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Foreigners’ trading and stock returns in Spain
16 references·1 citing·49 second hopsampled
Foreigners’ trading and stock returns in Spain (2014)Foreigners’ trading and stock returns in …U.S. Equity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing? (2016)U.S. Equity Investment in For…Exchange Rates, Equity Prices, and Capital Flows (2005)Exchange Rates, Equity Prices…Do Domestic Investors Have an Information Advantage? Evidence from Indonesia (2005)Do Domestic Investors Have an…Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea (2005)Do Domestic Investors Have an…Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets (2005)Big Fish in Small Ponds: The …Are Daily Cross-Border Equity Flows Pushed or Pulled? (2004)Are Daily Cross-Border Equity…The dynamics of emerging market equity flows (2002)The dynamics of emerging mark…Foreign portfolio investors before and during a crisis (2002)Foreign portfolio investors b…A Rational Expectations Model of Financial Contagion (2002)A Rational Expectations Model…The portfolio flows of international investors (2001)The portfolio flows of intern…Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation (2001)Price Impact Asymmetry of Blo…The investment behavior and performance of various investor types: a study of Finland's unique data set (2000)The investment behavior and p…Do foreign investors destabilize stock markets? The Korean experience in 1997 (1999)Do foreign investors destabil…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …International Portfolio Investment Flows (1997)International Portfolio Inves…Measuring the Information Content of Stock Trades (1991)Measuring the Information Con…Feedback trading: a review of theory and empirical evidence (2022)Feedback trading: a review of…Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)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)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)Asset Fire Sales and Purchases and the International Transmission of Funding Shocks (2012)Home Bias in Open Economy Financial Macroeconomics (2013)Investor Diversification and International Equity Markets (1991)Time‐Varying World Market Integration (1995)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The separation of ownership and control in East Asian Corporations (2000)Contagion as a Wealth Effect (2001)Competition and Financial Stability (2004)Contagion in financial networks (2010)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)Empirical exchange rate models of the seventies (1983)Exchange Rate Dynamics Redux (1995)The Limits of Arbitrage (1995)International Financial Adjustment (2005)International Financial Adjustment (2007)Rare Disasters and Exchange Rates * (2015)Inferring Trade Direction from Intraday Data (1991)On Persistence in Mutual Fund Performance (1997)The Geography of Investment: Informed Trading and Asset Prices (2001)The economic consequences of increased disclosure: Evidence from international cross-listings☆ (2006)Risk measurement when shares are subject to infrequent trading (1979)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)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)
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1991Measuring the Information Content of Stock Trades1,868 cited
  • 2000The investment behavior and performance of various investor types: a study of Finland's unique data set1,639 cited
  • 1997International Portfolio Investment Flows1,284 cited
  • 2002A Rational Expectations Model of Financial Contagion1,080 cited
  • 2001The portfolio flows of international investors956 cited
  • 1999Do foreign investors destabilize stock markets? The Korean experience in 1997896 cited
  • 2005Exchange Rates, Equity Prices, and Capital Flows622 cited
  • 2005Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea617 cited
  • 2005Do Domestic Investors Have an Information Advantage? Evidence from Indonesia603 cited
  • 2016U.S. Equity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing?433 cited
  • 2002Foreign portfolio investors before and during a crisis413 cited
  • 2002The dynamics of emerging market equity flows341 cited
  • 2005Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets301 cited
  • 2004Are Daily Cross-Border Equity Flows Pushed or Pulled?

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241 cited
  • 2001Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation211 cited
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    • 2022Feedback trading: a review of theory and empirical evidence18 cited