Foreign equity trading and emerging market volatility: Evidence from Indonesia and Thailand

By Jianxin Wang. 2007

129 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/029aa733c4f71a1f8a71245a36880fb080aea2aa

Citations in the corpus

• Foreign Institutional Ownership and Stock Market Liquidity: Evidence from Indonesia (2009, unknown): “Dennis and Weston, 2001; Agarwal, 2007; Rubin, 2007; Brockman and Yan, 2009) and return volatility (e.g. Sias, 1996; Xu and Malkiel, 2003; Gabaix et al., 2006; Wang, 2007).”
• Large Foreign Ownership and Firm-Level Stock Return Volatility in Emerging Markets (2011, unknown): “Our results are corroborated by evidence from Wang (2007), who documents a stabilizing effect of foreign investors in Indonesia and Thailand during the 1997 1130 Journal of Financial and Quantitative Analysis Asian financial crisis.2 He interprets this finding according to Merton’s (1987) model,…”