Purpose The purpose of this paper is to comprehensively review a large and heterogeneous
body of academic literature on investors' feedback trading, one of the most popular trading …

This article investigates the impact of foreign investors' trading on stock returns in Vietnam, a
key emerging market. We utilize a time series data set of foreign investors' trading volume …

Using monthly foreign flows data on Istanbul Stock Exchange (ISE) and employing a
structural VAR model, we analyze the interaction between foreigners' trading and emerging …

We introduce the structural conditional correlation (SCC) methodology to the foreign flows
literature to identify the contemporaneous return–flow interaction and provide new evidence …

We study four-varyingly liberalized emerging markets, precisely, India, Korea, Taiwan and
Vietnam, to test causalities and asymmetries of price volume relationship in the conditional …

This paper introduces a new method for identifying the simultaneity between returns and
trading flows. The proposed method enables us to identify the intraday interaction using …

Correlations between exchange rates are valuable for illuminating the dynamics of
international trade and the financial dynamics of countries. This paper explores the …

This paper elaborates an interesting aspect of the Monday anomaly: Monday returns are
relatively more likely to reverse over the subsequent days. We document that, although the …

This study reports that before and after the complete opening of the Korean stock market,
foreign equity portfolio selections deviate not only from the market portfolio but also from the …

Dengan adanya globalisasi pasar modal, investor dapat melakukan investasi di berbagai
negara sesuai dengan potensi keuntungan yang diharapkan masing-masing investor …