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Emerging market transaction costs: Evidence from Indonesia
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Emerging market transaction costs: Evidence from Indonesia (1999)Emerging market transaction costs: Eviden…The Cost of Institutional Equity Trades (1998)The Cost of Institutional Equ…Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997 (1998)Do Foreign Investors Destabil…Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997 (1998)Do Foreign Investors Destabil…Transactions costs and investment style: an inter-exchange analysis of institutional equity trades (1997)Transactions costs and invest…Return autocorrelation and institutional investors (1997)Return autocorrelation and in…Market Segmentation and Stock Prices: Evidence from an Emerging Market (1997)Market Segmentation and Stock…International Portfolio Investment Flows (1997)International Portfolio Inves…International Portfolio Investment Flows (1997)International Portfolio Inves…Institutional Equity Trading Costs: NYSE Versus Nasdaq (1997)Institutional Equity Trading …A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks (1997)A Comparison of Trade Executi…The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (1996)The Upstairs Market for Large…The Behavior of Stock Prices Around Institutional Trades (1995)The Behavior of Stock Prices …Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategie…Foreign ownership restrictions and stock prices in the Thai capital market (1994)Foreign ownership restriction…Institutional trades and intraday stock price behavior (1993)Institutional trades and intr…The Total Cost of Transactions on the NYSE (1988)The Total Cost of Transaction…Price impact of block trades in the Saudi stock market (2012)Price impact of block trades …Friend or Foe? Foreign Investors and the Liquidity of Six Asian Markets (2010)Friend or Foe? Foreign Invest…The impact of data snooping on the testing of technical analysis: An empirical study of Asian stock markets (2009)The impact of data snooping o…The determinants of the price impact of block trades: further evidence (2007)The determinants of the price…Estimating the components of the bid/ask spread (1988)Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Are Financial Assets Priced Locally or Globally? (2002)Are Momentum Profits Robust to Trading Costs? (2004)Optimal trading strategy and supply/demand dynamics (2012)Biases in Dynamic Models with Fixed Effects (1981)Panel data and unobservable individual effects (1981)The Long-Run Performance of Global Equity Offerings (2000)Analysis of Panel Data (2003)Chapter 16 Are financial assets priced locally or globally? (2003)Multi-market trading and arbitrage☆ (2010)Continuous Auctions and Insider Trading (1985)Efficient Capital Markets: II (1991)Inferring Trade Direction from Intraday Data (1991)Presidential Address: Friction (2000)The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers (2000)Stealth-trading: Which traders' trades move stock prices? (2001)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Liquidity, Information, and Infrequently Traded Stocks (1996)Sixteenths: direct evidence on institutional execution costs (2001)Earnings expectations, investor trade size, and anomalous returns around earnings announcements (2005)Very fast money: High-frequency trading on the NASDAQ (2013)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Contrarian Investment, Extrapolation, and Risk (1994)Another Look at Mutual Fund Tournaments (2001)Momentum Trading by Institutions (2002)Do foreigners facilitate information transmission in emerging markets? (2012)The Cost of Transacting (1968)PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE (1972)An Investigation of Transactions Data for NYSE Stocks (1985)Optimal Dynamic Order Submission Strategies in Some Stylized Trading Problems (1998)International Evidence on Institutional Trading Behavior and Price Impact (2004)Investor Diversification and International Equity Markets (1991)Time‐Varying World Market Integration (1995)Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Trying to Explain Home Bias in Equities and Consumption (1999)The portfolio flows of international investors (2001)A Rational Expectations Model of Financial Contagion (2002)The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices (1972)Pricing the commonality across alternative measures of liquidity (2007)Price, trade size, and information in securities markets (1987)Rational herding in financial economics (1996)What Makes Investors Trade? (2001)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)
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References

  • 1997International Portfolio Investment Flows1,284 cited
  • 1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior1,177 cited
  • 1995The Behavior of Stock Prices Around Institutional Trades794 cited
  • 1993Institutional trades and intraday stock price behavior626 cited
  • 1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects601 cited
  • 1997Transactions costs and investment style: an inter-exchange analysis of institutional equity trades596 cited
  • 1997Return autocorrelation and institutional investors388 cited
  • 1997Market Segmentation and Stock Prices: Evidence from an Emerging Market322 cited
  • 1988The Total Cost of Transactions on the NYSE316 cited
  • 1997A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks314 cited
  • 1997International Portfolio Investment Flows276 cited
  • 1994Foreign ownership restrictions and stock prices in the Thai capital market265 cited
  • 1998The Cost of Institutional Equity Trades260 cited
  • 1998Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997210 cited
  • 1997Institutional Equity Trading Costs: NYSE Versus Nasdaq

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201 cited
  • 1998Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 199782 cited
  • Cited by

    • 2007The determinants of the price impact of block trades: further evidence35 cited
    • 2012Price impact of block trades in the Saudi stock market28 cited
    • 2009The impact of data snooping on the testing of technical analysis: An empirical study of Asian stock markets25 cited
    • 2010Friend or Foe? Foreign Investors and the Liquidity of Six Asian Markets19 cited