Bigger fish in small pond: The interaction between foreigners' trading and emerging stock market returns under the microscope
Year of publication: |
2011
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Authors: | Ülkü, Numan ; Weber, Enzo |
Publisher: |
Regensburg : Osteuropa-Institut Regensburg |
Subject: | Börsenkurs | Kapitalertrag | Wertpapierhandel | Portfolio-Investition | Kapitalimport | Aufstrebende Märkte | Aktienmarkt | Schätzung | Türkei | Südkorea | Taiwan | Foreign investors' trading in emerging stock markets | feedback trading | price impact | structural VAR | structural conditional correlation |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-938980-44-6 |
Other identifiers: | 64517131X [GVK] hdl:10419/57798 [Handle] RePEc:ost:wpaper:294 [RePEc] |
Classification: | G15 - International Financial Markets ; C32 - Time-Series Models |
Source: |
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Weber, Enzo, (2011)
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Ülkü, Numan, (2011)
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Ülkü, Numan, (2011)
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