 1495-1534, June.
  13. Yi‐Wei Chuang & Yu‐Fen Lin & Pei‐Shih Weng, 2019. "Why and how do foreign institutional investors outperform domestic investors in futures trading: Evidence from Taiwan," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(3), pages 279-301, March.
  14. Kenneth A. Froot & Tarun Ramadorai, 2002. "Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals," NBER Working Papers 9080, National Bureau of Economic Research, Inc.
  15. Michael Frenkel & Lukas Menkhoff, 2004. "Are Foreign Institutional Investors Good for Emerging Markets?," The World Economy, Wiley Blackwell, vol. 27(8), pages 1275-1293, August.
  16. Bhattacharya, Utpal & Groznik, Peter, 2008. "Melting pot or salad bowl: Some evidence from U.S. investments abroad," Journal of Financial Markets, Elsevier, vol. 11(3), pages 228-258, August.
  17. Mishra, Anil V., 2013. "Foreign ownership in Australian firms," Research in International Business and Finance, Elsevier, vol. 28(C), pages 1-18.
  18. Guo, Liang, 2016. "Are U.S. investors blindly chasing returns in foreign countries?," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 309-334.
  19. Anil Mishra, 2011. "Australia’s equity home bias and real exchange rate volatility," Review of Quantitative Finance and Accounting, Springer, vol. 37(2), pages 223-244, August.
  20. Ya‐Kai Chang & Robin K. Chou, 2022. "Algorithmic trading and market quality: Evidence from the Taiwan index futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1837-1855, October.
  21. Pozo, Jorge, 2019. "Bank Risk-Taking in a Small Open Economy," Working Papers 2019-016, Banco Central de Reserva del Perú.
  22. Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2004. "The Performance of International Equity Portfolios," International Finance Discussion Papers 817, Board of Governors of the Federal Reserve System (U.S.).
  23. Kenneth A. Froot & Tarun Ramadorai, 2001. "The Information Content of International Portfolio Flows," NBER Working Papers 8472, National Bureau of Economic Research, Inc.
  24. Liljeblom, Eva & Loflund, Anders, 2005. "Determinants of international portfolio investment flows to a small market: Empirical evidence," Journal of Multinational Financial Management, Elsevier, vol. 15(3), pages 211-233, July.
  25. Kalok Chan & Albert J. Menkveld & Zhishu Yang, 2008. "Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount," Journal of Finance, American Finance Association, vol. 63(1), pages 159-196, February.
  26. Cees G. H. Diks & Mr. Dennis P Botman, 2005. "The Role of Domestic and Foreign Investors in a Simple Model of Speculative Attacks," IMF Working Papers 2005/205, International Monetary Fund.
  27. 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.
  28. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, University Library of Munich, Germany.
  29. Anil V. Mishra, 2008. "Australia'S Equity Home Bias," Australian Economic Papers, Wiley Blackwell, vol. 47(1), pages 53-73, March.
  30. Dayong Zhang & David Dickinson & Marco R. Barassi, 2006. "Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market," EcoMod2006 272100108, EcoMod.
  31. 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.
  32. Buch, Claudia M., 2002. "Business Cycle Volatility and Globalization: A Survey," Kiel Working Papers 1107, Kiel Institute for the World Economy (IfW Kiel).
  33. Tiniç, Murat & Savaser, Tanseli, 2020. "Political turmoil and the impact of foreign orders on equity prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
  34. Pozo, Jorge, 2023. "Bank risk-taking in emerging economies: Empirical evidence and theory," Journal of Financial Stability, Elsevier, vol. 67(C).
  35. Emine Boz, 2005. "Do Miracles Lead to Crises?: An Informational Frictions Explanation to Emerging Market Financial Crises," 2005 Meeting Papers 496, Society for Economic Dynamics.
  36. Tiniç, Murat & Tanyeri, Başak & Bodur, Mehmet, 2021. "Who to trust? Reactions to analyst recommendations of domestic versus foreign brokerage houses in a developing stock market," Finance Research Letters, Elsevier, vol. 43(C).
  37. Karolyi, G. Andrew & Stulz, Rene M., 2003. "Are financial assets priced locally or globally?," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 16, pages 975-1020, Elsevier.
  38. Cheng, Xu & Kong, Dongmin & Wang, Junbo, 2021. "Political uncertainty and A-H share premium," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  39. Yoonmin Kim & Gab-Je Jo, 2019. "The Impact of Foreign Investors on the Stock Price of Korean Enterprises during the Global Financial Crisis," Sustainability, MDPI, vol. 11(6), pages 1-13, March.
  40. Brennan, Michael J. & Henry Cao, H. & Strong, Norman & Xu, Xinzhong, 2005. "The dynamics of international equity market expectations," Journal of Financial Economics, Elsevier, vol. 77(2), pages 257-288, August.
  41. Oi-Ping Chong & A.N. Bany-Ariffin & Annuar Md Nassir & Junaina Muhammad, 2019. "An Empirical Study of Herding Behaviour in China’s A-Share and B-Share Markets: Evidence of Bidirectional Herding Activities," Capital Markets Review, Malaysian Finance Association, vol. 27(2), pages 37-57.
  42. 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.
  43. 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.
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