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Bigger fish in small pond: The interaction between foreigners' trading and emerging stock market returns under the microscope
Ülkü, Numan; Weber, Enzo - 2011
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/10010281894
Cover Image
Bigger fish in small pond : the interaction between foreigners' trading and emerging stock market returns under the microscope
Ülkü, Numan; Weber, Enzo - 2011
Persistent link: https://www.econbiz.de/10008811114
Cover Image
Bigger fish in small pond : the interaction between foreigners' trading and emerging stock market returns under the microscope
Ülkü, Numan; Weber, Enzo - 2011
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