Do foreign institutional investors stabilize the capital market?

  • Liyan Han
  • , Qingqing Zheng
  • , Lei Li*
  • , Libo Yin
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

This paper examines the impact of financial liberalization on emerging capital market in the context of China. We control for time-invariant firm fixed effects and employ lagged firm size and ownership structure as instrumental variables for the shareholdings of institutional investors. The results indicate that foreign institutional investors reduce volatility and act as market stabilizers. In contrast, domestic institutional investors exacerbate stock market fluctuation.

Original languageEnglish
Pages (from-to)73-75
Number of pages3
JournalEconomics Letters
Volume136
DOIs
StatePublished - 1 Nov 2015

Keywords

  • Financial liberalization
  • Foreign Institutional Investor
  • Volatility

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