Investibility and return volatility

196 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Stock market liberalization and the information environment (2006, background): “6 Bae et al. (2004) discuss problems such as survivorship bias and lags in updating the foreign ownership restrictions”
How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices (2006, unknown): “Our results in liquidity are similar to those of Bae, Chan, and Ng (2004) who find that the average liquidity of accessible stocks is not significantly greater than that of inaccessible stocks.”
Do Foreigners Facilitate Information Transmission in Emerging Markets (2012, unknown): “For instance, Bae, Chan, and Ng (2004) find a positive relation between return volatility and investibility.”
Large Foreign Ownership and Firm-Level Stock Return Volatility in Emerging Markets (2011, unknown): “As explained in Bae et al. (2004), this is irrelevant to studies (including ours) that do not seek to explain performance over time.”