165
Views
0
CrossRef citations to date
0
Altmetric
Financial Innovation under COVID-19: Lessons Learned & Solutions

Foreign Fund Flows and Equity Prices During COVID-19: Evidence from India

, &

References

  • Amihud, Y. 2002. Illiquidity and stock returns: Cross-section and time-series effects. Journal of Financial Markets 5 (1):31–56. doi:10.1016/S1386-4181(01)00024-6.
  • Bessembinder, H., and P. J. Seguin. 1993. Price volatility, trading volume, and market depth: Evidence from futures markets. The Journal of Financial and Quantitative Analysis 28 (1):21–39. doi:10.2307/2331149.
  • Bohn, H., and L. L. Tesar. 1996. US equity investment in foreign markets: Portfolio rebalancing or return chasing? The American Economic Review 86 (2):77–81.
  • Brennan, M. J., and H. H. Cao. 1997. International portfolio investment flows. The Journal of Finance 52 (5):1851–80. doi:10.1111/j.1540-6261.1997.tb02744.x.
  • Calvo, G. A., L. Leiderman, and C. M. Reinhart. 1993. Capital inflows and real exchange rate appreciation in Latin America: The role of external factors. IMF Staff Papers 40 (1):108–51. doi:10.2307/3867379.
  • Chan, L. K., and J. Lakonishok. 1993. Institutional trades and intraday stock price behavior. Journal of Financial Economics 33 (2):173–99. doi:10.1016/0304-405X(93)90003-T.
  • Coval, J., and E. Stafford. 2007. Asset fire sales (and purchases) in equity markets. Journal of Financial Economics 86 (2):479–512. doi:10.1016/j.jfineco.2006.09.007.
  • Dimson, E. 1979. Risk measurement when shares are subject to infrequent trading. Journal of Financial Economics 7 (2):197–226. doi:10.1016/0304-405X(79)90013-8.
  • Fernandez-Arias, E. 1996. The new wave of private capital inflows: Push or pull? Journal of Development Economics 48 (2):389–418. doi:10.1016/0304-3878(95)00041-0.
  • Frazzini, A., and O. A. Lamont. 2008. Dumb money: Mutual fund flows and the cross-section of stock returns. Journal of Financial Economics 88 (2):299–322. doi:10.1016/j.jfineco.2007.07.001.
  • Froot, K. A., P. G. O’Connell, and M. S. Seasholes. 2001. The portfolio flows of international investors. Journal of Financial Economics 59 (2):151–93. doi:10.1016/S0304-405X(00)00084-2.
  • Froot, K. A., and T. Ramadorai. 2008. International Portfolio flows and international investments. The Review of Financial Studies 21 (2):937–71. doi:10.1093/rfs/hhm091.
  • Hasbrouck, J. 1988. Trades, quotes, inventories, and information. Journal of Financial Economics 22 (2):229–52. doi:10.1016/0304-405X(88)90070-0.
  • Hau, H. 2001. Location matters: An examination of trading profits. The Journal of Finance 56 (5):1959–83. doi:10.1111/0022-1082.00396.
  • Holthausen, R. W., R. W. Leftwich, and D. Mayers. 1987. The effect of large block transactions on security prices: A cross-sectional analysis. Journal of Financial Economics 19 (2):237–67. doi:10.1016/0304-405X(87)90004-3.
  • Jotikasthira, C., C. Lundblad, and T. Ramadorai. 2012. Asset fire sales and purchases and the international transmission of funding shocks. The Journal of Finance 67 (6):2015–50. doi:10.1111/j.1540-6261.2012.01780.x.
  • Keim, D. B., and A. Madhavan. 1996. The upstairs market for large-block transactions: Analysis and measurement of price effects. The Review of Financial Studies 9 (1):1–36. doi:10.1093/rfs/9.1.1.
  • Koepke, R. 2015. What drives capital flows to emerging markets? A survey of the empirical literature. Institute of International Finance. University of Wurzburg.
  • Saar, G. 2001. Price impact asymmetry of block trades: An institutional trading explanation. The Review of Financial Studies 14 (4):1153–81. doi:10.1093/rfs/14.4.1153.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.