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Stock market is one of the main variables of economic development of any economy, on the other hand, variations in stock market are also caused by the fluctuations in the various macroeconomic indicators. These stock market variations influence the behaviour of investors; so, the modeling of...
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Cross-border investments represent a substantial share of venture capital activities. We use a new and comprehensive dataset on worldwide investments to analyze the internationalization of venture capital financing. Our results from the perspectives of (i) venture capitalists, (ii) portfolio...
Persistent link: https://www.econbiz.de/10003881576
The aim of this paper is to analyze the influence of the Qualified Foreign Institutional Investors (QFII) scheme announcement on the Chinese A- and B-share markets, using an event study method with the GARCH (Generalized Autoregressive Conditional Heteroskedasticity) process. The results...
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An important feature of the development of capital market in India in the last 20 years has been the growing … investors. In India, these institutional investors manage large amount of funds which constitutes a significant share of the … understand whether there exists a relationship between FII and capital market returns in India. Here, will see the impact of FIIs …
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We study the period of the COVID-19 pandemic to assess the impact of foreign institutional investor (FII) flows on asset prices in an emerging market. Using a dataset of stock-level foreign fund flows of Indian equities, we show that stocks experiencing abnormally high innovations in foreign...
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The period of the global financial crisis can be characterized by the spillover of negative innovations among stock markets worldwide. Stock markets in Central Europe were not excluded as they are not isolated from global stock markets. Recently published scientific studies dealing with this...
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