Foreigner investors and stock volatility: Evidence from Taiwan

zbMATH Open1153.91440MaRDI QIDQ3540975FDOQ3540975

Cheng-Yi Shiu, Chia-Jui Lai, Kuo-Ren Lou

Publication date: 25 November 2008

Recommendations

• Foreign ownership and volatility dynamics of Indonesian stocks
• The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997
• A double-threshold GARCH model of stock market and currency shocks on stock returns
• Institutional Investors and Stock Market Volatility
• More on the volatility-trading volume relationship in emerging markets: The Chinese stock market

zbMATH Keywords

GARCH modelvolatilitiesforeign investors

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Trade models (91B60)

Cited In (2)

• The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997
• Foreign ownership and volatility dynamics of Indonesian stocks

This page was built for publication: Foreigner investors and stock volatility: Evidence from Taiwan

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3540975)