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Has the Asian crisis changed the role of foreign investors in emerging equity markets: Taiwan's experience
16 references·3 citing·41 second hopsampled
Has the Asian crisis changed the role of foreign investors in emerging equity markets: Taiwan's experience (2005)Has the Asian crisis changed the role of …U.S. Equity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing? (2016)U.S. Equity Investment in For…Foreign portfolio investors before and during a crisis (2002)Foreign portfolio investors b…Cronyism and capital controls: evidence from Malaysia (2002)Cronyism and capital controls…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, …Herding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …Do foreign investors destabilize stock markets? The Korean experience in 1997 (1999)Do foreign investors destabil…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)A model of investor sentiment…International Portfolio Investment Flows (1997)International Portfolio Inves…A model of investor sentiment / (1997)A model of investor sentiment…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Do Demand Curves for Stocks Slope Down? (1986)Do Demand Curves for Stocks S…Feedback trading: a review of theory and empirical evidence (2022)Feedback trading: a review of…The Effect of China's Reform Policies on Stock Market Information Transmission (2008)The Effect of China's Reform …Price Comovement and Institutional Performance Following Large Market Movements (2007)Price Comovement and Institut…Stochastic Simulation (1987)How Big Is the Random Walk in GNP? 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Employee satisfaction and equity prices (2011)Risk, Return, and Equilibrium: Empirical Tests (1973)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)A five-factor asset pricing model (2014)Continuous Auctions and Insider Trading (1985)Illusion and well-being: A social psychological perspective on mental health. (1988)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Noise Trader Risk in Financial Markets (1990)Do Investors Trade Too Much? (1999)Institutional Investors and Equity Prices (2001)Investor Psychology and Asset Pricing (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)Judgment under Uncertainty: Heuristics and Biases (1974)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Determinants of corporate borrowing (1977)Law and Finance (1998)Estimating the Value of Political Connections (2001)Politically Connected Firms (2006)The Colonial Origins of Comparative Development: An Empirical Investigation: Reply (2012)Judgment under Uncertainty: Heuristics and Biases (1975)
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References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,841 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1997A model of investor sentiment /4,073 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.13,097 cited
  • 2002Cronyism and capital controls: evidence from Malaysia1,591 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 2000Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices1,385 cited
  • 1997International Portfolio Investment Flows1,305 cited
  • 1999Do foreign investors destabilize stock markets? The Korean experience in 1997975 cited
  • 2001

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The portfolio flows of international investors
956 cited
  • 2016U.S. Equity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing?433 cited
  • 2002Foreign portfolio investors before and during a crisis413 cited
  • Cited by

    • 2008The Effect of China's Reform Policies on Stock Market Information Transmission19 cited
    • 2022Feedback trading: a review of theory and empirical evidence18 cited
    • 2007Price Comovement and Institutional Performance Following Large Market Movements18 cited