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How do individual, institutional, and foreign investors win and lose in equity trades? : evidence from Japan

Bae, Kee-hong; Yamada, Takeshi; Ito, Keiichi - In: International review of finance 6 (2006) 3/4, pp. 129-155

Persistent link: https://www.econbiz.de/10003626653

How do foreigners profit from local investors? : Evidence from trades in the Japanese stock market

Yamada, Takeshi; Bae, Kee-hong; Ito, Keiichi - 2002

Persistent link: https://www.econbiz.de/10001658977

The usefulness of earnings versus book value for predicting stock returns and cross corporate ownership in Japan

Bae, Kee-hong - In: Japan and the world economy : international journal of … 10 (1998) 4, pp. 467-485

Persistent link: https://www.econbiz.de/10001251378

Investibility and return volatility in emerging equity markets

Chan, Kalok; Bae, Kee-hong; Ng, Angela - 2002

Persistent link: https://www.econbiz.de/10001671320

The Price Impact of Tweets : A High-Frequency Study

Yang, Ni; Fernandez-Perez, Adrian; Indriawan, Ivan - 2022

We examine the mechanism by which social media sentiment affects stock prices. Specifically, we assess the impact of Twitter feeds on stock returns at the intraday level. We find that an increase in buyer-initiated trades has a significantly positive price impact. The impact is stronger with an...

Persistent link: https://www.econbiz.de/10013295598