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Foreign ownership and stock return volatility

  • Wenjie Tu*
  • , Liyan Han
  • *此作品的通讯作者
  • Beihang University

科研成果: 书/报告/会议事项章节会议稿件同行评审

摘要

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.

源语言英语
主期刊名2nd International Conference on Information Science and Engineering, ICISE2010 - Proceedings
261-264
页数4
DOI
出版状态已出版 - 2010
活动2nd International Conference on Information Science and Engineering, ICISE2010 - Hangzhou, 中国
期限: 4 12月 20106 12月 2010

出版系列

姓名2nd International Conference on Information Science and Engineering, ICISE2010 - Proceedings

会议

会议2nd International Conference on Information Science and Engineering, ICISE2010
国家/地区中国
Hangzhou
时期4/12/106/12/10

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