How to cite this paper
Bui, T. (2020). Stock holding decisions of foreign investors in emerging stock markets: A case study in Vietnam.Management Science Letters , 10(3), 625-630.
Refrences
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Bartram, S. M., Griffin, J. M., Lim, T. H., & Ng, D. T. (2015). How important are foreign ownership linkages for interna-tional stock returns?. Review of Financial Studies, 28(11), 3036–3072.
Bekaert, G., Hoyem, K., Hu, W. Y., & Ravina, E. (2017). Who is internationally diversified? Evidence from the 401 (k) plans of 296 firms. Journal of Financial Economics, 124, 86–112.
Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307–27.
Brennan, M. J., & Cao, H. H. (1997). International portfolio investment flows. The Journal of Finance, 52(5), 1851–1880.
Brennan, M. J., Cao, H. H., Strong, N., & Xu, X. (2005). The dynamics of international equity market expectations. Jour-nal of Financial Economics, 77(2), 257–288.
Coval, J. D., & Moskowitz, T. J. (1999). Home bias at home: Local equity preference in domestic portfolios. Journal of Finance, 54, 2045–2073.
Dickey, D., & Fuller, W. (1979). Distribution of the Estimators for Autoregressive Time Series with Unit Root. Journal of the American Statistical Association, 74, 427–432.
Dvořák, T. (2003). Gross capital flows and asymmetric information. Journal of International Money and Finance, 22(6), 835–864.
Froot, K. A., O’connell, P. G., & Seasholes, M. S. (2001). The portfolio flows of international investors. Journal of Finan-cial Economics, 59(2), 151–193.
He, W., & Shen, J. (2014). Do foreign investors improve informational efficiency of stock prices? Evidence from Japan. Pacific-Basin Finance Journal, 27, 32–48.
Jeon, J. Q., & Moffett, C. M. (2010). Herding by foreign investors and emerging market equity returns: Evidence from Korea. International Review of Economics & Finance, 19(4), 698–710.
Kang, J., Kwon, K. Y., & Park, H. J. (2016). Foreign investors and the delay of information dissemination in the Korean stock market. Pacific-Basin Finance Journal, 38, 1–16.
Karolyi, G. A. (2002). Did the Asian financial crisis scare foreign investors out of Japan?. Pacific-Basin Finance Journal, 10(4), 411–442.
Kim, W., & Wei, S. J. (2002). Foreign portfolio investors before and during a crisis. Journal of international economics, 56(1), 77–96.
Llorente, G., Michaely, R., Saar, G., & Wang, J. (2002). Dynamic Volume-Return Relation of Individual Stocks. Review of Financial Studies, 15(4), 1005–1047.
Park, K. W., Jeong, S. H., & Oh, J. Y. J. (2019). Foreigners at the Gate? Foreign Investor Trading and the Disposition Ef-fect of Domestic Individual Investors. The North American Journal of Economics and Finance, 49, 165–180.
Samarakoon, L. P. (2009). The relation between trades of domestic and foreign investors and stock returns in Sri Lanka. Journal of International Financial Markets, Institutions and Money, 19(5), 850–861.
Ülkü, N., & Weber, E. (2013). Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data. Journal of Banking & Finance, 37(8), 2733–2749.
Vo, X. V. (2017). Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam. Interna-tional Review of Financial Analysis, 52, 88–93.
Bartram, S. M., Griffin, J. M., Lim, T. H., & Ng, D. T. (2015). How important are foreign ownership linkages for interna-tional stock returns?. Review of Financial Studies, 28(11), 3036–3072.
Bekaert, G., Hoyem, K., Hu, W. Y., & Ravina, E. (2017). Who is internationally diversified? Evidence from the 401 (k) plans of 296 firms. Journal of Financial Economics, 124, 86–112.
Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307–27.
Brennan, M. J., & Cao, H. H. (1997). International portfolio investment flows. The Journal of Finance, 52(5), 1851–1880.
Brennan, M. J., Cao, H. H., Strong, N., & Xu, X. (2005). The dynamics of international equity market expectations. Jour-nal of Financial Economics, 77(2), 257–288.
Coval, J. D., & Moskowitz, T. J. (1999). Home bias at home: Local equity preference in domestic portfolios. Journal of Finance, 54, 2045–2073.
Dickey, D., & Fuller, W. (1979). Distribution of the Estimators for Autoregressive Time Series with Unit Root. Journal of the American Statistical Association, 74, 427–432.
Dvořák, T. (2003). Gross capital flows and asymmetric information. Journal of International Money and Finance, 22(6), 835–864.
Froot, K. A., O’connell, P. G., & Seasholes, M. S. (2001). The portfolio flows of international investors. Journal of Finan-cial Economics, 59(2), 151–193.
He, W., & Shen, J. (2014). Do foreign investors improve informational efficiency of stock prices? Evidence from Japan. Pacific-Basin Finance Journal, 27, 32–48.
Jeon, J. Q., & Moffett, C. M. (2010). Herding by foreign investors and emerging market equity returns: Evidence from Korea. International Review of Economics & Finance, 19(4), 698–710.
Kang, J., Kwon, K. Y., & Park, H. J. (2016). Foreign investors and the delay of information dissemination in the Korean stock market. Pacific-Basin Finance Journal, 38, 1–16.
Karolyi, G. A. (2002). Did the Asian financial crisis scare foreign investors out of Japan?. Pacific-Basin Finance Journal, 10(4), 411–442.
Kim, W., & Wei, S. J. (2002). Foreign portfolio investors before and during a crisis. Journal of international economics, 56(1), 77–96.
Llorente, G., Michaely, R., Saar, G., & Wang, J. (2002). Dynamic Volume-Return Relation of Individual Stocks. Review of Financial Studies, 15(4), 1005–1047.
Park, K. W., Jeong, S. H., & Oh, J. Y. J. (2019). Foreigners at the Gate? Foreign Investor Trading and the Disposition Ef-fect of Domestic Individual Investors. The North American Journal of Economics and Finance, 49, 165–180.
Samarakoon, L. P. (2009). The relation between trades of domestic and foreign investors and stock returns in Sri Lanka. Journal of International Financial Markets, Institutions and Money, 19(5), 850–861.
Ülkü, N., & Weber, E. (2013). Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data. Journal of Banking & Finance, 37(8), 2733–2749.
Vo, X. V. (2017). Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam. Interna-tional Review of Financial Analysis, 52, 88–93.