Modeling trading behavior in the Japanese stock market during QE tapering and post-QE exit

DOI10.1007/S10690-019-09272-6MaRDI QIDQ2011040zbMATH OpenOpenAlexWikidataFDO

Authors Wee-Yeap Lau, Tien-Ming Yip

Publication date 28 November 2019

Published in Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10690-019-09272-6

zbMATH Keywords

Japanmarket microstructurequantitative easingshort-sellingforeign investors

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Recommendations

• Trading behaviour of foreign institutional investors: evidence from Indian stock markets
• International Equity Flows and Returns: A Quantitative Equilibrium Approach
• Stock market dynamics with institutional trading
• Component ACD model and its application in studying the price-related feedback effect in investor trading behaviors in Chinese stock market
• The stock-bond comovements and cross-market trading

Cites work

• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Testing for a unit root in time series regression
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

Cited in

(2)

• Trading behaviour of foreign institutional investors: evidence from Indian stock markets
• Investment behavior of retail investors in response to COVID-19 economic impact payments

This page was built for publication: Modeling trading behavior in the Japanese stock market during QE tapering and post-QE exit

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2011040)