Bayesian analysis of time-varying interactions between stock returns and foreign equity flows
Year of publication: |
2021
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Authors: | Baba, Boubekeur ; Sevil, Güven |
Published in: |
Financial Innovation. - Heidelberg : Springer, ISSN 2199-4730. - Vol. 7.2021, 1, p. 1-25
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Publisher: |
Heidelberg : Springer |
Subject: | Economic policy uncertainty | Feedback trading | Forecast ability | Net foreign equity flows | Stock returns | Time-varying parameter VAR |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1186/s40854-021-00267-9 [DOI] 1765192919 [GVK] hdl:10419/237282 [Handle] |
Classification: | G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
-
Bayesian analysis of time-varying interactions between stock returns and foreign equity flows
Baba, Boubekeur, (2021)
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Foreigners´ Trading and Price Effects Across Firms
Dahlquist, Magnus, (2001)
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Foreigners Trading and Price Effects Across Firms
Dahlquist, Magnus, (2001)
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Baba, Boubekeur, (2022)
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Baba, Boubekeur, (2020)
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Bayesian analysis of time-varying interactions between stock returns and foreign equity flows
Baba, Boubekeur, (2021)
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