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Information flows during the Asian crisis: Evidence from closed-end funds
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Information flows during the Asian crisis: Evidence from closed-end funds (2008)Information flows during the Asian crisis…The portfolio flows of international investors (2001)The portfolio flows of intern…Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…What caused the Asian currency and financial crisis? (1999)What caused the Asian currenc…Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Do foreign investors destabilize stock markets? The Korean experience in 1997 (1999)Do foreign investors destabil…Balance Sheets, the Transfer Problem, and Financial Crises (1999)Balance Sheets, the Transfer …The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The East Asian Financial Cris…Home bias and high turnover (1995)Home bias and high turnoverDo Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Do Bulls and Bears Move Acros…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Investor Sentiment and the Closed‐End Fund Puzzle (1991)Investor Sentiment and the Cl…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Transmission of Volatility between Stock Markets (1990)Transmission of Volatility be…Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1990)Meteor Showers or Heat Waves?…Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility Be…Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Noise Trader Risk in Financial Markets (1990)Herding and Feedback Trading by Institutional and Individual Investors (1999)Retail Investor Sentiment and Return Comovements (2006)Does Academic Research Destroy Stock Return Predictability? (2015)An equilibrium model of the international capital market (1974)International Portfolio Choice and Corporation Finance: A Synthesis (1983)Investor Diversification and International Equity Markets (1991)OVERCOMING THE LIABILITY OF FOREIGNNESS. (1995)Trying to Explain Home Bias in Equities and Consumption (1999)Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2005)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)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)The Behavior of Stock-Market Prices (1965)Fundamentals and Stock Returns in Japan (1991)Asymmetric Volatility and Risk in Equity Markets (2000)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)A Simple Model of Herd Behavior (1992)Economic Crises: Evidence and Insights from East Asia (1998)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Demand–Deposit Contracts and the Probability of Bank Runs (2005)Stock return variances (1986)Mean reversion in stock prices (1988)Emerging equity market volatility (1997)A Rational Expectations Model of Financial Contagion (2002)On the Impossibility of Informationally Efficient Markets (1980)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Asymmetric correlations of equity portfolios (2002)Does financial liberalization spur growth? (2005)Herd Behavior and Investment (1988)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)On Persistence in Mutual Fund Performance (1997)Institutional Investors and Equity Prices (2001)Asset Fire Sales (and Purchases) in Equity Markets (2005)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Competition and Financial Stability (2004)The Equity Share in New Issues and Aggregate Stock Returns (2000)Sports Sentiment and Stock Returns (2007)Individual Investor Trading and Stock Returns (2008)
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References

  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 1990Transmission of Volatility between Stock Markets1,588 cited
  • 1998The East Asian Financial Crisis: Diagnosis, Remedies, Prospects1,558 cited
  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 1995Home bias and high turnover1,245 cited
  • 1999Balance Sheets, the Transfer Problem, and Financial Crises991 cited
  • 2001The portfolio flows of international investors956 cited
  • 1999What caused the Asian currency and financial crisis?915 cited
  • 1999Do foreign investors destabilize stock markets? The Korean experience in 1997896 cited
  • 1994Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility874 cited

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  • 1990Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market840 cited
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