International stock marketsContagionPanel GARCHThis paper analyzes the role of the foreign investor types in the sensitivity of the domestic stock markets to external shocks by estimating a Panel GARCH (1,1) model for a set of emerging and developed countries. My findings suggest that a higher ...
Investors and traders also focus on different types of analysis. Traders typically focus on the technical factors of a stock, known astechnical analysis. A trader is concerned with what direction a stock will move in and how to take advantage of that movement. They are not as concerned about ...
INVESTOR TYPES, LIQUIDITY AND PRICE FORMATION: EVIDENCE FROM THE STOCK EXCHANGE OF THAILAND 来自 Semantic Scholar 喜欢 0 阅读量: 1 作者:S Alderighi,P Gurrola-Perez 摘要: Using timestamped orders and trades data from the Stock Exchange of Thailand, we study how dierent market participants - ...
Bond-like stocks, such as regulated utilities, are toward the left; stocks of companies that are newer, smaller, more volatile, distressed, or Investor Sentiment in the Stock Market 133 Figure 1 Theoretical Effects of Investor Sentiment on Different Types of Stocks High sentiment Low sentiment ...
This paper investigates how various types of investors affect return volatility at the security level by utilizing a unique and extensive dataset of month-end holding data of all investors on all the stocks listed in the Oslo stock market over a long period of 15 years. All investors are categ...
The paper presents the introduction to the Big Five model followed by the description of the traits of the various personality types and then the behavior of each personality type with respect to stock market investments. The paper concludes that when the behavioral factors expressed by each ...
Automated robo-advisor:So you know you need to invest for your future, but the thought of figuring out how to actually get your money into the stock market makes you freeze up? You’re not alone, and that’s exactly what a robo-advisor can help you with. These companies generally are ...
This paper examines the relation between market volatility and investor trades by identifying who supplies and demands market liquidity on the Tokyo Stock Exchange. Because the different trading patterns of various investor types such as individual investors, institutional investors, and foreign investors ...
, regional (Japan) and domestic macroeconomic announcements on the trading behavior of different investor types (foreigners, local institutions and local individuals) in Korea. Considerable attention has been given to the relationship between stock market behavior and the announcement of macroeconomic ...