• DocumentCode
    2113257
  • Title

    Foreign ownership and stock return volatility

  • Author

    Tu, Wenjie ; Han, Liyan

  • Author_Institution
    School of Economics and Management, Beihang University, Beijing, China
  • fYear
    2010
  • fDate
    4-6 Dec. 2010
  • Firstpage
    261
  • Lastpage
    264
  • 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.
  • Keywords
    Data models; Finance; Industries; Investments; Mutual funds; Stock markets; beneficial ownership; foreign ownership; mutual fund; stock return volatility;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Science and Engineering (ICISE), 2010 2nd International Conference on
  • Conference_Location
    Hangzhou, China
  • Print_ISBN
    978-1-4244-7616-9
  • Type

    conf

  • DOI
    10.1109/ICISE.2010.5689851
  • Filename
    5689851
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2113257