SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The informativeness of domestic and foreign investors’ stock trades: Evidence from the perfectly segmented Chinese market
16 references·16 citing·46 second hopsampled
The informativeness of domestic and foreign investors’ stock trades: Evidence from the perfectly segmented Chinese market (2007)The informativeness of domestic and forei…Information Asymmetry and Asset Prices: Evidence from the Foreign Share Discount (2008)Information Asymmetry and Ass…Do Domestic Investors Have an Information Advantage? Evidence from Indonesia (2005)Do Domestic Investors Have an…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…Rational contagion and the globalization of securities markets (2000)Rational contagion and the gl…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Option Volume and Stock Price…Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Why is there a home bias? An …Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks (1997)Why Do Security Prices Change…International Portfolio Investment Flows (1997)International Portfolio Inves…One Security, Many Markets: Determining the Contributions to Price Discovery (1995)One Security, Many Markets: D…A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market (1992)A Further Analysis of the Lea…Measuring the Information Content of Stock Trades (1991)Measuring the Information Con…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…The Dynamics of Stock Index and Stock Index Futures Returns (1990)The Dynamics of Stock Index a…Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets (1990)Intraday Price Change and Tra…Retail and Institutional Investor Trading Behaviors: Evidence from China (2024)Retail and Institutional Inve…The Chinese warrants bubble (2022)The Chinese warrants bubbleThe influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry (2020)The influence of the COVID-19…Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets (2017)Shanghai-Hong Kong Stock Conn…Information asymmetry and investor trading behavior around bond rating change announcements (2017)Information asymmetry and inv…Ownership, analyst coverage, and stock synchronicity in China (2016)Ownership, analyst coverage, …Analyst Herding and Stock Price Crash Risk: Evidence from China (2016)Analyst Herding and Stock Pri…The state advances, the private sector retreats? Firm effects of China’s great stimulus programme (2015)The state advances, the priva…Directors' and officers' liability insurance and investment efficiency: Evidence from Taiwan (2014)Directors' and officers' liab…Cross-listing, firm-specific information, and corporate governance: Evidence from Chinese A-shares and H-shares (2014)Cross-listing, firm-specific …Investing in a Global World (2013)Investing in a Global WorldLack of Anonymity and the Inference from Order Flow (2012)Lack of Anonymity and the Inf…Information, sophistication, and foreign versus domestic investors’ performance (2009)Information, sophistication, …Why do foreign investors underperform domestic investors in trading activities? Evidence from Indonesia (2008)Why do foreign investors unde…Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount (2008)Information Asymmetry and Ass…Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years (2008)Chinese and world equity mark…Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)A Theory of Intraday Patterns: Volume and Price Variability (1988)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)The Relative Contribution of Jumps to Total Price Variance (2005)Liquidity and Market Efficiency (2007)Continuous Auctions and Insider Trading (1985)The theory and practice of econometrics (1986)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Investor Diversification and International Equity Markets (1991)Time‐Varying World Market Integration (1995)Trying to Explain Home Bias in Equities and Consumption (1999)The portfolio flows of international investors (2001)A Rational Expectations Model of Financial Contagion (2002)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Cointegration and Tests of Present Value Models (1987)Market microstructure: A survey (2000)An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)Realized Variance and Market Microstructure Noise (2006)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)The Pricing of Options and Corporate Liabilities (1973)The High‐Volume Return Premium (2001)Demand-Based Option Pricing (2005)The Information in Option Volume for Future Stock Prices (2006)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)The General Theory of Employment (1937)On the Impossibility of Informationally Efficient Markets (1980)A Simple Model of Herd Behavior (1992)Contagion as a Wealth Effect (2001)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Cross-Section of Expected Stock Returns (1992)The determinants of cross-border equity flows (2004)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Does Algorithmic Trading Improve Liquidity? (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 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
  • 1995One Security, Many Markets: Determining the Contributions to Price Discovery1,625 cited
  • 1997Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan1,542 cited
  • 1997International Portfolio Investment Flows1,284 cited
  • 1998Option Volume and Stock Prices: Evidence on Where Informed Traders Trade1,089 cited
  • 1997Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks960 cited
  • 2000Rational contagion and the globalization of securities markets952 cited
  • 1990The Dynamics of Stock Index and Stock Index Futures Returns803 cited
  • 1992A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market635 cited
  • 2001Location Matters: An Examination of Trading Profits624 cited
  • 2005Do Domestic Investors Have an Information Advantage? Evidence from Indonesia603 cited
  • 1990

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets
444 cited
  • 2008Information Asymmetry and Asset Prices: Evidence from the Foreign Share Discount385 cited
  • Cited by

    • 2008Why do foreign investors underperform domestic investors in trading activities? Evidence from Indonesia121 cited
    • 2014Cross-listing, firm-specific information, and corporate governance: Evidence from Chinese A-shares and H-shares115 cited
    • 2020The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry92 cited
    • 2014Directors' and officers' liability insurance and investment efficiency: Evidence from Taiwan86 cited
    • 2016Analyst Herding and Stock Price Crash Risk: Evidence from China84 cited
    • 2009Information, sophistication, and foreign versus domestic investors’ performance78 cited
    • 2017Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets73 cited
    • 2024Retail and Institutional Investor Trading Behaviors: Evidence from China73 cited
    • 2008Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount67 cited
    • 2022The Chinese warrants bubble64 cited
    • 2013Investing in a Global World61 cited
    • 2016Ownership, analyst coverage, and stock synchronicity in China58 cited
    • 2012Lack of Anonymity and the Inference from Order Flow56 cited
    • 2017Information asymmetry and investor trading behavior around bond rating change announcements49 cited
    • 2008Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years48 cited
    • 2015The state advances, the private sector retreats? Firm effects of China’s great stimulus programme47 cited