Owner only: item control page
Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data
Ülkü, Numan and Weber, Enzo (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), pp. 2733-2749.Date of publication of this fulltext: 19 Dec 2024 08:38
Article
Alternative links to fulltext
Involved Institutions
Details
| Item type | Article | ||||
| Journal or Publication Title | Journal of Banking & Finance | ||||
| Publisher: | ELSEVIER SCIENCE BV | ||||
|---|---|---|---|---|---|
| Place of Publication: | AMSTERDAM | ||||
| Volume: | 37 | ||||
| Number of Issue or Book Chapter: | 8 | ||||
| Page Range: | pp. 2733-2749 | ||||
| Date | 2013 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie > Lehrstuhl für Empirische Wirtschaftsforschung, insbesondere Makroökonomie und Arbeitsmarkt (Prof. Dr. Enzo Weber) | ||||
| Identification Number |
| ||||
| Keywords | MUTUAL FUND FLOWS; FOREIGN INVESTORS; DOMESTIC INVESTORS; EQUITY MARKETS; EXCHANGE-RATES; ORDER FLOWS; BEHAVIOR; INFORMATION; PERFORMANCE; PRICES; The interaction between trading flows and returns; Identification; Structural conditional correlation; Investor types; Feedback trading behavior | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Yes | ||||
| Item ID | 62403 |
Export bibliographical data
Owner only: item control page
Altmetric
Altmetric