The relationship between trades of foreign institutional and retail investors and equity return

• 主要作者: Ros Zam Zam Sapian,
• 格式: Article
• 語言: English
• 出版: Penerbit Universiti Kebangsaan Malaysia 2015
• 在線閱讀: http://journalarticle.ukm.my/9523/1/11142-30908-1-PB.pdf; http://journalarticle.ukm.my/9523/; http://ejournal.ukm.my/pengurusan/issue/view/700

This study examined the relationship between equity flows and domestic equity returns using daily aggregate trade data categorized by two foreign investors’ classes; namely foreign institutional and retail investors. To explore the relationship between domestic equity returns and both buy and sal...