Nothing Special   »   [go: up one dir, main page]

create a website
THE BROKERAGE FIRM EFFECT IN HERDING: EVIDENCE FROM INDONESIA. (2011). Chiu, I-Ming ; Agarwal, Sumit ; Liu, Chunlin ; Rhee, Ghon S..
In: Journal of Financial Research.
RePEc:bla:jfnres:v:34:y:2011:i:3:p:461-479.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 22

References cited by this document

Cocites: 37

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Herding behaviour in the capital market: What do we know and what is next?. (2022). Asri, Marwan ; Purwanto, Bernardinus M ; Setiyono, Bowo ; Komalasari, Puput Tri.
    In: Management Review Quarterly.
    RePEc:spr:manrev:v:72:y:2022:i:3:d:10.1007_s11301-021-00212-1.

    Full description at Econpapers || Download paper

  2. Foreign institutions and the behavior of liquidity following macroeconomic announcements. (2022). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004391.

    Full description at Econpapers || Download paper

  3. Intraday order placement and execution in a limit order market: Evidence from the Indonesia stock market. (2021). Rhee, Ghon S ; Liu, Chunlin ; Ekaputra, Irwan A ; Zeng, Hongchao.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:21:y:2021:i:2:p:404-429.

    Full description at Econpapers || Download paper

  4. The impact of foreign trades on emerging market liquidity. (2016). Brockman, Paul ; Ali, Akbar Z ; Peranginangin, Yessy ; Zurbruegg, Ralf.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:40:y:2016:i:pa:p:1-16.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by pfo235-32053

  1. Agarwal, S., S. Faircloth, C. Liu, and S. G. Rhee, 2009, Why do foreign investors underperform domestic investors in trading activities? Evidence from Indonesia, Journal of Financial Markets 12, 32–53. Barber, B. M., T. Odean, and N. Zhu, 2009, Systematic noise, Journal of Financial Markets 12, 547–69.

  2. Bikhchandani, S., D. Hirshleifer, and I. Welch, 1992, A theory of fads, fashion, custom and cultural change as informational cascades, Journal of Political Economy 100, 992–1026.

  3. Bonser-Neal, C., S. L. Jones, D. Linnan, and R. Neal, 2002, Herding and feedback trading by foreign investors: The case of Indonesia during the Asian financial crisis, Working Paper, Indiana University.
    Paper not yet in RePEc: Add citation now
  4. Bowe, M., and D. Domuta, 2004, Investor herding during financial crisis: A clinical study of the Jakarta Stock Exchange, Pacific-Basin Finance Journal, 12, 387–418.

  5. Carpenter, A., and J. Wang, 2007, Herding and the information content of trades in the Australian dollar market, Pacific-Basin Finance Journal 15, 173–94.

  6. Chang, E. C., J. W. Cheng, and A. Khorana, 2000, An examination of herd behavior in equity markets: An international perspective, Journal of Banking & Finance 24, 1651–79.

  7. Choe, H., B. C. Kho, and R. M. Stulz, 1999, Do foreign investors destabilize stock markets? The Korean experience in 1997, Journal of Financial Economics 54, 227–64.

  8. Devenow, A., and I. Welch, 1996, Rational herding in financial economics,European Economic Review40, 603–15.

  9. Dorn, D., G. Huberman, and P. Sengmueller, 2008, Correlated trading and returns, Journal of Finance 64, 885–920.

  10. Dvorak, T., 2005, Do domestic investors have an information advantage? Evidence from Indonesia, Journal of Finance 60, 817–39.

  11. Feng L., and M. S. Seasholes, 2005, Correlated trading and location, Journal of Finance 59, 2117–44.
    Paper not yet in RePEc: Add citation now
  12. Froot, K. A., D. S. Scharfstein, and J. C. Stein, 1992, Herd on the street: Informational inefficiencies in a market with short-term speculation, Journal of Finance 47, 1461–84.

  13. Grinblatt, M., S. Titman, and R. Wermers, 1995, Momentum investment strategies, portfolio performance, and herding: a study of mutual fund behavior, American Economic Review85, 1088–1105.

  14. Hirshleifer, D., A. Subrahmanyam, and S. Titman, 1994, Security analysis and trading patterns when some investors receive information before others, Journal of Finance 49, 1665–98.

  15. Kim, W., and S. Wei, 2002, Foreign portfolio investors before and during a crisis,Journal of International Economics 5, 77–96.

  16. Lakonishok, J., A. Shleifer, and R. Vishny, 1992, The impact of institutional trading on stock prices, Journal of Financial Economics 32, 23–43.

  17. Nofsinger, J. R., and R. W. Sias, 1999, Herding and feedback trading by institutional and individual Investors, Journal of Finance 54, 2263–95.

  18. Scharfstein, D. S., and J. C. Stein, 1990, Herd behavior and investment, American Economic Review 80, 465–79.

  19. Sias, R. W., 2004, Institutional herding, Review of Financial Studies 17, 165–206.

  20. Tan, L., T. C. Chiang, J. R. Mason, and N. Nelling, 2008, Herding behavior in Chinese stock markets: An examination of A and B shares, Pacific-Basin Finance Journal 16, 61–77.

  21. Wermers, R., 1999, Mutual fund herding and the impact on stock prices, Journal of Finance 54, 581–623.

  22. Wylie, S., 2005, Fund manager herding: a test of the accuracy of empirical results using U.K. data, Journal of Business 78, 381–403.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Order Choices: An Intraday Analysis of the Taiwan Stock Exchange. (2022). Lo, Hsiang-Yu ; Hung, Pi-Hsia ; Lien, Donald.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000912.

    Full description at Econpapers || Download paper

  2. The Capitalization Effect of Imputation Credits on Expected Stock Returns. (2022). Zhao, Jing ; Yin, Xiangkang ; Le, Anh.
    In: Abacus.
    RePEc:bla:abacus:v:58:y:2022:i:3:p:523-566.

    Full description at Econpapers || Download paper

  3. Does Entropy Index Explain the Determinant of Capital Market Integration in ASEAN?. (2021). Wibowo, Buddi ; Setyawan, Ignatius Roni.
    In: Capital Markets Review.
    RePEc:mfa:journl:v:29:y:2021:i:1:p:17-39.

    Full description at Econpapers || Download paper

  4. Who knows more and makes more? A perspective of order submission decisions across investor types. (2021). Chen, Hung-Ju ; Hung, Pi-Hsia ; Lien, Donald.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:381-398.

    Full description at Econpapers || Download paper

  5. Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan. (2021). Wu, Ming-Hung ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030015x.

    Full description at Econpapers || Download paper

  6. Does vega-neutral options trading contain information?. (2021). Yang, Heejin ; Ryu, Doojin ; Lee, Jaeram.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:62:y:2021:i:c:p:294-314.

    Full description at Econpapers || Download paper

  7. Mimicking insider trades. (2021). Thapa, Chandra ; Neupane, Biwesh ; Marshall, Andrew.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000614.

    Full description at Econpapers || Download paper

  8. Intraday order placement and execution in a limit order market: Evidence from the Indonesia stock market. (2021). Rhee, Ghon S ; Liu, Chunlin ; Ekaputra, Irwan A ; Zeng, Hongchao.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:21:y:2021:i:2:p:404-429.

    Full description at Econpapers || Download paper

  9. Who moves the stock market in an emerging country – Institutional or retail investors?. (2020). Koesrindartoto, Deddy P ; Arroisi, Abdurrohman ; Dharma, Wirata A ; Yusgiantoro, Inka ; Aaron, Aurelius.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919300327.

    Full description at Econpapers || Download paper

  10. The impact of weather on order submissions and trading performance. (2020). Weng, Pei-Shih ; Tsai, Wei-Che ; Chuang, Yi-Wei.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20306685.

    Full description at Econpapers || Download paper

  11. Costly index investing in foreign markets. (2020). Pulga, Fredy ; Pedraza, Alvaro ; Vasquez, Jose.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:51:y:2020:i:c:s1386418119300485.

    Full description at Econpapers || Download paper

  12. Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China. (2020). Yan, Cheng ; Wang, Guipu ; Zhang, Jinhua.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:90:y:2020:i:c:p:11-20.

    Full description at Econpapers || Download paper

  13. Why and how do foreign institutional investors outperform domestic investors in futures trading: Evidence from Taiwan. (2019). Lin, Yufen ; Chuang, Yiwei ; Weng, Peishih.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:3:p:279-301.

    Full description at Econpapers || Download paper

  14. Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market. (2019). Agudelo, Diego ; Yepes-Henao, Paula ; Byder, James.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:90:y:2019:i:c:p:187-203.

    Full description at Econpapers || Download paper

  15. The long-term impact of sovereign wealth fund investments. (2019). In, Francis ; Xu, Simon ; Park, Raphael Jonghyeon ; Ji, Philip Inyeob.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:45:y:2019:i:c:p:115-138.

    Full description at Econpapers || Download paper

  16. Exploring sentiment-driven trading behavior of different types of investors in London office market. (2018). Sieracki, Karen ; Ke, Qiulin.
    In: ERES.
    RePEc:arz:wpaper:eres2018_112.

    Full description at Econpapers || Download paper

  17. Diffusion of optimistic and pessimistic investor sentiment: An empirical study of an emerging market. (2017). I-Chun Tsai, .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:47:y:2017:i:c:p:22-34.

    Full description at Econpapers || Download paper

  18. The impact of media coverage on investor trading behavior and stock returns. (2017). Wu, Chen-Hui ; Lin, Chan-Jane.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:43:y:2017:i:c:p:151-172.

    Full description at Econpapers || Download paper

  19. Does options trading convey information on futures prices?. (2017). Qiao, Shuai ; Tsai, Shih-Chuan ; Zheng, Zhenlong ; Lin, William T.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:39:y:2017:i:c:p:182-196.

    Full description at Econpapers || Download paper

  20. Trading in style: Retail investors vs. institutions. (2017). Wolff, Christian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12462.

    Full description at Econpapers || Download paper

  21. Stock Market Liberalisation and Cost of Equity: Firm-Level Evidence from Malaysia. (2016). Lim, Kian-Ping ; Foong, Swee-Sim .
    In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
    RePEc:usm:journl:aamjaf012s1_19-42.

    Full description at Econpapers || Download paper

  22. Which Traders Contribute Most to Price Discovery? Evidence from the KOSPI 200 Options Market. (2016). Kang, Hankil ; Lee, Soonhee .
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:52:y:2016:i:10:p:2335-2347.

    Full description at Econpapers || Download paper

  23. Foreign ownership and stock market liquidity - evidence from Vietnam. (2016). Vo, Xuan Vinh.
    In: Afro-Asian Journal of Finance and Accounting.
    RePEc:ids:afasfa:v:6:y:2016:i:1:p:1-11.

    Full description at Econpapers || Download paper

  24. The impact of foreign trades on emerging market liquidity. (2016). Brockman, Paul ; Ali, Akbar Z ; Peranginangin, Yessy ; Zurbruegg, Ralf.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:40:y:2016:i:pa:p:1-16.

    Full description at Econpapers || Download paper

  25. Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity. (2016). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Brooks, Robert ; Chang, Kwok-Boon .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:36:y:2016:i:c:p:1-28.

    Full description at Econpapers || Download paper

  26. The impact of foreign institutional traders on price efficiency: Evidence from the Taiwan futures market. (2015). Hao, Ying ; Weng, Pei-Shih ; Ho, Keng-Yu ; Chou, Robin K.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:34:y:2015:i:c:p:24-42.

    Full description at Econpapers || Download paper

  27. Commonality on Euronext: Do location and account type matter?. (2015). Mazza, Paolo ; D'Hondt, Catherine ; Majois, Christophe .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:183-198.

    Full description at Econpapers || Download paper

  28. Institutional Investors Trading Strategy in Indonesia’s Government Bond Market During the 2008 Crisis. (2014). Koesrindartoto, Deddy ; Gusdinar, Isabelle Aranditha .
    In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
    RePEc:usm:journl:aamjaf01001_21-44.

    Full description at Econpapers || Download paper

  29. The Level and Stability of Institutional Ownership and Firm Performance: Evidence from Taiwan. (2014). Wang, Kehluh ; Hsu, Ming-Feng.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:50:y:2014:i:s2:p:159-173.

    Full description at Econpapers || Download paper

  30. The Level and Stability of Institutional Ownership and Firm Performance: Evidence from Taiwan. (2014). Wang, Kehluh ; Hsu, Ming-Feng.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:50:y:2014:i:2s:p:159-173.

    Full description at Econpapers || Download paper

  31. Corporate Governance and Market Microstructure: Evidence on Institutional Investors in the Tunisian Stock Exchange. (2014). Bouri, Abdelfatteh ; Boujelbene, Nadia Belkhir ; Prigent, Jean-Luc.
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:4:y:2014:i:2:p:62-75.

    Full description at Econpapers || Download paper

  32. Corporate Governance and Market Microstructure: Evidence on Institutional Investors in the Tunisian Stock Exchange. (2014). Prigent, Jean-Luc ; Bouri, Abdelfatteh ; Boujelbene, Nadia Belkhir .
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:4:y:2014:i:2:p:58-71.

    Full description at Econpapers || Download paper

  33. Directors and officers liability insurance and investment efficiency: Evidence from Taiwan. (2014). Li, Kuei-Fu ; Liao, Yi-Ping.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:29:y:2014:i:c:p:18-34.

    Full description at Econpapers || Download paper

  34. Foreign ownership in Vietnam stock markets - an empirical analysis. (2011). Vo, Xuan Vinh.
    In: MPRA Paper.
    RePEc:pra:mprapa:29863.

    Full description at Econpapers || Download paper

  35. THE BROKERAGE FIRM EFFECT IN HERDING: EVIDENCE FROM INDONESIA. (2011). Chiu, I-Ming ; Agarwal, Sumit ; Liu, Chunlin ; Rhee, Ghon S..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:34:y:2011:i:3:p:461-479.

    Full description at Econpapers || Download paper

  36. Foreign institutional ownership and stock market liquidity: Evidence from Indonesia. (2009). Wang, Jianxin ; Rhee, Ghon S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:7:p:1312-1324.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-22 16:42:58 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.