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Large foreign ownership and firm-level stock return volatility in emerging markets

Li, Donghui; Nguyen, Quang N.; Pham, Peter Kien; Wei, … - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 4, pp. 1127-1155

Persistent link: https://www.econbiz.de/10010217647

Does foreign institutional ownership increase return volatility? : evidence from China

Chen, Zhian; Du, Jinmin; Li, Donghui; Rui Ouyang - In: Journal of banking & finance 37 (2013) 2, pp. 660-669

Persistent link: https://www.econbiz.de/10009705607

RMB exchange rate volatility and the cross-section of Chinese A-share returns

Qiao, Tongshuai; Ding, Wenjie; Han, Liyan; Li, Donghui - In: Journal of international money and finance 142 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014549828

Large Foreign Ownership and Firm-Level Stock Return Volatility in Emerging Markets

Li, Donghui - 2010

This study constructs a firm-level measure of large foreign ownership (LFO) and investigates its impact on stock return volatility in 31 emerging markets. We find a negative relationship between LFO and volatility, even after controlling for potential endogeneity and the impact of major domestic...

Persistent link: https://www.econbiz.de/10013146576

Exchange rate monitoring bands : theory and policy

Corrado, Luisa (contributor); Miller, Marcus (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001661798

Global economic uncertainty and the Chinese stock market : assessing the impacts of global indicators

Zhang, Lixia; Bai, Jiancheng; Zhang, Yueyan; Cui, Can - In: Research in international business and finance 65 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014433687

Volatility forecasting of clean energy ETF using GARCH-MIDAS with neural network model

Zhang, Li; Wang, Lu; Thong Trung Nguyen; Ren, Ruiyi - In: Finance research letters 70 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015193018

Bulls, bears and excess volatility : can currency intervention help?

Corrado, Luisa; Miller, Marcus; Zhang, Lei - In: International journal of finance & economics : IJFE 12 (2007) 2, pp. 261-272

Persistent link: https://www.econbiz.de/10003542912

Bulls, bears and excess volatility : can currency intervention help?

Corrado, Luisa (contributor); Miller, Marcus (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003482531

Model house price volatilities : spatial and temporal structure

Zhang, Jiawei; Zhang, Lihua - In: The journal of structured finance 25 (2019) 2, pp. 64-74

Persistent link: https://www.econbiz.de/10012125667