The relationship between trades of foreign institutional and retail investors and equity return
This study examined the relationship between equity flows and domestic equity returns using daily aggregate trade data categorized by two foreign investors’ classes; namely foreign institutional and retail investors. To explore the relationship between domestic equity returns and both buy and sal...
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2015
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| Online Access: | http://journalarticle.ukm.my/9523/1/11142-30908-1-PB.pdf http://journalarticle.ukm.my/9523/ http://ejournal.ukm.my/pengurusan/issue/view/700 |
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| Institution: | Universiti Kebangsaan Malaysia |
| Language: | English |