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Net transmitter of stock market volatility and safe haven for portfolio investors in the Asian dragons

Lee, Cheng-Wen; Chen, Shu-Hui; Huruta, Andrian Dolfriandra - In: Economies : open access journal 10 (2022) 11, pp. 1-14

heteroskedasticity-autoregressive moving average (GARCH-ARMA) model. The results showed that return spillover effects were observed in …

Persistent link: https://www.econbiz.de/10013499504

Bigger fish in small pond : the interaction between foreigners' trading and emerging stock market returns under the microscope

Ülkü, Numan; Weber, Enzo - 2011

Persistent link: https://www.econbiz.de/10008811114

Bigger fish in small pond : the interaction between foreigners' trading and emerging stock market returns under the microscope

Ülkü, Numan; Weber, Enzo - 2011

This paper provides the first study of foreign investors' trading in a sizeable European emerging stock market, using a combination of daily and monthly complete data collected at the destination. It also introduces the structural conditional correlation (SCC) methodology to identify the...

Persistent link: https://www.econbiz.de/10008811276

Bigger Fish in Small Pond : The Interaction between Foreigners’ Trading and Emerging Stock Market Returns Under the Microscope

Weber, Enzo - 2011

Persistent link: https://www.econbiz.de/10013130337

Foreign ownership in the Taiwan stock market - an empirical analysis

Lin, Chihuang H.; Shiu, Cheng-Yi - In: Journal of multinational financial management 13 (2003) 1, pp. 19-41

Persistent link: https://www.econbiz.de/10001723730

The influences of book-to-price ratio and stock capitalization on value-at-risk estimation in Taiwan stock market

Wu, Tsung-Che; Huang, Hung-Hsi; Wang, Ching-Ping; … - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 5, pp. 1055-1072

Persistent link: https://www.econbiz.de/10012211521

Anchoring effect on foreign institutional investors' momentum trading behavior : evidence from the Taiwan stock market

Liao, Li-chuan; Chou, Ray Yeutien; Chiu, Banghan - In: The North American journal of economics and finance : a … 26 (2013), pp. 72-91

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Stock selection and timing ability of the Taiwan equity funds : the application of stochastic beta, GARCH, and nonlinear GLS

Goo, Yeong-Jia; Chang, Feng-Huei; Chiu, Kuo-Liang - In: Modern economy 6 (2015) 2, pp. 153-164

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Measuring contagion risk in high volatility state among Taiwanese major banks

Su, Ender - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 3, pp. 185-241

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Inflation risk, exchange rate risk, and asset returns : evidence from Korea, Malaysia, and Taiwan

Saleem, Kashif - In: The journal of applied business research 29 (2013) 4, pp. 1209-1221

Persistent link: https://www.econbiz.de/10009777588