Empirical Analysis of Impacts of QFII Trading Strategies on Stock Returns

Finance
doi 10.12677/fin.2015.54010
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Hans Publishers

Related search

An Empirical Analysis of Multi Dimensional Evaluation of QFII Stock Investment Value Based on an Improved Entropy Method

Statistics and Application
2017English

Trading Volume and Cross-Autocorrelations in Stock Returns

Journal of Finance
AccountingEconomicsEconometricsFinance
2000English

Arbitration on Unauthorized Trading by the Trading Member of Indian Stock Exchange: An Empirical Study

Theoretical Economics Letters
2018English

Empirical Evidence on Student-tLog-Returns of Diversified World Stock Indices

Journal of Statistical Theory and Practice
StatisticsProbability
2008English

An Empirical Examination of the Incremental Contribution of Stock Characteristics in UK Stock Returns

International Journal of Financial Studies
Finance
2017English

Multidimensional Analysis of Monthly Stock Market Returns

Annals of the Alexandru Ioan Cuza University - Economics
2014English

Determinants of Stock Returns With Liquidity as Moderators: Empirical Study in Indonesia Stock Exchange

2019English

The Effects of Annual Accounting Data on Stock Returns and Trading Activity: A Causal Model Study

Journal of the American Statistical Association
UncertaintyStatisticsProbability
1987English

An Empirical Study of the Impact of Margin Trading on the Volatility of Shenzhen Stock Market

DEStech Transactions on Economics, Business and Management
2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy