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Investors' trading behaviour and stock market volatility during crisis periods : a dual long-memory model for the Korean stock exchange

Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - 2019

This study examines the impact of investors' buy and sell trades on Korean stock market volatility across two crisis events, the Asian crisis of 1997 and the 2008 global financial crash. We investigate the trading behaviour of domestic vs. foreign and institutional vs. individual investors. Our...

Persistent link: https://www.econbiz.de/10012138660

Dual long-memory, structural breaks and the link between turnover and the range-based volatility

Karanasos, Menelaos; Kartsaklas, A. - In: Journal of empirical finance 16 (2009) 5, pp. 838-851

Persistent link: https://www.econbiz.de/10003900413

The role of foreign capital in the Korean economy : a driving force of economic development or financial crisis?

Jeon, Bang-nam - 2006

Persistent link: https://www.econbiz.de/10003476889

Divergent expectations and closed-end funds : evidence from the post-Asian financial crisis period

Chang, Yuanchen; Chan, Kam C.; Fok, Robert C. W. - In: Journal of emerging markets 11 (2006) 2, pp. 5-14

Persistent link: https://www.econbiz.de/10003380125

Does corporate governance risk at home affect investment choices abroad?

Kim, U-chʾan; Sung, Tae Yoon; Wei, Shang-jin - In: Journal of international economics 85 (2011) 1, pp. 25-41

Persistent link: https://www.econbiz.de/10009356267

Home-country ownership structure of foreign institutional investors and control-ownership disparity in emerging markets

Kim, U-chʾan (contributor); Sung, Tae Yoon (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003642998

The Asian financial crisis : the role of derivative securities trading and foreign investors in Korea

Ghysels, Eric; Seon, Junghoon - In: Journal of international money and finance 24 (2005) 4, pp. 607-630

Persistent link: https://www.econbiz.de/10002921318

Do foreign investors cause noise in an emerging stock market?

Nam, Doowoo - In: Journal of emerging market finance 3 (2004) 1, pp. 21-36

Persistent link: https://www.econbiz.de/10002073276

Sterilization and the capital inflow problem in East Asia, 1987 - 97

Takagi, Shinji; Esaka, Tarō - In: Regional and global capital flows : macroeconomic …, (pp. 197-231). 2001

Persistent link: https://www.econbiz.de/10001628956

Price and volatility behaviour of four Asian stock markets

Wong, Mei Wa - 1999

Persistent link: https://www.econbiz.de/10001459229

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