Chen, Chun-Da; Huang, Alex YiHou; Chen, Chih-Chun - In: Emerging Markets Finance and Trade 47 (2011) 2, pp. 74-98
Policies regarding the globalization of financial markets have long been investigated with conflicting results. This paper employs an event study approach with the EGARCH process to examine the effects of lifting restrictions on qualified foreign institutional investors in the Taiwanese stock...