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The Impact of Foreign Portfolio Flows on Emerging Market Volatility: Evidence from Thailand
16 references·1 citing·49 second hop
The Impact of Foreign Portfolio Flows on Emerging Market Volatility: Evidence from Thailand (2007)The Impact of Foreign Portfolio Flows on …Handbook of the Economics of Finance (2013)Handbook of the Economics of …Do Domestic Investors Have an Information Advantage? Evidence from Indonesia (2005)Do Domestic Investors Have an…Emerging markets finance (2003)Emerging markets financeDating the integration of world equity markets (2002)Dating the integration of wor…Are Financial Assets Priced Locally or Globally? (2002)Are Financial Assets Priced L…The portfolio flows of international investors (2001)The portfolio flows of intern…Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Stock Market Liberalization, …Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…Do foreign investors destabilize stock markets? The Korean experience in 1997 (1999)Do foreign investors destabil…The Onset of the East Asian Financial Crisis (1998)The Onset of the East Asian F…Paper Tigers? A Model of the Asian Crisis (1998)Paper Tigers? A Model of the …Aggregate mutual fund flows and security returns (1995)Aggregate mutual fund flows a…Stock Prices and Volume (1992)Stock Prices and VolumeMeasuring the Information Content of Stock Trades (1991)Measuring the Information Con…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…The Price Variability-Volume Relationship on Speculative Markets (1983)The Price Variability-Volume …Sophistication and price impact of foreign investors in the Brazilian stock market (2017)Sophistication and price impa…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)The theory and practice of econometrics (1986)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Does Algorithmic Trading Improve Liquidity? (2011)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)Trading Volume and Serial Correlation in Stock Returns (1993)Bayesian Analysis of Stochastic Volatility Models (2002)Forecasting Volatility in Financial Markets: A Review (2003)Economic Reform and the Process of Global Integration (1995)The New Issues Puzzle (1995)Event Studies in Economics and Finance (1997)The World Price of Insider Trading (2002)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Risks and Portfolio Decisions Involving Hedge Funds (2003)Market liquidity as a sentiment indicator (2004)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Expected stock returns and volatility (1987)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)A Survey of Corporate Governance (1997)Law and Finance (1998)Corporate Ownership Around the World (1999)Corporate Governance and Expected Stock Returns: Evidence from Germany (2004)Characterizing World Market Integration through Time (2007)Finance and inequality: Channels and evidence (2007)Risk measurement when shares are subject to infrequent trading (1979)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Inferring Trade Direction from Intraday Data (1991)Contagion: Understanding How It Spreads (2000)Investor psychology in capital markets: evidence and policy implications (2002)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)The impact of institutional trading on stock prices (1992)Mutual Fund Herding and the Impact on Stock Prices (1999)Style investing (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Asymmetric correlations of equity portfolios (2002)Does financial liberalization spur growth? (2005)Investor Psychology and Asset Pricing (2001)Presidential Address: Discount Rates (2011)… and the Cross-Section of Expected Returns (2015)
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References

  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 1991Measuring the Information Content of Stock Trades1,868 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited
  • 2013Handbook of the Economics of Finance1,813 cited
  • 1983The Price Variability-Volume Relationship on Speculative Markets1,450 cited
  • 2000Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices1,385 cited
  • 1992Stock Prices and Volume1,295 cited
  • 2001The portfolio flows of international investors956 cited
  • 1999Do foreign investors destabilize stock markets? The Korean experience in 1997896 cited
  • 2003Emerging markets finance755 cited
  • 1995Aggregate mutual fund flows and security returns734 cited
  • 1998The Onset of the East Asian Financial Crisis705 cited
  • 2005Do Domestic Investors Have an Information Advantage? Evidence from Indonesia603 cited
  • 2002Dating the integration of world equity markets561 cited
  • 2002Are Financial Assets Priced Locally or Globally?548 cited
  • 1998Paper Tigers? A Model of the Asian Crisis

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548 cited

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  • 2017Sophistication and price impact of foreign investors in the Brazilian stock market16 cited