Modeling Trading Behavior in the Japanese Stock Market During QE Tapering and Post-QE Exit
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DOI: 10.1007/s10690-019-09272-6
Abstract: This study investigates the trading dynamics between institutional, foreign and retail investors during QE and post-QE exit in the Japanese stock market. A theoretical framework is developed to classify all transactions into trading, short-selling or… read more here.
Keywords: foreign retail; tapering post; post exit; japanese stock ... See more keywords