Foreigner investors and stock volatility: Evidence from Taiwan

MaRDI QIDQ3540975zbMATH OpenFDO

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

Publication date 25 November 2008

zbMATH Keywords

GARCH modelvolatilitiesforeign investors

Mathematics Subject Classification ID

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

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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

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