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

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dc.contributor.authorBae, Sung C.
dc.contributor.authorLi, Mingsheng
dc.contributor.authorShi, Jing
dc.date.accessioned2015-12-07T22:16:21Z
dc.date.issued2011
dc.date.updated2016-02-24T10:30:58Z
dc.description.abstractPrevious 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
dc.identifier.issn1540-496X
dc.identifier.urihttp://hdl.handle.net/1885/17991
dc.publisherM E Sharpe Inc
dc.sourceEmerging Markets Finance and Trade
dc.subjectKeywords: Chinese stock market; foreign exchange rate; market efficiency; price discounts; stock returns
dc.titleHeterogeneous Investors' Reaction to Exchange Rate Movements: New Evidence from a Unique Emerging Market
dc.typeJournal article
local.bibliographicCitation.issue1
local.bibliographicCitation.lastpage22
local.bibliographicCitation.startpage7
local.contributor.affiliationBae, Sung C, Bowling Green State University
local.contributor.affiliationLi, Mingsheng, Bowling Green State University
local.contributor.affiliationShi, Jing, College of Business and Economics, ANU
local.contributor.authoruidShi, Jing, u9702681
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor150201 - Finance
local.identifier.absseo970115 - Expanding Knowledge in Commerce, Management, Tourism and Services
local.identifier.ariespublicationu4044158xPUB3
local.identifier.citationvolume47
local.identifier.doi10.2753/Ree1540-496X4701S102
local.identifier.scopusID2-s2.0-79551595334
local.identifier.thomsonID000287261800002
local.type.statusPublished Version

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