Search Results - subject:"Equity flows"

Kim, Daisoon; Park, Jee Won; So, Inhwan - 2025

Persistent link: https://www.econbiz.de/10015374061

Financial, Institutional, and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows

Afonso, António; Alves, José; Beck, Krzysztof; … - 2022

We consider a new dataset that provides a description of the population of financial equity flows between developed …) equity flows are more intense between countries at the same stage of the business cycle (ii) increased equity flows to … important for big equity flows, while institutional variables are important for the small flows. Overall, this new dataset …

Persistent link: https://www.econbiz.de/10013353484

Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows

Afonso, António; Alves, José; Beck, Krzysztof; … - 2022

Persistent link: https://www.econbiz.de/10013332123

Portfolio capital flows and the US dollar exchange rate : viewed from the lens of time and frequency dynamics of connectedness

Mangal Goswami; Pontines, Victor; Yassier Mohammed - 2022

Persistent link: https://www.econbiz.de/10013479234

Portfolio capital flows and the US dollar exchange rate : viewed from the lens of time and frequency dynamics of connectedness

Mangal Goswami; Pontines, Victor; Yassier Mohammed - 2022

Persistent link: https://www.econbiz.de/10013426465

Bayesian analysis of time-varying interactions between stock returns and foreign equity flows

Baba, Boubekeur; Sevil, Güven - In: Financial Innovation 7 (2021) 1, pp. 1-25

This study discusses the trading behavior of foreign investors with respect to economic uncertainty in the South Korean stock market from a time-varying perspective. We employ a news-based measure of economic uncertainty along with the model of time-varying parameter vector autoregression with...

Persistent link: https://www.econbiz.de/10012602932

Bayesian analysis of time-varying interactions between stock returns and foreign equity flows

Baba, Boubekeur; Sevil, Güven - In: Financial innovation : FIN 7 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10012594935

Cross-Border Portfolio Flows and News Media Coverage

Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - 2020

flows more than equity flows, and US news appears to play a leading role in these portfolio flow dynamics. By contrast …, changes in news pessimism and intensity have a more significant impact on equity flows, and again US news tend to have more …

Persistent link: https://www.econbiz.de/10012207877

Why does equity capital flow out of high Tobin's q industries?

Lee, Dong Wook; Shin, Han; Stulz, René M. - 2020

High Tobin's q industries receive more funding from capital markets than low Tobin's q industries from 1971 to 1996. Since then, the opposite is true. The key to understanding this shift is that large firms for which q is more a proxy for rents than for investment opportunities have become more...

Persistent link: https://www.econbiz.de/10012168947

Cross-border portfolio flows and news media coverage

Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - 2020

Persistent link: https://www.econbiz.de/10012171852