Does Trading by Foreign Investors Contribute More to Stock Price Informativeness than Trading by Domestic Institutions in Emerging Markets? Korean Evidence

2008 ◽  
Author(s):  
Jeong-Bon Kim ◽  
Cheong H. Yi
Keyword(s):  
Emerging Markets ◽  
Stock Price ◽  
Domestic Institutions ◽  
Price Informativeness ◽  
Foreign Investors ◽  
Stock Price Informativeness ◽  
Korean Evidence

Stock Price Informativeness and Idiosyncratic Return Volatility in Emerging Markets: Evidence from China

2014 ◽  
Vol 17 (04) ◽  
pp. 1450025 ◽  
Author(s):  
Karen Jingrong Lin ◽  
Khondkar Karim ◽  
Clairmont Carter
Keyword(s):  
Emerging Markets ◽  
Stock Price ◽  
Information Measure ◽  
Return Volatility ◽  
Price Informativeness ◽  
Research Questions ◽  
Stock Price Informativeness

This study attempts to address two research questions on the idiosyncratic return volatility and stock price informativeness. First, whether idiosyncratic return volatility is a valid proxy for stock price informativeness in emerging markets, and if it is, whether there exists a monotonic relationship between the idiosyncratic return volatility and stock price informativeness throughout the whole sample. We find that the idiosyncratic return volatility reflects the stock price informativeness in China. However, such a relationship does not exist in a monotonic fashion. These results indicate that idiosyncratic return volatility serves as an information measure, but must be used with caution.

scholarly journals Investigating the effect of stock price informativeness on labor investment efficiency

2018 ◽  
Vol 3 (5) ◽  
pp. 209-232
Author(s):  
Rezvan Hejazi ◽  
Hamid Kalhornia ◽  
Iman Dadashi ◽  
Amir Firooznia ◽  
◽  
...  
Keyword(s):  
Stock Price ◽  
Investment Efficiency ◽  
Price Informativeness ◽  
Stock Price Informativeness
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