Heterogeneous Investors' Reaction to Exchange Rate Movements: New Evidence from a Unique Emerging Market
Previous studies find mixed results on the relation between exchange rate movements and stock returns. We revisit the issue by exploring the effect of market efficiency and heterogeneous investors' reaction to exchange rate changes using the unique event
|Collections||ANU Research Publications|
|Source:||Emerging Markets Finance and Trade|
|01_Bae_Heterogeneous_Investors'_2011.pdf||1.02 MB||Adobe PDF||Request a copy|
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