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The trading behavior of foreign, domestic institutional, and domestic individual investors: Evidence from the Taiwan stock market
15 references·1 citing·38 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 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
  • 2001Cointegration and Threshold Adjustment1,149 cited
  • 1997Threshold Cointegration1,042 cited
  • 2002Testing for two-regime threshold cointegration in vector error-correction models847 cited
  • 2001Location Matters: An Examination of Trading Profits624 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
  • 2008Institutional Portfolio Flows and International Investments244 cited
  • 2008Why do foreign investors underperform domestic investors in trading activities? Evidence from Indonesia121 cited

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2011
Trading Behavior, Performance, and Stock Preference of Foreigners, Local Institutions, and Individual Investors: Evidence from the Korean Stock Market*
64 cited

Cited by

  • 2021Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis25 cited