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Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity
16 references·3 citing·44 second hop
Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity (2015)Foreign investors and stock price efficie…Endogeneity and the dynamics of internal corporate governance (2012)Endogeneity and the dynamics …Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research (2010)Correcting for Cross-Sectiona…Ownership concentration, foreign shareholding, audit quality, and stock price synchronicity: Evidence from China (2009)Ownership concentration, fore…Investor Inattention and Friday Earnings Announcements (2009)Investor Inattention and Frid…How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)How to do Xtabond2: An Introd…Blockholder Trading, Market Efficiency, and Managerial Myopia (2009)Blockholder Trading, Market E…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Bootstrap-Based Improvements for Inference with Clustered Errors (2008)Bootstrap-Based Improvements …Investor attention, overconfidence and category learning (2006)Investor attention, overconfi…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Market liquidity and volume around earnings announcements (1994)Market liquidity and volume a…When Are Contrarian Profits Due to Stock Market Overreaction? (1990)When Are Contrarian Profits D…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Asymptotic Confidence Intervals for Indirect Effects in Structural Equation Models (1982)Asymptotic Confidence Interva…Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market? (2018)Foreign equity flows: Boon or…Quantifying the effect of investors’ attention on stock market (2017)Quantifying the effect of inv…Do Foreign Investors Promote Stock Price Efficiency in Emerging Markets? (2016)Do Foreign Investors Promote …Continuous Auctions and Insider Trading (1985)Using daily stock returns (1985)Estimating the components of the bid/ask spread (1988)Measuring the Information Content of Stock Trades (1991)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)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Disclosure, Liquidity, and the Cost of Capital (1991)Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis (1993)Disclosure Policy, Information Asymmetry, and Liquidity in Equity Markets* (1995)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Do women directors improve firm performance in China? 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Evidence from India (2011)Robust Inference With Multiway Clustering (2011)Assessing the Incidence and Efficiency of a Prominent Place Based Policy (2013)Optimum Technical Change in An Aggregative Model of Economic Growth (1965)Another look at the instrumental variable estimation of error-components models (1995)Dealing with endogeneity bias: The generalized method of moments (GMM) for panel data (2018)Specification Tests in Econometrics (1978)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Policy Uncertainty and Corporate Investment (2015)Confidence Limits for the Indirect Effect: Distribution of the Product and Resampling Methods (2004)lavaan : An R Package for Structural Equation Modeling (2012)Partial Least Squares Structural Equation Modeling (PLS-SEM) Using R (2021)
this work references cited by second hop

References

  • 1982Asymptotic Confidence Intervals for Indirect Effects in Structural Equation Models12,786 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 2009How to do Xtabond2: An Introduction to Difference and System GMM in Stata9,826 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2008Bootstrap-Based Improvements for Inference with Clustered Errors4,311 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 2012Endogeneity and the dynamics of internal corporate governance3,018 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 1994Market liquidity and volume around earnings announcements1,786 cited
  • 2009Investor Inattention and Friday Earnings Announcements1,740 cited
  • 1990When Are Contrarian Profits Due to Stock Market Overreaction?1,707 cited
  • 2006Investor attention, overconfidence and category learning1,451 cited
  • 2010Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research1,358 cited

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2009
Blockholder Trading, Market Efficiency, and Managerial Myopia
1,264 cited
  • 2009Ownership concentration, foreign shareholding, audit quality, and stock price synchronicity: Evidence from China1,241 cited
  • Cited by

    • 2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?29 cited
    • 2016Do Foreign Investors Promote Stock Price Efficiency in Emerging Markets?28 cited
    • 2017Quantifying the effect of investors’ attention on stock market20 cited