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Friend or Foe? Foreign Investors and the Liquidity of Six Asian Markets
16 references·0 citing·43 second hop
Friend or Foe? Foreign Investors and the Liquidity of Six Asian Markets (2010)Friend or Foe? Foreign Investors and the …Applied Time Series Econometrics (2004)Applied Time Series Econometr…Market Liquidity and Trading Activity (2001)Market Liquidity and Trading …Common factors in prices, order flows, and liquidity (2001)Common factors in prices, ord…The investment behavior and performance of various investor types: a study of Finland's unique data set (2000)The investment behavior and p…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…Commonality in liquidity (2000)Commonality in liquidityCapital Market Liberalization, Economic Growth, and Instability (2000)Capital Market Liberalization…International Portfolio Investment Flows (1997)International Portfolio Inves…Emerging equity market volatility (1997)Emerging equity market volati…Market Liquidity and Performance Monitoring (1993)Market Liquidity and Performa…Liquidity and Market Structure (1988)Liquidity and Market StructurePrice, trade size, and information in securities markets (1987)Price, trade size, and inform…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Optimal dealer pricing under transactions and return uncertainty (1981)Optimal dealer pricing under …Using daily stock returns (1985)Estimating the components of the bid/ask spread (1988)Measuring the Information Content of Stock Trades (1991)Market liquidity and volume around earnings announcements (1994)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Takeover Bids, The Free-Rider Problem, and the Theory of the Corporation (1980)The Structure of Corporate Ownership: Causes and Consequences (1985)Large Shareholders and Corporate Control (1986)Financial Dependence and Growth (1996)Finance and Growth: Theory and Evidence (2004)How does financial reporting quality relate to investment efficiency? (2009)A model of investor sentiment /Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)How Distance, Language, and Culture Influence Stockholdings and Trades (2001)What Makes Investors Trade? (2001)Individual Investor Trading and Stock Returns (2008)The Cost of Transacting (1968)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Liquidity and stock returns: An alternative test (1998)A New Estimate of Transaction Costs (1999)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Market liquidity as a sentiment indicator (2004)Do liquidity measures measure liquidity?☆ (2009)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)Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric correlations of equity portfolios (2002)Individualism and Momentum around the World (2010)The relationship between return and market value of common stocks (1981)Asset pricing and the bid-ask spread (1986)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)On the Impossibility of Informationally Efficient Markets (1980)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Does financial liberalization spur growth? (2005)Noise Trader Risk in Financial Markets (1990)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited
  • 2000Commonality in liquidity1,748 cited
  • 1993Market Liquidity and Performance Monitoring1,717 cited
  • 1997Emerging equity market volatility1,703 cited
  • 2000The investment behavior and performance of various investor types: a study of Finland's unique data set1,639 cited
  • 2001Market Liquidity and Trading Activity1,555 cited
  • 1988Liquidity and Market Structure1,532 cited
  • 2000Capital Market Liberalization, Economic Growth, and Instability1,416 cited
  • 1981Optimal dealer pricing under transactions and return uncertainty1,391 cited
  • 2000Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices1,385 cited
  • 1997International Portfolio Investment Flows1,284 cited
  • 2004Applied Time Series Econometrics1,200 cited
  • 2001Common factors in prices, order flows, and liquidity

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