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Do domestic and foreign fund managers have similar preferences for stock characteristics? : a cross-country analysis

Covrig, Vicentiu; Lau, Sie-ting; Ng, Lilian K. - In: Journal of international business studies : JIBS ; an … 37 (2006) 3, pp. 407-429

Persistent link: https://www.econbiz.de/10003376250

The trading behavior of institutions and individuals in Chinese equity markets

Ng, Lilian K.; Wu, Fei - In: Journal of banking & finance 31 (2007) 9, pp. 2695-2710

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Common predictable components in regional stock markets

Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 35-42

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What are the global sources of rational variation in international equity returns?

Cheung, Yin-Wong - In: Journal of international money and finance 16 (1997) 6, pp. 821-836

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International evidence on the stock market and aggregate economic activity

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Foreign Exchange Exposure, Risk and the Japanese Stock Market

He, Jia; Ng, Lilian; Wu, Xueping - 1998

This paper presents a comprehensive empirical examination of the foreign exposure effect on Japanese corporations and sectors. We provide compelling evidence that, after controlling for marketwide movements, the exposure effect on Japanese corporations' stock returns is both statistically and...

Persistent link: https://www.econbiz.de/10014085184