کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
975569 | 933038 | 2009 | 14 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Inter-temporal examination of the trading activities of foreign investors in the Korean stock market
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کلمات کلیدی
موضوعات مرتبط
علوم انسانی و اجتماعی
اقتصاد، اقتصادسنجی و امور مالی
اقتصاد و اقتصادسنجی
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چکیده انگلیسی
In the full market-opening period of the Korean stock market (1999–2006), when foreign equity ownership reached as high as 40% of the total stock market capitalization, foreign net flows move in the same direction contemporaneously with the domestic market return, while lagged foreign flows are not followed by any significant changes in the domestic market return. On the other hand, an increase (decrease) in foreign net buy is followed by Won appreciation (depreciation) relative to the US dollar; however, the reverse relation does not hold. Throughout the entire sample period (1995–2006), foreign flows are not significantly related to stock market return volatility.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Pacific-Basin Finance Journal - Volume 17, Issue 2, April 2009, Pages 243–256
Journal: Pacific-Basin Finance Journal - Volume 17, Issue 2, April 2009, Pages 243–256
نویسندگان
Jaemin Kim, James Landi, Sean Sehyun Yoo,