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Foreign Institutional Ownership and Stock Market Liquidity : Evidence from Indonesia

Rhee, S. Ghon - 2009

market, or 41% of the total market capitalization. Over the same period, liquidity on the Jakarta Stock Exchange improved … Granger causality between foreign institutional ownership and liquidity, while controlling for persistence in foreign … ownership and liquidity measures. We find that foreign holdings have a negative impact on future liquidity: a 10% increase in …

Persistent link: https://www.econbiz.de/10013158093

Where do institutional investors seek shelter when disaster strikes? : evidence from COVID-19

Glossner, Simon; Matos, Pedro; Ramelli, Stefano; … - 2020

. Trading data from a large discount brokerage (Robinhood) confirm that retail investors acted as liquidity providers. The …

Persistent link: https://www.econbiz.de/10012271074

The geography of investor attention

Mengoli, Stefano; Pagano, Marco; Pattitoni, Pierpaolo - 2021

Retail investors pay over twice as much attention to local companies than non-local ones, based on Google searches. News volume and volatility amplify this attention gap. Attention appears causally related to perceived proximity: first, acquisition by a nonlocal company is associated with less...

Persistent link: https://www.econbiz.de/10012698207

Institutional Ownership and Aggregate Volatility Risk

Barinov, Alexander - 2017

The paper shows that the difference in aggregate volatility risk can explain why several anomalies are stronger among the stocks with low institutional ownership (IO). Institutions tend to stay away from the stocks with extremely low and extremely high levels of firm-specific uncertainty because...

Persistent link: https://www.econbiz.de/10012976769

Institutional Ownership and Return Predictability Across Economically Unrelated Stocks

Gao, George - 2016

We document strong weekly lead-lag return predictability across stocks from different industries with no customer-supplier linkages (economically unrelated stocks). Between 1980 and 2010, the industry-neutral long-short hedge portfolio earns an average of over 19 basis points per week. This...

Persistent link: https://www.econbiz.de/10013007689

Who Is Afraid of BlackRock?

Massa, Massimo - 2020

to a permanent change in the composition of institutional ownership and a negative price and liquidity impact. We confirm …

Persistent link: https://www.econbiz.de/10012856106

Institutional Ownership and Return Predictability Across Economically Unrelated Stocks

Gao, George - 2016

Persistent link: https://www.econbiz.de/10012985914

Heterogeneity of Institutional Ownership and Stock Price Delay

Chen, Jiun-Lin - 2018

This study examines how heterogeneous institutional ownership affects stock price delay. Our result shows higher total institutional ownership and the number of institutions reduce price delay. We further classify institution types from stock's perspective (top 5 and year-long) and institution's...

Persistent link: https://www.econbiz.de/10012928275

Boone, Audra L.; Celil, Hursit; Selvam, Srinivasan - 2022

We examine how expertise of institutional investors (aka deft investors), based on the product market similarity of their 13F holdings, is related to asset prices. We find that portfolio similarity of investors is associated with returns both at the extensive and intensive margins. A long-short...

Persistent link: https://www.econbiz.de/10013289465

Institutional Ownership Decomposition and Stock Market Returns

Bulsiewicz, James - 2019

Evidence presented in Dasgupta et al. (2011) indicates that financial institutions can be net buyers or sellers of a stock over consecutive quarters, implying the existence of trends in a stock's institutional ownership. I investigate the relation between institutional ownership and returns...

Persistent link: https://www.econbiz.de/10012864439

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