The relationship between Qualified Foreign Institutional Investors and stock return volatility：　Evidence from China

QR Code

The relationship between Qualified Foreign Institutional Investors and stock return volatility：　Evidence from China

In emerging economies such as India, Brazil, and Taiwan, the QFII (Qualified Foreign Institutional Investor) scheme has been frequently utilized as a transitional mechanism to promote progressive capital market liberalization. It was implemented in China in 2003 to attract more foreign value investo...

Full description

Bibliographic Details
Main Author:	Ｙｕｗｅｎ, Ｌｕ
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2021
Online Access:	https://eprints.nottingham.ac.uk/66454/

Similar Items

Investor Sentiment, Stock Returns, and Volatility in China's A-share Market
by: Wang, Jiaying
Published: (2021)

The relationship between trades of foreign institutional and retail investors and equity return
by: Ros Zam Zam Sapian,
Published: (2015)

Strategy and Performance of Foreign Institutional Investors in Chinese Stock Market
by: Cao, Wenjuan
Published: (2007)

Investor sentiment and stock market: Evidence from China
by: Zhou, Xiaoqing
Published: (2022)

Investigation of the Return and Volatility Clustering Effects in China Stock Markets
by: Mei, Lirong
Published: (2009)

The Relationship of Volatility with Stock Index Option Returns and Prices
by: Tabassum, Saima
Published: (2020)

Three Essays on Investor Sentiment and Stock Returns
by: Khuu, Joyce
Published: (2018)

The relationship between trading volume, returns and volatility in the Kuala Lumpur Stock Exchange
by: Izani Ibrahim,, et al.
Published: (2000)

The importance of fear: investor sentiment and stock market returns
by: Smales, Lee
Published: (2017)

Research on the stock volatility of listed banks in China
by: Fuyuan, Lu
Published: (2022)

Time-varying relationship of news sentiment, implied volatility and stock returns
by: Smales, Lee
Published: (2016)

The Relationship Between Stock Return and Macroeconomic Factors: evidence from UK
by: Liu, Yuxin
Published: (2012)

Relationship between stock return and financial ratios: evidence from Malaysia
by: Ang, Hui Mei
Published: (2015)

Return and volatility spillovers between the US, Japanese and Malaysian stock markets
by: Lida Nikmanesh,, et al.
Published: (2014)

FX Market Returns and Their Relationship to Investor Fear
by: Smales, Lee, et al.
Published: (2016)

The Linear Relationship between Stock Returns and Interest Rates: Evidence from US Stock Markets
by: Zhou, Yuhong
Published: (2009)

The Impact of the Implementation of Stock Index Options on Stock Market Volatility: China Evidence
by: Xiao, Shixin
Published: (2019)

An Empirical Analysis of the Relationship Between Foreign Direct Investment, Stock Returns, and the Wider Economy in Brazil.
by: Tidbury, Marcus
Published: (2022)

An Empirical Analysis of the Relationship Between Foreign Direct Investment, Stock Returns, and the Wider Economy in Brazil.
by: Tidbury, Marcus
Published: (2022)

Macroeconomic Variables Influence On Stock Return: Evidence From China
by: Lei, Huang
Published: (2009)

The impact of oil price volatility on stock market returns: evidence from ASEAN countries
by: Seah, Jiang Ghee
Published: (2019)

The relationship between Idiosyncratic Risk and Stock Returns: Evidence from the UK market
by: YIN, ZEHUA
Published: (2013)

Determinants and Impact of Foreign Institutional Investors: An Indian Perspective.
by: Jain, Puneet
Published: (2007)

Determinants and Impact of Foreign Institutional Investors: An Indian Perspective
by: Jain, Puneet
Published: (2007)

The dynamic relationship between trading volume, stock return, and volatility-domestic and cross-country: South Asian markets
by: Miseman, M. R., et al.
Published: (2019)

An examination of the Relationship Between Stock Return and Financial Ratios : Empirical Evidence From Tehran Stock Exchange
by: Kalhorpour, Elham
Published: (2010)

Relationship between stock market volatility and macroeconomic variables volatility in Malaysia
by: Chia, Mong Yin, et al.
Published: (2013)

Modelling and Forecasting Volatility of Stock Index Return Using GARCH Models: an Empirical Evidence of Argentina
by: Xenofontos, Andreas
Published: (2014)

Does liquidity drive stock market returns? the role of investor risk aversion
by: Zhang, Qingjing, et al.
Published: (2021)

Does Investor Sentiment Predict the Near-Term Returns of the Chinese Stock Market?
by: Cheema, M., et al.
Published: (2018)

The Effect Of Investor Sentiment On Stock Returns: Insight From Emerging Asian Markets
by: V. Anusakumar, Shangkari, et al.
Published: (2017)

Relationship between Inflation and Stock Return across Financial Crises: Evidence from Malaysia
by: Ding, Jing Siang, et al.
Published: (2017)

Cryptocurrency returns, volatility and investor attention: an empirical analysis using econometric and machine learning techniques
by: Gadirli, Farid
Published: (2025)

Relationship between stock market returns and exchangerates in emerging stock markets
by: Arshad, M. N., et al.
Published: (2016)

Volatility of returns and financial liberalization:new evidence
by: Tamat Sarmidi,, et al.
Published: (2012)

Volatility of returns and financial liberalization: new evidence
by: Sarmidi, Tamat, et al.
Published: (2012)

Stock Return Volatility and the Determinants: An Empirical Study of the US Market
by: Hsu, Chia-Luan
Published: (2009)

An analysis of the relationship between exchange rate and stock price in China
by: Fang, Lu
Published: (2021)

Seasonality of volatility and returns and their causal relationship in the Kuala Lumpur Stock Exchange / by Toh Hock Chai.
by: Toh, Hock Chai
Published: (2001)

Direction of Relationship between NASDAQ Stock Return and Inflation
by: Surana, Vibha
Published: (2007)