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Sophistication and price impact of foreign investors in the Brazilian stock market

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Published in 2017 at "Emerging Markets Review"

DOI: 10.1016/j.ememar.2017.09.006

Abstract: The purposes of this paper are to investigate the informational sophistication of foreign investors in the Brazilian stock market and to assess the price impact on local securities generated by the trading conducted by these… read more here.

Keywords: price; stock market; investors brazilian; foreign investors ... See more keywords