Does Foreign Investor Base Concentration Affect Stock Price Volatility?

This paper investigates the effect of foreign investor base concentration on stock price volatility. Concentrated foreign investor base is hypothesized to increase strategic complementarities among investors and therefore increase price volatilities for stocks with high foreign investor participatio...

Full description

Saved in:
Bibliographic Details
Published in:Korean social science journal (Seoul, Korea ) 2021, 48(1), , pp.1-12
Main Author: 임태훈
Format: Article
Language:English
Subjects:
사회과학일반
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
cited_by
cites
container_end_page 12
container_issue
container_start_page 1
container_title Korean social science journal (Seoul, Korea )
container_volume
creator 임태훈
description This paper investigates the effect of foreign investor base concentration on stock price volatility. Concentrated foreign investor base is hypothesized to increase strategic complementarities among investors and therefore increase price volatilities for stocks with high foreign investor participation. Empirical analysis of the relationship between the concentration of foreign investor base and the volatility of stock prices shows that the foreign investor base concentration is positively associated with stock price volatility for the stocks with high foreign turnover. KCI Citation Count: 0
format article
fullrecord <record><control><sourceid>nrf</sourceid><recordid>TN_cdi_nrf_kci_oai_kci_go_kr_ARTI_9793973</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>oai_kci_go_kr_ARTI_9793973</sourcerecordid><originalsourceid>FETCH-nrf_kci_oai_kci_go_kr_ARTI_97939733</originalsourceid><addsrcrecordid>eNqVjr0KwjAYAIMoWLTvkNWh0Ca1bSap9a-baHENMSQltOSDJAi-vUV8Aacb7oaboYhkrEjynORzFGWEbJOUFtUSxd6bZ5pVBWOUpRE6H0B5fAKnTG9xa1_KB3B4L7zCDVipbHAiGLC41lrJgO8B5ICvzkiFHzBObjThvVujhRajV_GPK7Q5Hbvmklin-SANB2G-7IEPjte3ruWsnB5KSv9pP4DrQdc</addsrcrecordid><sourcetype>Open Website</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype></control><display><type>article</type><title>Does Foreign Investor Base Concentration Affect Stock Price Volatility?</title><source>Freely Accessible Journals</source><creator>임태훈</creator><creatorcontrib>임태훈</creatorcontrib><description>This paper investigates the effect of foreign investor base concentration on stock price volatility. Concentrated foreign investor base is hypothesized to increase strategic complementarities among investors and therefore increase price volatilities for stocks with high foreign investor participation. Empirical analysis of the relationship between the concentration of foreign investor base and the volatility of stock prices shows that the foreign investor base concentration is positively associated with stock price volatility for the stocks with high foreign turnover. KCI Citation Count: 0</description><identifier>ISSN: 1225-0368</identifier><identifier>EISSN: 2196-4424</identifier><language>eng</language><publisher>한국사회과학협의회</publisher><subject>사회과학일반</subject><ispartof>Korean Social Science Journal, 2021, 48(1), , pp.1-12</ispartof><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>314,780,784</link.rule.ids><backlink>$$Uhttps://www.kci.go.kr/kciportal/ci/sereArticleSearch/ciSereArtiView.kci?sereArticleSearchBean.artiId=ART002721438$$DAccess content in National Research Foundation of Korea (NRF)$$Hfree_for_read</backlink></links><search><creatorcontrib>임태훈</creatorcontrib><title>Does Foreign Investor Base Concentration Affect Stock Price Volatility?</title><title>Korean social science journal (Seoul, Korea )</title><description>This paper investigates the effect of foreign investor base concentration on stock price volatility. Concentrated foreign investor base is hypothesized to increase strategic complementarities among investors and therefore increase price volatilities for stocks with high foreign investor participation. Empirical analysis of the relationship between the concentration of foreign investor base and the volatility of stock prices shows that the foreign investor base concentration is positively associated with stock price volatility for the stocks with high foreign turnover. KCI Citation Count: 0</description><subject>사회과학일반</subject><issn>1225-0368</issn><issn>2196-4424</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2021</creationdate><recordtype>article</recordtype><recordid>eNqVjr0KwjAYAIMoWLTvkNWh0Ca1bSap9a-baHENMSQltOSDJAi-vUV8Aacb7oaboYhkrEjynORzFGWEbJOUFtUSxd6bZ5pVBWOUpRE6H0B5fAKnTG9xa1_KB3B4L7zCDVipbHAiGLC41lrJgO8B5ICvzkiFHzBObjThvVujhRajV_GPK7Q5Hbvmklin-SANB2G-7IEPjte3ruWsnB5KSv9pP4DrQdc</recordid><startdate>202106</startdate><enddate>202106</enddate><creator>임태훈</creator><general>한국사회과학협의회</general><scope>ACYCR</scope></search><sort><creationdate>202106</creationdate><title>Does Foreign Investor Base Concentration Affect Stock Price Volatility?</title><author>임태훈</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-nrf_kci_oai_kci_go_kr_ARTI_97939733</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2021</creationdate><topic>사회과학일반</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>임태훈</creatorcontrib><collection>Korean Citation Index</collection><jtitle>Korean social science journal (Seoul, Korea )</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>임태훈</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Does Foreign Investor Base Concentration Affect Stock Price Volatility?</atitle><jtitle>Korean social science journal (Seoul, Korea )</jtitle><date>2021-06</date><risdate>2021</risdate><spage>1</spage><epage>12</epage><pages>1-12</pages><issn>1225-0368</issn><eissn>2196-4424</eissn><abstract>This paper investigates the effect of foreign investor base concentration on stock price volatility. Concentrated foreign investor base is hypothesized to increase strategic complementarities among investors and therefore increase price volatilities for stocks with high foreign investor participation. Empirical analysis of the relationship between the concentration of foreign investor base and the volatility of stock prices shows that the foreign investor base concentration is positively associated with stock price volatility for the stocks with high foreign turnover. KCI Citation Count: 0</abstract><pub>한국사회과학협의회</pub></addata></record>
fulltext fulltext
identifier ISSN: 1225-0368
ispartof Korean Social Science Journal, 2021, 48(1), , pp.1-12
issn 1225-0368
2196-4424
language eng
recordid cdi_nrf_kci_oai_kci_go_kr_ARTI_9793973
source Freely Accessible Journals
subjects 사회과학일반
title Does Foreign Investor Base Concentration Affect Stock Price Volatility?
url http://sfxeu10.hosted.exlibrisgroup.com/loughborough?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2024-12-27T00%3A16%3A41IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-nrf&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Does%20Foreign%20Investor%20Base%20Concentration%20Affect%20Stock%20Price%20Volatility?&rft.jtitle=Korean%20social%20science%20journal%20(Seoul,%20Korea%20)&rft.au=%EC%9E%84%ED%83%9C%ED%9B%88&rft.date=2021-06&rft.spage=1&rft.epage=12&rft.pages=1-12&rft.issn=1225-0368&rft.eissn=2196-4424&rft_id=info:doi/&rft_dat=%3Cnrf%3Eoai_kci_go_kr_ARTI_9793973%3C/nrf%3E%3Cgrp_id%3Ecdi_FETCH-nrf_kci_oai_kci_go_kr_ARTI_97939733%3C/grp_id%3E%3Coa%3E%3C/oa%3E%3Curl%3E%3C/url%3E&rft_id=info:oai/&rft_id=info:pmid/&rfr_iscdi=true