The impact of foreign ownership on return volatility, volume, and stock risks: Evidence from ASEAN countries
This paper aims to delve into the effect of foreign ownership on return volatility, volume, and risk of buying/holding stocks. It uses panel data from six ASEAN countries from 2007 to 2017. There are three primary findings. First, foreign ownership diminishes return volatility, particularly during a...
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Elsevier
2019
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