Investor behavior around monetary policy announcements: Evidence from the Korean stock market
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DOI: 10.1016/j.frl.2018.06.008
Abstract: Using the Korean stock market data between 2000 and 2017, this paper examines the order imbalances of different investors around monetary policy announcements. In line with the temporary reallocation of risk hypothesis, individual investors sell… read more here.
Keywords: market; monetary policy; policy announcements; around monetary ... See more keywords