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This paper provides the first study of foreign investors' trading in a sizeable European emerging stock market, using a combination of daily and monthly complete data collected at the destination. It also introduces the structural conditional correlation (SCC) methodology to identify the...
Persistent link: https://www.econbiz.de/10013130337
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This paper provides the first study of foreign investors' trading in a sizeable European emerging stock market, using a combination of daily and monthly complete data collected at the destination. It also introduces the structural conditional correlation (SCC) methodology to identify the...
Persistent link: https://www.econbiz.de/10008811276
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This research investigates the relationship between the stock trading of individual investors and returns in short horizon in an emerging market. The results indicate that the individuals would like to invest in stocks after declining in the preceding month prices and they would like to sell...
Persistent link: https://www.econbiz.de/10014238331