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Foreign ownership and stock return volatility

  • Wenjie Tu*
  • , Liyan Han
  • *Corresponding author for this work
  • Beihang University

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This paper examines the impact of foreign ownership on stock return volatility in China A stock markets. Foreign investors will be divided into two categories, we show that mutual fund ownership is negatively related to stock return volatility. We also demonstrate that the measures of foreign ownership in this paper differ substantially from the measure used in the recent literature.

Original languageEnglish
Title of host publication2nd International Conference on Information Science and Engineering, ICISE2010 - Proceedings
Pages261-264
Number of pages4
DOIs
StatePublished - 2010
Event2nd International Conference on Information Science and Engineering, ICISE2010 - Hangzhou, China
Duration: 4 Dec 20106 Dec 2010

Publication series

Name2nd International Conference on Information Science and Engineering, ICISE2010 - Proceedings

Conference

Conference2nd International Conference on Information Science and Engineering, ICISE2010
Country/TerritoryChina
CityHangzhou
Period4/12/106/12/10

Keywords

  • Beneficial ownership
  • Foreign ownership
  • Mutual fund
  • Stock return volatility

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