The response of different investor types to macroeconomic news
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Multinational Financial Management"
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
Differential informativeness of analyst reports by investor types: Evidence from the Korean stock market
Sign Up to like & getrecommendations! Published in 2017 at "Managerial Finance"
DOI: 10.1108/mf-06-2016-0166
Abstract: Purpose - The purpose of this paper is to investigate whether there is any difference across individual investors, domestic and foreign institutional investors in trading volume responses to analyst reports. The authors also examine the… read more here.
Keywords: investor types; institutional investors; trading; analyst reports ... See more keywords