The relation between trades of domestic and foreign investors and stock returns in Sri Lanka
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Cited by:
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- Dasuni Nirmani Pandithasekara & Erabaddage Ayoma Gayathri Sumanasiri & Áron Perényi, 2023. "Exploring the Impact of Sustainability Control Systems on Employees’ Green Creativity: The Mediating Role of Psychological Empowerment and Sustainability Learning Capabilities," Sustainability, MDPI, vol. 15(6), pages 1-20, March.
- Porras, Eva & Ülkü, Numan, 2015. "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 111-126.
- Bing, Tao & Ma, Hongkun, 2021. "COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 384-396.
- Siyi Liu & Xin Liu & Chuancai Zhang & Lingli Zhang, 2023. "Institutional and individual investors' short‐term reactions to the COVID‐19 crisis in China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(4), pages 4333-4355, December.
- Vo, Xuan Vinh, 2017. "Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 88-93.
- Ülkü, Numan & Weber, Enzo, 2013. "Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2733-2749.
- Ros Zam Zam Sapian & Noor Azryani Auzairy, 2015. "Foreign Equity Flows and Market Return Linkages: Evidence of Malaysian Stock Market," Global Business Review, International Management Institute, vol. 16(5_suppl), pages 1-14, October.
- Ravinder Kumar Arora, 2016. "The Relation between Investment of Domestic and Foreign Institutional Investors and Stock Returns in India," Global Business Review, International Management Institute, vol. 17(3), pages 654-664, June.
- Ülkü, Numan & Karpova, Yekaterina, 2014. "Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 150-169.
- Fotini Economou & Konstantinos Gavriilidis & Bartosz Gebka & Vasileios Kallinterakis, 2022. "Feedback trading: a review of theory and empirical evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(4), pages 429-476, February.
- Tao Bing, 2021. "The Impact of COVID-19 on the Relation Between Retail Investors' Trading and Stock Returns in the Chinese Market," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 2(1), pages 1-7.
- Syamala, Sudhakara Reddy & Wadhwa, Kavita, 2019. "Foreign institutional investors’ trading and information dissemination in emerging markets: Further evidence," Research in International Business and Finance, Elsevier, vol. 49(C), pages 301-314.
- Rajesh Mohnot, 2020. "Examining Granger Causality in the Behavioral Reactions of Institutional Investors— Evidence from India," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(04), pages 1-21, January.
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Keywords
Equity flows Domestic investors Foreign investors Positive feedback trading Contrarian trading;Statistics
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