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Heterogeneous Investors' Reaction to Exchange Rate Movements: New Evidence from a Unique Emerging Market

Bae, Sung C.; Li, Mingsheng; Shi, Jing


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

CollectionsANU Research Publications
Date published: 2011
Type: Journal article
Source: Emerging Markets Finance and Trade
DOI: 10.2753/Ree1540-496X4701S102


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