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Why do foreign investors underperform domestic investors in trading activities? Evidence from Indonesia
9 references·16 citing·42 second hop
Why do foreign investors underperform domestic investors in trading activities? Evidence from Indonesia (2008)Why do foreign investors underperform dom…The informativeness of domestic and foreign investors’ stock trades: Evidence from the perfectly segmented Chinese market (2007)The informativeness of domest…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…Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea (2004)Do Domestic Investors Have an…The portfolio flows of international investors (2001)The portfolio flows of intern…Location Matters: An Examination of Trading Profits (2001)Location Matters: An Examinat…The investment behavior and performance of various investor types: a study of Finland's unique data set (2000)The investment behavior and p…International Portfolio Investment Flows (1997)International Portfolio Inves…International Portfolio Investment Flows (1997)International Portfolio Inves…Do institutional investors perform better in emerging markets? (2022)Do institutional investors pe…Does vega-neutral options trading contain information? (2021)Does vega-neutral options tra…Who moves the stock market in an emerging country – Institutional or retail investors? (2019)Who moves the stock market in…Price limit changes and market quality in the Taiwan Stock Exchange (2019)Price limit changes and marke…Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market (2018)Performance and informed trad…Using genetic algorithm to support clustering-based portfolio optimization by investor information (2017)Using genetic algorithm to su…The impact of media coverage on investor trading behavior and stock returns (2017)The impact of media coverage …Diffusion of optimistic and pessimistic investor sentiment: An empirical study of an emerging market (2016)Diffusion of optimistic and p…Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity (2015)Foreign investors and stock p…Closer View at the Stock Market Liquidity: A Literature Review (2015)Closer View at the Stock Mark…The Level and Stability of Institutional Ownership and Firm Performance: Evidence from Taiwan (2014)The Level and Stability of In…Directors' and officers' liability insurance and investment efficiency: Evidence from Taiwan (2014)Directors' and officers' liab…The Impact of Foreign Ownership on Stock Volatility in Indonesia (2013)The Impact of Foreign Ownersh…The trading behavior of foreign, domestic institutional, and domestic individual investors: Evidence from the Taiwan stock market (2012)The trading behavior of forei…Trading Behavior, Performance, and Stock Preference of Foreigners, Local Institutions, and Individual Investors: Evidence from the Korean Stock Market* (2011)Trading Behavior, Performance…THE BROKERAGE FIRM EFFECT IN HERDING: EVIDENCE FROM INDONESIA (2011)THE BROKERAGE FIRM EFFECT IN …Inferring Trade Direction from Intraday Data (1991)On Persistence in Mutual Fund Performance (1997)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2005)Home Bias in International Equity Portfolios: A Review (2007)Sovereign wealth fund investment and the return-to-risk performance of target firms (2011)The Geography of Investment: Informed Trading and Asset Prices (2001)Individual Investors and Local Bias (2010)Econometric Analysis of Panel Data (2021)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Econometric Analysis of Cross Section and Panel Data (2001)Does corporate social responsibility disclosure improve firm investment efficiency? (2017)Does family control explain why corporate social responsibility affects investment efficiency? (2018)How to measure capital investment efficiency: a literature synthesis (2018)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)A Rational Expectations Model of Financial Contagion (2002)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)Measuring the Information Content of Stock Trades (1991)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Cross-listing, firm-specific information, and corporate governance: Evidence from Chinese A-shares and H-shares (2014)The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry (2020)Continuous Auctions and Insider Trading (1985)The impact of institutional trading on stock prices (1992)Mutual Fund Herding and the Impact on Stock Prices (1999)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Style investing (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)The economic consequences of increased disclosure: Evidence from international cross-listings☆ (2006)Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares (1998)A two-person dynamic equilibrium under ambiguity (2003)Institutional Portfolio Flows and International Investments (2008)
this work references cited by second hop

References

  • 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
  • 2001The portfolio flows of international investors956 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
  • 1997International Portfolio Investment Flows276 cited
  • 2004Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea143 cited
  • 2007The informativeness of domestic and foreign investors’ stock trades: Evidence from the perfectly segmented Chinese market136 cited

Cited by

  • 2014Directors' and officers' liability insurance and investment efficiency: Evidence from Taiwan86 cited
  • 2017Using genetic algorithm to support clustering-based portfolio optimization by investor information70 cited
  • 2011Trading Behavior, Performance, and Stock Preference of Foreigners, Local Institutions, and Individual Investors: Evidence from the Korean Stock Market*64 cited
  • 2017The impact of media coverage on investor trading behavior and stock returns59 cited
  • 2016

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Diffusion of optimistic and pessimistic investor sentiment: An empirical study of an emerging market
43 cited
  • 2021Does vega-neutral options trading contain information?41 cited
  • 2019Who moves the stock market in an emerging country – Institutional or retail investors?37 cited
  • 2015Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity36 cited
  • 2011THE BROKERAGE FIRM EFFECT IN HERDING: EVIDENCE FROM INDONESIA35 cited
  • 2013The Impact of Foreign Ownership on Stock Volatility in Indonesia28 cited
  • 2014The Level and Stability of Institutional Ownership and Firm Performance: Evidence from Taiwan26 cited
  • 2019Price limit changes and market quality in the Taiwan Stock Exchange26 cited
  • 2015Closer View at the Stock Market Liquidity: A Literature Review26 cited
  • 2012The trading behavior of foreign, domestic institutional, and domestic individual investors: Evidence from the Taiwan stock market26 cited
  • 2018Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market23 cited
  • 2022Do institutional investors perform better in emerging markets?21 cited