The response of different investor types to macroeconomic news
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DOI: 10.1016/j.mulfin.2019.02.005
Abstract: We provide the first investigation of foreign, local institutional and local individual investors’ trading responses to global, regional and local macroeconomic surprises using daily buy-sell volumes for Korea, taking account of endogeneity. Investor types respond… read more here.
Keywords: different investor; response different; investor; macroeconomic news ... See more keywords